NYMEX Light Sweet Crude Oil Future January 2015
| Trading Metrics calculated at close of trading on 10-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2014 |
10-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
77.81 |
78.45 |
0.64 |
0.8% |
80.58 |
| High |
79.34 |
79.70 |
0.36 |
0.5% |
80.87 |
| Low |
77.44 |
77.11 |
-0.33 |
-0.4% |
75.95 |
| Close |
78.60 |
77.38 |
-1.22 |
-1.6% |
78.60 |
| Range |
1.90 |
2.59 |
0.69 |
36.3% |
4.92 |
| ATR |
2.14 |
2.17 |
0.03 |
1.5% |
0.00 |
| Volume |
77,253 |
111,379 |
34,126 |
44.2% |
522,713 |
|
| Daily Pivots for day following 10-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.83 |
84.20 |
78.80 |
|
| R3 |
83.24 |
81.61 |
78.09 |
|
| R2 |
80.65 |
80.65 |
77.85 |
|
| R1 |
79.02 |
79.02 |
77.62 |
78.54 |
| PP |
78.06 |
78.06 |
78.06 |
77.83 |
| S1 |
76.43 |
76.43 |
77.14 |
75.95 |
| S2 |
75.47 |
75.47 |
76.91 |
|
| S3 |
72.88 |
73.84 |
76.67 |
|
| S4 |
70.29 |
71.25 |
75.96 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.23 |
90.84 |
81.31 |
|
| R3 |
88.31 |
85.92 |
79.95 |
|
| R2 |
83.39 |
83.39 |
79.50 |
|
| R1 |
81.00 |
81.00 |
79.05 |
79.74 |
| PP |
78.47 |
78.47 |
78.47 |
77.84 |
| S1 |
76.08 |
76.08 |
78.15 |
74.82 |
| S2 |
73.55 |
73.55 |
77.70 |
|
| S3 |
68.63 |
71.16 |
77.25 |
|
| S4 |
63.71 |
66.24 |
75.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.70 |
75.95 |
3.75 |
4.8% |
2.32 |
3.0% |
38% |
True |
False |
110,885 |
| 10 |
82.57 |
75.95 |
6.62 |
8.6% |
2.01 |
2.6% |
22% |
False |
False |
87,890 |
| 20 |
84.30 |
75.95 |
8.35 |
10.8% |
2.27 |
2.9% |
17% |
False |
False |
77,569 |
| 40 |
93.07 |
75.95 |
17.12 |
22.1% |
2.11 |
2.7% |
8% |
False |
False |
60,831 |
| 60 |
94.16 |
75.95 |
18.21 |
23.5% |
1.88 |
2.4% |
8% |
False |
False |
48,541 |
| 80 |
99.36 |
75.95 |
23.41 |
30.3% |
1.70 |
2.2% |
6% |
False |
False |
40,389 |
| 100 |
102.53 |
75.95 |
26.58 |
34.3% |
1.56 |
2.0% |
5% |
False |
False |
34,310 |
| 120 |
102.53 |
75.95 |
26.58 |
34.3% |
1.43 |
1.8% |
5% |
False |
False |
29,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.71 |
|
2.618 |
86.48 |
|
1.618 |
83.89 |
|
1.000 |
82.29 |
|
0.618 |
81.30 |
|
HIGH |
79.70 |
|
0.618 |
78.71 |
|
0.500 |
78.41 |
|
0.382 |
78.10 |
|
LOW |
77.11 |
|
0.618 |
75.51 |
|
1.000 |
74.52 |
|
1.618 |
72.92 |
|
2.618 |
70.33 |
|
4.250 |
66.10 |
|
|
| Fisher Pivots for day following 10-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
78.41 |
78.40 |
| PP |
78.06 |
78.06 |
| S1 |
77.72 |
77.72 |
|