NYMEX Light Sweet Crude Oil Future January 2015
| Trading Metrics calculated at close of trading on 06-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2014 |
06-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
77.30 |
78.82 |
1.52 |
2.0% |
80.88 |
| High |
79.26 |
78.88 |
-0.38 |
-0.5% |
82.57 |
| Low |
76.46 |
77.10 |
0.64 |
0.8% |
79.20 |
| Close |
78.60 |
77.87 |
-0.73 |
-0.9% |
80.42 |
| Range |
2.80 |
1.78 |
-1.02 |
-36.4% |
3.37 |
| ATR |
2.19 |
2.16 |
-0.03 |
-1.3% |
0.00 |
| Volume |
128,104 |
113,873 |
-14,231 |
-11.1% |
305,413 |
|
| Daily Pivots for day following 06-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.29 |
82.36 |
78.85 |
|
| R3 |
81.51 |
80.58 |
78.36 |
|
| R2 |
79.73 |
79.73 |
78.20 |
|
| R1 |
78.80 |
78.80 |
78.03 |
78.38 |
| PP |
77.95 |
77.95 |
77.95 |
77.74 |
| S1 |
77.02 |
77.02 |
77.71 |
76.60 |
| S2 |
76.17 |
76.17 |
77.54 |
|
| S3 |
74.39 |
75.24 |
77.38 |
|
| S4 |
72.61 |
73.46 |
76.89 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.84 |
89.00 |
82.27 |
|
| R3 |
87.47 |
85.63 |
81.35 |
|
| R2 |
84.10 |
84.10 |
81.04 |
|
| R1 |
82.26 |
82.26 |
80.73 |
81.50 |
| PP |
80.73 |
80.73 |
80.73 |
80.35 |
| S1 |
78.89 |
78.89 |
80.11 |
78.13 |
| S2 |
77.36 |
77.36 |
79.80 |
|
| S3 |
73.99 |
75.52 |
79.49 |
|
| S4 |
70.62 |
72.15 |
78.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.04 |
75.95 |
5.09 |
6.5% |
2.31 |
3.0% |
38% |
False |
False |
101,960 |
| 10 |
82.57 |
75.95 |
6.62 |
8.5% |
1.88 |
2.4% |
29% |
False |
False |
82,208 |
| 20 |
85.13 |
75.95 |
9.18 |
11.8% |
2.26 |
2.9% |
21% |
False |
False |
74,506 |
| 40 |
93.07 |
75.95 |
17.12 |
22.0% |
2.09 |
2.7% |
11% |
False |
False |
57,926 |
| 60 |
95.54 |
75.95 |
19.59 |
25.2% |
1.87 |
2.4% |
10% |
False |
False |
46,110 |
| 80 |
99.36 |
75.95 |
23.41 |
30.1% |
1.67 |
2.1% |
8% |
False |
False |
38,615 |
| 100 |
102.53 |
75.95 |
26.58 |
34.1% |
1.53 |
2.0% |
7% |
False |
False |
32,586 |
| 120 |
102.53 |
75.95 |
26.58 |
34.1% |
1.40 |
1.8% |
7% |
False |
False |
28,345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.45 |
|
2.618 |
83.54 |
|
1.618 |
81.76 |
|
1.000 |
80.66 |
|
0.618 |
79.98 |
|
HIGH |
78.88 |
|
0.618 |
78.20 |
|
0.500 |
77.99 |
|
0.382 |
77.78 |
|
LOW |
77.10 |
|
0.618 |
76.00 |
|
1.000 |
75.32 |
|
1.618 |
74.22 |
|
2.618 |
72.44 |
|
4.250 |
69.54 |
|
|
| Fisher Pivots for day following 06-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
77.99 |
77.78 |
| PP |
77.95 |
77.69 |
| S1 |
77.91 |
77.61 |
|