NYMEX Light Sweet Crude Oil Future March 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 |
78.59 |
77.76 |
-0.83 |
-1.1% |
80.21 |
| High |
78.68 |
79.19 |
0.51 |
0.6% |
80.75 |
| Low |
77.11 |
77.45 |
0.34 |
0.4% |
76.14 |
| Close |
77.82 |
78.54 |
0.72 |
0.9% |
78.54 |
| Range |
1.57 |
1.74 |
0.17 |
10.8% |
4.61 |
| ATR |
1.99 |
1.97 |
-0.02 |
-0.9% |
0.00 |
| Volume |
54,254 |
31,377 |
-22,877 |
-42.2% |
196,637 |
|
| Daily Pivots for day following 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.61 |
82.82 |
79.50 |
|
| R3 |
81.87 |
81.08 |
79.02 |
|
| R2 |
80.13 |
80.13 |
78.86 |
|
| R1 |
79.34 |
79.34 |
78.70 |
79.74 |
| PP |
78.39 |
78.39 |
78.39 |
78.59 |
| S1 |
77.60 |
77.60 |
78.38 |
78.00 |
| S2 |
76.65 |
76.65 |
78.22 |
|
| S3 |
74.91 |
75.86 |
78.06 |
|
| S4 |
73.17 |
74.12 |
77.58 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.31 |
90.03 |
81.08 |
|
| R3 |
87.70 |
85.42 |
79.81 |
|
| R2 |
83.09 |
83.09 |
79.39 |
|
| R1 |
80.81 |
80.81 |
78.96 |
79.65 |
| PP |
78.48 |
78.48 |
78.48 |
77.89 |
| S1 |
76.20 |
76.20 |
78.12 |
75.04 |
| S2 |
73.87 |
73.87 |
77.69 |
|
| S3 |
69.26 |
71.59 |
77.27 |
|
| S4 |
64.65 |
66.98 |
76.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.75 |
76.14 |
4.61 |
5.9% |
2.15 |
2.7% |
52% |
False |
False |
39,327 |
| 10 |
82.19 |
76.14 |
6.05 |
7.7% |
1.77 |
2.3% |
40% |
False |
False |
31,484 |
| 20 |
84.10 |
76.14 |
7.96 |
10.1% |
2.07 |
2.6% |
30% |
False |
False |
35,475 |
| 40 |
92.32 |
76.14 |
16.18 |
20.6% |
1.90 |
2.4% |
15% |
False |
False |
32,364 |
| 60 |
93.80 |
76.14 |
17.66 |
22.5% |
1.64 |
2.1% |
14% |
False |
False |
26,271 |
| 80 |
98.02 |
76.14 |
21.88 |
27.9% |
1.48 |
1.9% |
11% |
False |
False |
22,381 |
| 100 |
100.52 |
76.14 |
24.38 |
31.0% |
1.35 |
1.7% |
10% |
False |
False |
19,335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.59 |
|
2.618 |
83.75 |
|
1.618 |
82.01 |
|
1.000 |
80.93 |
|
0.618 |
80.27 |
|
HIGH |
79.19 |
|
0.618 |
78.53 |
|
0.500 |
78.32 |
|
0.382 |
78.11 |
|
LOW |
77.45 |
|
0.618 |
76.37 |
|
1.000 |
75.71 |
|
1.618 |
74.63 |
|
2.618 |
72.89 |
|
4.250 |
70.06 |
|
|
| Fisher Pivots for day following 07-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
78.47 |
78.31 |
| PP |
78.39 |
78.07 |
| S1 |
78.32 |
77.84 |
|