NYMEX Light Sweet Crude Oil Future April 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 |
80.65 |
79.88 |
-0.77 |
-1.0% |
80.39 |
| High |
80.65 |
80.73 |
0.08 |
0.1% |
82.03 |
| Low |
79.00 |
78.27 |
-0.73 |
-0.9% |
78.87 |
| Close |
80.26 |
78.85 |
-1.41 |
-1.8% |
80.26 |
| Range |
1.65 |
2.46 |
0.81 |
49.1% |
3.16 |
| ATR |
1.76 |
1.81 |
0.05 |
2.8% |
0.00 |
| Volume |
8,691 |
8,908 |
217 |
2.5% |
48,363 |
|
| Daily Pivots for day following 03-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.66 |
85.22 |
80.20 |
|
| R3 |
84.20 |
82.76 |
79.53 |
|
| R2 |
81.74 |
81.74 |
79.30 |
|
| R1 |
80.30 |
80.30 |
79.08 |
79.79 |
| PP |
79.28 |
79.28 |
79.28 |
79.03 |
| S1 |
77.84 |
77.84 |
78.62 |
77.33 |
| S2 |
76.82 |
76.82 |
78.40 |
|
| S3 |
74.36 |
75.38 |
78.17 |
|
| S4 |
71.90 |
72.92 |
77.50 |
|
|
| 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 |
78.27 |
3.76 |
4.8% |
1.45 |
1.8% |
15% |
False |
True |
9,380 |
| 10 |
82.03 |
78.27 |
3.76 |
4.8% |
1.61 |
2.0% |
15% |
False |
True |
10,890 |
| 20 |
87.30 |
77.71 |
9.59 |
12.2% |
1.95 |
2.5% |
12% |
False |
False |
11,691 |
| 40 |
92.17 |
77.71 |
14.46 |
18.3% |
1.71 |
2.2% |
8% |
False |
False |
9,573 |
| 60 |
94.76 |
77.71 |
17.05 |
21.6% |
1.43 |
1.8% |
7% |
False |
False |
7,457 |
| 80 |
97.35 |
77.71 |
19.64 |
24.9% |
1.28 |
1.6% |
6% |
False |
False |
6,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.19 |
|
2.618 |
87.17 |
|
1.618 |
84.71 |
|
1.000 |
83.19 |
|
0.618 |
82.25 |
|
HIGH |
80.73 |
|
0.618 |
79.79 |
|
0.500 |
79.50 |
|
0.382 |
79.21 |
|
LOW |
78.27 |
|
0.618 |
76.75 |
|
1.000 |
75.81 |
|
1.618 |
74.29 |
|
2.618 |
71.83 |
|
4.250 |
67.82 |
|
|
| Fisher Pivots for day following 03-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
79.50 |
79.77 |
| PP |
79.28 |
79.46 |
| S1 |
79.07 |
79.16 |
|