NYMEX Light Sweet Crude Oil Future April 2015
| Trading Metrics calculated at close of trading on 05-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2014 |
05-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
78.47 |
77.08 |
-1.39 |
-1.8% |
80.39 |
| High |
78.52 |
79.00 |
0.48 |
0.6% |
82.03 |
| Low |
76.26 |
76.60 |
0.34 |
0.4% |
78.87 |
| Close |
77.29 |
78.46 |
1.17 |
1.5% |
80.26 |
| Range |
2.26 |
2.40 |
0.14 |
6.2% |
3.16 |
| ATR |
1.87 |
1.91 |
0.04 |
2.0% |
0.00 |
| Volume |
18,636 |
23,921 |
5,285 |
28.4% |
48,363 |
|
| Daily Pivots for day following 05-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.22 |
84.24 |
79.78 |
|
| R3 |
82.82 |
81.84 |
79.12 |
|
| R2 |
80.42 |
80.42 |
78.90 |
|
| R1 |
79.44 |
79.44 |
78.68 |
79.93 |
| PP |
78.02 |
78.02 |
78.02 |
78.27 |
| S1 |
77.04 |
77.04 |
78.24 |
77.53 |
| S2 |
75.62 |
75.62 |
78.02 |
|
| S3 |
73.22 |
74.64 |
77.80 |
|
| S4 |
70.82 |
72.24 |
77.14 |
|
|
| 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 |
81.27 |
76.26 |
5.01 |
6.4% |
1.94 |
2.5% |
44% |
False |
False |
14,509 |
| 10 |
82.03 |
76.26 |
5.77 |
7.4% |
1.68 |
2.1% |
38% |
False |
False |
13,129 |
| 20 |
85.79 |
76.26 |
9.53 |
12.1% |
2.05 |
2.6% |
23% |
False |
False |
12,782 |
| 40 |
92.17 |
76.26 |
15.91 |
20.3% |
1.77 |
2.3% |
14% |
False |
False |
10,379 |
| 60 |
94.76 |
76.26 |
18.50 |
23.6% |
1.49 |
1.9% |
12% |
False |
False |
8,053 |
| 80 |
97.35 |
76.26 |
21.09 |
26.9% |
1.31 |
1.7% |
10% |
False |
False |
6,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.20 |
|
2.618 |
85.28 |
|
1.618 |
82.88 |
|
1.000 |
81.40 |
|
0.618 |
80.48 |
|
HIGH |
79.00 |
|
0.618 |
78.08 |
|
0.500 |
77.80 |
|
0.382 |
77.52 |
|
LOW |
76.60 |
|
0.618 |
75.12 |
|
1.000 |
74.20 |
|
1.618 |
72.72 |
|
2.618 |
70.32 |
|
4.250 |
66.40 |
|
|
| Fisher Pivots for day following 05-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
78.24 |
78.50 |
| PP |
78.02 |
78.48 |
| S1 |
77.80 |
78.47 |
|