NYMEX Light Sweet Crude Oil Future April 2015
| Trading Metrics calculated at close of trading on 06-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2014 |
06-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
77.08 |
78.66 |
1.58 |
2.0% |
80.39 |
| High |
79.00 |
78.66 |
-0.34 |
-0.4% |
82.03 |
| Low |
76.60 |
77.12 |
0.52 |
0.7% |
78.87 |
| Close |
78.46 |
77.83 |
-0.63 |
-0.8% |
80.26 |
| Range |
2.40 |
1.54 |
-0.86 |
-35.8% |
3.16 |
| ATR |
1.91 |
1.88 |
-0.03 |
-1.4% |
0.00 |
| Volume |
23,921 |
19,703 |
-4,218 |
-17.6% |
48,363 |
|
| Daily Pivots for day following 06-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.49 |
81.70 |
78.68 |
|
| R3 |
80.95 |
80.16 |
78.25 |
|
| R2 |
79.41 |
79.41 |
78.11 |
|
| R1 |
78.62 |
78.62 |
77.97 |
78.25 |
| PP |
77.87 |
77.87 |
77.87 |
77.68 |
| S1 |
77.08 |
77.08 |
77.69 |
76.71 |
| S2 |
76.33 |
76.33 |
77.55 |
|
| S3 |
74.79 |
75.54 |
77.41 |
|
| S4 |
73.25 |
74.00 |
76.98 |
|
|
| 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 |
80.73 |
76.26 |
4.47 |
5.7% |
2.06 |
2.6% |
35% |
False |
False |
15,971 |
| 10 |
82.03 |
76.26 |
5.77 |
7.4% |
1.59 |
2.0% |
27% |
False |
False |
13,718 |
| 20 |
84.25 |
76.26 |
7.99 |
10.3% |
1.96 |
2.5% |
20% |
False |
False |
13,092 |
| 40 |
92.17 |
76.26 |
15.91 |
20.4% |
1.75 |
2.3% |
10% |
False |
False |
10,714 |
| 60 |
94.52 |
76.26 |
18.26 |
23.5% |
1.51 |
1.9% |
9% |
False |
False |
8,347 |
| 80 |
97.35 |
76.26 |
21.09 |
27.1% |
1.33 |
1.7% |
7% |
False |
False |
6,986 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.21 |
|
2.618 |
82.69 |
|
1.618 |
81.15 |
|
1.000 |
80.20 |
|
0.618 |
79.61 |
|
HIGH |
78.66 |
|
0.618 |
78.07 |
|
0.500 |
77.89 |
|
0.382 |
77.71 |
|
LOW |
77.12 |
|
0.618 |
76.17 |
|
1.000 |
75.58 |
|
1.618 |
74.63 |
|
2.618 |
73.09 |
|
4.250 |
70.58 |
|
|
| Fisher Pivots for day following 06-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
77.89 |
77.76 |
| PP |
77.87 |
77.70 |
| S1 |
77.85 |
77.63 |
|