NYMEX Light Sweet Crude Oil Future April 2015
| Trading Metrics calculated at close of trading on 31-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2014 |
31-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
81.27 |
80.65 |
-0.62 |
-0.8% |
80.39 |
| High |
81.27 |
80.65 |
-0.62 |
-0.8% |
82.03 |
| Low |
80.33 |
79.00 |
-1.33 |
-1.7% |
78.87 |
| Close |
80.56 |
80.26 |
-0.30 |
-0.4% |
80.26 |
| Range |
0.94 |
1.65 |
0.71 |
75.5% |
3.16 |
| ATR |
1.77 |
1.76 |
-0.01 |
-0.5% |
0.00 |
| Volume |
12,389 |
8,691 |
-3,698 |
-29.8% |
48,363 |
|
| Daily Pivots for day following 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.92 |
84.24 |
81.17 |
|
| R3 |
83.27 |
82.59 |
80.71 |
|
| R2 |
81.62 |
81.62 |
80.56 |
|
| R1 |
80.94 |
80.94 |
80.41 |
80.46 |
| PP |
79.97 |
79.97 |
79.97 |
79.73 |
| S1 |
79.29 |
79.29 |
80.11 |
78.81 |
| S2 |
78.32 |
78.32 |
79.96 |
|
| S3 |
76.67 |
77.64 |
79.81 |
|
| S4 |
75.02 |
75.99 |
79.35 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.87 |
88.22 |
82.00 |
|
| R3 |
86.71 |
85.06 |
81.13 |
|
| R2 |
83.55 |
83.55 |
80.84 |
|
| R1 |
81.90 |
81.90 |
80.55 |
81.15 |
| PP |
80.39 |
80.39 |
80.39 |
80.01 |
| S1 |
78.74 |
78.74 |
79.97 |
77.99 |
| S2 |
77.23 |
77.23 |
79.68 |
|
| S3 |
74.07 |
75.58 |
79.39 |
|
| S4 |
70.91 |
72.42 |
78.52 |
|
|
| 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% |
1.26 |
1.6% |
44% |
False |
False |
9,672 |
| 10 |
82.03 |
78.87 |
3.16 |
3.9% |
1.56 |
1.9% |
44% |
False |
False |
10,930 |
| 20 |
87.50 |
77.71 |
9.79 |
12.2% |
1.92 |
2.4% |
26% |
False |
False |
11,614 |
| 40 |
92.17 |
77.71 |
14.46 |
18.0% |
1.66 |
2.1% |
18% |
False |
False |
9,423 |
| 60 |
95.01 |
77.71 |
17.30 |
21.6% |
1.41 |
1.8% |
15% |
False |
False |
7,395 |
| 80 |
97.49 |
77.71 |
19.78 |
24.6% |
1.27 |
1.6% |
13% |
False |
False |
6,248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.66 |
|
2.618 |
84.97 |
|
1.618 |
83.32 |
|
1.000 |
82.30 |
|
0.618 |
81.67 |
|
HIGH |
80.65 |
|
0.618 |
80.02 |
|
0.500 |
79.83 |
|
0.382 |
79.63 |
|
LOW |
79.00 |
|
0.618 |
77.98 |
|
1.000 |
77.35 |
|
1.618 |
76.33 |
|
2.618 |
74.68 |
|
4.250 |
71.99 |
|
|
| Fisher Pivots for day following 31-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
80.12 |
80.52 |
| PP |
79.97 |
80.43 |
| S1 |
79.83 |
80.35 |
|