NYMEX Light Sweet Crude Oil Future March 2015
| Trading Metrics calculated at close of trading on 29-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2014 |
29-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
80.00 |
80.88 |
0.88 |
1.1% |
81.36 |
| High |
80.92 |
82.19 |
1.27 |
1.6% |
81.72 |
| Low |
79.85 |
80.87 |
1.02 |
1.3% |
79.14 |
| Close |
80.83 |
81.68 |
0.85 |
1.1% |
80.54 |
| Range |
1.07 |
1.32 |
0.25 |
23.4% |
2.58 |
| ATR |
1.98 |
1.93 |
-0.04 |
-2.2% |
0.00 |
| Volume |
22,059 |
21,327 |
-732 |
-3.3% |
172,365 |
|
| Daily Pivots for day following 29-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.54 |
84.93 |
82.41 |
|
| R3 |
84.22 |
83.61 |
82.04 |
|
| R2 |
82.90 |
82.90 |
81.92 |
|
| R1 |
82.29 |
82.29 |
81.80 |
82.60 |
| PP |
81.58 |
81.58 |
81.58 |
81.73 |
| S1 |
80.97 |
80.97 |
81.56 |
81.28 |
| S2 |
80.26 |
80.26 |
81.44 |
|
| S3 |
78.94 |
79.65 |
81.32 |
|
| S4 |
77.62 |
78.33 |
80.95 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.21 |
86.95 |
81.96 |
|
| R3 |
85.63 |
84.37 |
81.25 |
|
| R2 |
83.05 |
83.05 |
81.01 |
|
| R1 |
81.79 |
81.79 |
80.78 |
81.13 |
| PP |
80.47 |
80.47 |
80.47 |
80.14 |
| S1 |
79.21 |
79.21 |
80.30 |
78.55 |
| S2 |
77.89 |
77.89 |
80.07 |
|
| S3 |
75.31 |
76.63 |
79.83 |
|
| S4 |
72.73 |
74.05 |
79.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.19 |
78.96 |
3.23 |
4.0% |
1.53 |
1.9% |
84% |
True |
False |
28,385 |
| 10 |
82.58 |
77.89 |
4.69 |
5.7% |
2.02 |
2.5% |
81% |
False |
False |
33,872 |
| 20 |
88.45 |
77.89 |
10.56 |
12.9% |
2.16 |
2.6% |
36% |
False |
False |
37,131 |
| 40 |
93.59 |
77.89 |
15.70 |
19.2% |
1.79 |
2.2% |
24% |
False |
False |
29,589 |
| 60 |
95.56 |
77.89 |
17.67 |
21.6% |
1.54 |
1.9% |
21% |
False |
False |
23,290 |
| 80 |
98.49 |
77.89 |
20.60 |
25.2% |
1.40 |
1.7% |
18% |
False |
False |
20,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.80 |
|
2.618 |
85.65 |
|
1.618 |
84.33 |
|
1.000 |
83.51 |
|
0.618 |
83.01 |
|
HIGH |
82.19 |
|
0.618 |
81.69 |
|
0.500 |
81.53 |
|
0.382 |
81.37 |
|
LOW |
80.87 |
|
0.618 |
80.05 |
|
1.000 |
79.55 |
|
1.618 |
78.73 |
|
2.618 |
77.41 |
|
4.250 |
75.26 |
|
|
| Fisher Pivots for day following 29-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
81.63 |
81.31 |
| PP |
81.58 |
80.94 |
| S1 |
81.53 |
80.58 |
|