NYMEX Light Sweet Crude Oil Future February 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 |
77.28 |
78.76 |
1.48 |
1.9% |
80.75 |
| High |
79.13 |
78.76 |
-0.37 |
-0.5% |
82.32 |
| Low |
76.46 |
77.08 |
0.62 |
0.8% |
79.05 |
| Close |
78.54 |
77.81 |
-0.73 |
-0.9% |
80.36 |
| Range |
2.67 |
1.68 |
-0.99 |
-37.1% |
3.27 |
| ATR |
2.08 |
2.05 |
-0.03 |
-1.4% |
0.00 |
| Volume |
56,068 |
56,399 |
331 |
0.6% |
124,302 |
|
| Daily Pivots for day following 06-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.92 |
82.05 |
78.73 |
|
| R3 |
81.24 |
80.37 |
78.27 |
|
| R2 |
79.56 |
79.56 |
78.12 |
|
| R1 |
78.69 |
78.69 |
77.96 |
78.29 |
| PP |
77.88 |
77.88 |
77.88 |
77.68 |
| S1 |
77.01 |
77.01 |
77.66 |
76.61 |
| S2 |
76.20 |
76.20 |
77.50 |
|
| S3 |
74.52 |
75.33 |
77.35 |
|
| S4 |
72.84 |
73.65 |
76.89 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.39 |
88.64 |
82.16 |
|
| R3 |
87.12 |
85.37 |
81.26 |
|
| R2 |
83.85 |
83.85 |
80.96 |
|
| R1 |
82.10 |
82.10 |
80.66 |
81.34 |
| PP |
80.58 |
80.58 |
80.58 |
80.20 |
| S1 |
78.83 |
78.83 |
80.06 |
78.07 |
| S2 |
77.31 |
77.31 |
79.76 |
|
| S3 |
74.04 |
75.56 |
79.46 |
|
| S4 |
70.77 |
72.29 |
78.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.91 |
76.05 |
4.86 |
6.2% |
2.22 |
2.9% |
36% |
False |
False |
41,773 |
| 10 |
82.32 |
76.05 |
6.27 |
8.1% |
1.80 |
2.3% |
28% |
False |
False |
33,704 |
| 20 |
84.75 |
76.05 |
8.70 |
11.2% |
2.16 |
2.8% |
20% |
False |
False |
31,400 |
| 40 |
92.63 |
76.05 |
16.58 |
21.3% |
1.96 |
2.5% |
11% |
False |
False |
25,875 |
| 60 |
95.25 |
76.05 |
19.20 |
24.7% |
1.74 |
2.2% |
9% |
False |
False |
20,842 |
| 80 |
98.68 |
76.05 |
22.63 |
29.1% |
1.55 |
2.0% |
8% |
False |
False |
17,213 |
| 100 |
101.33 |
76.05 |
25.28 |
32.5% |
1.39 |
1.8% |
7% |
False |
False |
14,471 |
| 120 |
101.33 |
76.05 |
25.28 |
32.5% |
1.27 |
1.6% |
7% |
False |
False |
12,442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.90 |
|
2.618 |
83.16 |
|
1.618 |
81.48 |
|
1.000 |
80.44 |
|
0.618 |
79.80 |
|
HIGH |
78.76 |
|
0.618 |
78.12 |
|
0.500 |
77.92 |
|
0.382 |
77.72 |
|
LOW |
77.08 |
|
0.618 |
76.04 |
|
1.000 |
75.40 |
|
1.618 |
74.36 |
|
2.618 |
72.68 |
|
4.250 |
69.94 |
|
|
| Fisher Pivots for day following 06-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
77.92 |
77.74 |
| PP |
77.88 |
77.66 |
| S1 |
77.85 |
77.59 |
|