NYMEX Light Sweet Crude Oil Future April 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 |
79.79 |
80.90 |
1.11 |
1.4% |
80.96 |
| High |
80.79 |
82.03 |
1.24 |
1.5% |
81.43 |
| Low |
79.72 |
80.90 |
1.18 |
1.5% |
78.88 |
| Close |
80.75 |
81.55 |
0.80 |
1.0% |
80.47 |
| Range |
1.07 |
1.13 |
0.06 |
5.6% |
2.55 |
| ATR |
1.86 |
1.81 |
-0.04 |
-2.2% |
0.00 |
| Volume |
7,428 |
9,486 |
2,058 |
27.7% |
60,938 |
|
| Daily Pivots for day following 29-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.88 |
84.35 |
82.17 |
|
| R3 |
83.75 |
83.22 |
81.86 |
|
| R2 |
82.62 |
82.62 |
81.76 |
|
| R1 |
82.09 |
82.09 |
81.65 |
82.36 |
| PP |
81.49 |
81.49 |
81.49 |
81.63 |
| S1 |
80.96 |
80.96 |
81.45 |
81.23 |
| S2 |
80.36 |
80.36 |
81.34 |
|
| S3 |
79.23 |
79.83 |
81.24 |
|
| S4 |
78.10 |
78.70 |
80.93 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.91 |
86.74 |
81.87 |
|
| R3 |
85.36 |
84.19 |
81.17 |
|
| R2 |
82.81 |
82.81 |
80.94 |
|
| R1 |
81.64 |
81.64 |
80.70 |
80.95 |
| PP |
80.26 |
80.26 |
80.26 |
79.92 |
| S1 |
79.09 |
79.09 |
80.24 |
78.40 |
| S2 |
77.71 |
77.71 |
80.00 |
|
| S3 |
75.16 |
76.54 |
79.77 |
|
| S4 |
72.61 |
73.99 |
79.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.03 |
78.87 |
3.16 |
3.9% |
1.43 |
1.7% |
85% |
True |
False |
11,749 |
| 10 |
82.27 |
77.71 |
4.56 |
5.6% |
1.90 |
2.3% |
84% |
False |
False |
11,696 |
| 20 |
88.00 |
77.71 |
10.29 |
12.6% |
2.01 |
2.5% |
37% |
False |
False |
12,161 |
| 40 |
93.32 |
77.71 |
15.61 |
19.1% |
1.64 |
2.0% |
25% |
False |
False |
9,038 |
| 60 |
95.01 |
77.71 |
17.30 |
21.2% |
1.38 |
1.7% |
22% |
False |
False |
7,126 |
| 80 |
97.89 |
77.71 |
20.18 |
24.7% |
1.25 |
1.5% |
19% |
False |
False |
6,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.83 |
|
2.618 |
84.99 |
|
1.618 |
83.86 |
|
1.000 |
83.16 |
|
0.618 |
82.73 |
|
HIGH |
82.03 |
|
0.618 |
81.60 |
|
0.500 |
81.47 |
|
0.382 |
81.33 |
|
LOW |
80.90 |
|
0.618 |
80.20 |
|
1.000 |
79.77 |
|
1.618 |
79.07 |
|
2.618 |
77.94 |
|
4.250 |
76.10 |
|
|
| Fisher Pivots for day following 29-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
81.52 |
81.18 |
| PP |
81.49 |
80.82 |
| S1 |
81.47 |
80.45 |
|