NYMEX Light Sweet Crude Oil Future February 2015
| Trading Metrics calculated at close of trading on 07-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2014 |
07-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
78.76 |
77.76 |
-1.00 |
-1.3% |
80.28 |
| High |
78.76 |
79.24 |
0.48 |
0.6% |
80.81 |
| Low |
77.08 |
77.39 |
0.31 |
0.4% |
76.05 |
| Close |
77.81 |
78.54 |
0.73 |
0.9% |
78.54 |
| Range |
1.68 |
1.85 |
0.17 |
10.1% |
4.76 |
| ATR |
2.05 |
2.04 |
-0.01 |
-0.7% |
0.00 |
| Volume |
56,399 |
34,306 |
-22,093 |
-39.2% |
219,453 |
|
| Daily Pivots for day following 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.94 |
83.09 |
79.56 |
|
| R3 |
82.09 |
81.24 |
79.05 |
|
| R2 |
80.24 |
80.24 |
78.88 |
|
| R1 |
79.39 |
79.39 |
78.71 |
79.82 |
| PP |
78.39 |
78.39 |
78.39 |
78.60 |
| S1 |
77.54 |
77.54 |
78.37 |
77.97 |
| S2 |
76.54 |
76.54 |
78.20 |
|
| S3 |
74.69 |
75.69 |
78.03 |
|
| S4 |
72.84 |
73.84 |
77.52 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.75 |
90.40 |
81.16 |
|
| R3 |
87.99 |
85.64 |
79.85 |
|
| R2 |
83.23 |
83.23 |
79.41 |
|
| R1 |
80.88 |
80.88 |
78.98 |
79.68 |
| PP |
78.47 |
78.47 |
78.47 |
77.86 |
| S1 |
76.12 |
76.12 |
78.10 |
74.92 |
| S2 |
73.71 |
73.71 |
77.67 |
|
| S3 |
68.95 |
71.36 |
77.23 |
|
| S4 |
64.19 |
66.60 |
75.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.81 |
76.05 |
4.76 |
6.1% |
2.25 |
2.9% |
52% |
False |
False |
43,890 |
| 10 |
82.32 |
76.05 |
6.27 |
8.0% |
1.85 |
2.4% |
40% |
False |
False |
34,375 |
| 20 |
84.34 |
76.05 |
8.29 |
10.6% |
2.12 |
2.7% |
30% |
False |
False |
31,809 |
| 40 |
92.63 |
76.05 |
16.58 |
21.1% |
1.97 |
2.5% |
15% |
False |
False |
26,162 |
| 60 |
93.90 |
76.05 |
17.85 |
22.7% |
1.73 |
2.2% |
14% |
False |
False |
21,306 |
| 80 |
98.68 |
76.05 |
22.63 |
28.8% |
1.56 |
2.0% |
11% |
False |
False |
17,595 |
| 100 |
101.33 |
76.05 |
25.28 |
32.2% |
1.41 |
1.8% |
10% |
False |
False |
14,770 |
| 120 |
101.33 |
76.05 |
25.28 |
32.2% |
1.28 |
1.6% |
10% |
False |
False |
12,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.10 |
|
2.618 |
84.08 |
|
1.618 |
82.23 |
|
1.000 |
81.09 |
|
0.618 |
80.38 |
|
HIGH |
79.24 |
|
0.618 |
78.53 |
|
0.500 |
78.32 |
|
0.382 |
78.10 |
|
LOW |
77.39 |
|
0.618 |
76.25 |
|
1.000 |
75.54 |
|
1.618 |
74.40 |
|
2.618 |
72.55 |
|
4.250 |
69.53 |
|
|
| Fisher Pivots for day following 07-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
78.47 |
78.31 |
| PP |
78.39 |
78.08 |
| S1 |
78.32 |
77.85 |
|