NYMEX Light Sweet Crude Oil Future April 2015
| Trading Metrics calculated at close of trading on 04-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2014 |
04-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
79.88 |
78.47 |
-1.41 |
-1.8% |
80.39 |
| High |
80.73 |
78.52 |
-2.21 |
-2.7% |
82.03 |
| Low |
78.27 |
76.26 |
-2.01 |
-2.6% |
78.87 |
| Close |
78.85 |
77.29 |
-1.56 |
-2.0% |
80.26 |
| Range |
2.46 |
2.26 |
-0.20 |
-8.1% |
3.16 |
| ATR |
1.81 |
1.87 |
0.06 |
3.1% |
0.00 |
| Volume |
8,908 |
18,636 |
9,728 |
109.2% |
48,363 |
|
| Daily Pivots for day following 04-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.14 |
82.97 |
78.53 |
|
| R3 |
81.88 |
80.71 |
77.91 |
|
| R2 |
79.62 |
79.62 |
77.70 |
|
| R1 |
78.45 |
78.45 |
77.50 |
77.91 |
| PP |
77.36 |
77.36 |
77.36 |
77.08 |
| S1 |
76.19 |
76.19 |
77.08 |
75.65 |
| S2 |
75.10 |
75.10 |
76.88 |
|
| S3 |
72.84 |
73.93 |
76.67 |
|
| S4 |
70.58 |
71.67 |
76.05 |
|
|
| 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 |
76.26 |
5.77 |
7.5% |
1.69 |
2.2% |
18% |
False |
True |
11,622 |
| 10 |
82.03 |
76.26 |
5.77 |
7.5% |
1.68 |
2.2% |
18% |
False |
True |
11,747 |
| 20 |
86.22 |
76.26 |
9.96 |
12.9% |
2.01 |
2.6% |
10% |
False |
True |
12,231 |
| 40 |
92.17 |
76.26 |
15.91 |
20.6% |
1.74 |
2.3% |
6% |
False |
True |
9,942 |
| 60 |
94.76 |
76.26 |
18.50 |
23.9% |
1.47 |
1.9% |
6% |
False |
True |
7,696 |
| 80 |
97.35 |
76.26 |
21.09 |
27.3% |
1.30 |
1.7% |
5% |
False |
True |
6,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.13 |
|
2.618 |
84.44 |
|
1.618 |
82.18 |
|
1.000 |
80.78 |
|
0.618 |
79.92 |
|
HIGH |
78.52 |
|
0.618 |
77.66 |
|
0.500 |
77.39 |
|
0.382 |
77.12 |
|
LOW |
76.26 |
|
0.618 |
74.86 |
|
1.000 |
74.00 |
|
1.618 |
72.60 |
|
2.618 |
70.34 |
|
4.250 |
66.66 |
|
|
| Fisher Pivots for day following 04-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
77.39 |
78.50 |
| PP |
77.36 |
78.09 |
| S1 |
77.32 |
77.69 |
|