NYMEX Light Sweet Crude Oil Future March 2015
| Trading Metrics calculated at close of trading on 03-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2014 |
03-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
80.49 |
80.21 |
-0.28 |
-0.3% |
80.56 |
| High |
80.75 |
80.75 |
0.00 |
0.0% |
82.19 |
| Low |
79.06 |
78.24 |
-0.82 |
-1.0% |
78.96 |
| Close |
80.31 |
78.85 |
-1.46 |
-1.8% |
80.31 |
| Range |
1.69 |
2.51 |
0.82 |
48.5% |
3.23 |
| ATR |
1.88 |
1.93 |
0.04 |
2.4% |
0.00 |
| Volume |
19,260 |
26,451 |
7,191 |
37.3% |
118,210 |
|
| Daily Pivots for day following 03-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.81 |
85.34 |
80.23 |
|
| R3 |
84.30 |
82.83 |
79.54 |
|
| R2 |
81.79 |
81.79 |
79.31 |
|
| R1 |
80.32 |
80.32 |
79.08 |
79.80 |
| PP |
79.28 |
79.28 |
79.28 |
79.02 |
| S1 |
77.81 |
77.81 |
78.62 |
77.29 |
| S2 |
76.77 |
76.77 |
78.39 |
|
| S3 |
74.26 |
75.30 |
78.16 |
|
| S4 |
71.75 |
72.79 |
77.47 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.18 |
88.47 |
82.09 |
|
| R3 |
86.95 |
85.24 |
81.20 |
|
| R2 |
83.72 |
83.72 |
80.90 |
|
| R1 |
82.01 |
82.01 |
80.61 |
81.25 |
| PP |
80.49 |
80.49 |
80.49 |
80.11 |
| S1 |
78.78 |
78.78 |
80.01 |
78.02 |
| S2 |
77.26 |
77.26 |
79.72 |
|
| S3 |
74.03 |
75.55 |
79.42 |
|
| S4 |
70.80 |
72.32 |
78.53 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.19 |
78.24 |
3.95 |
5.0% |
1.55 |
2.0% |
15% |
False |
True |
23,884 |
| 10 |
82.19 |
78.24 |
3.95 |
5.0% |
1.70 |
2.2% |
15% |
False |
True |
28,262 |
| 20 |
87.79 |
77.89 |
9.90 |
12.6% |
2.12 |
2.7% |
10% |
False |
False |
34,340 |
| 40 |
92.32 |
77.89 |
14.43 |
18.3% |
1.84 |
2.3% |
7% |
False |
False |
30,466 |
| 60 |
95.38 |
77.89 |
17.49 |
22.2% |
1.59 |
2.0% |
5% |
False |
False |
24,031 |
| 80 |
98.02 |
77.89 |
20.13 |
25.5% |
1.43 |
1.8% |
5% |
False |
False |
20,701 |
| 100 |
100.52 |
77.89 |
22.63 |
28.7% |
1.30 |
1.6% |
4% |
False |
False |
18,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.42 |
|
2.618 |
87.32 |
|
1.618 |
84.81 |
|
1.000 |
83.26 |
|
0.618 |
82.30 |
|
HIGH |
80.75 |
|
0.618 |
79.79 |
|
0.500 |
79.50 |
|
0.382 |
79.20 |
|
LOW |
78.24 |
|
0.618 |
76.69 |
|
1.000 |
75.73 |
|
1.618 |
74.18 |
|
2.618 |
71.67 |
|
4.250 |
67.57 |
|
|
| Fisher Pivots for day following 03-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
79.50 |
79.84 |
| PP |
79.28 |
79.51 |
| S1 |
79.07 |
79.18 |
|