NYMEX Light Sweet Crude Oil Future May 2015
| Trading Metrics calculated at close of trading on 10-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2014 |
10-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
77.73 |
78.78 |
1.05 |
1.4% |
79.91 |
| High |
79.13 |
79.76 |
0.63 |
0.8% |
80.62 |
| Low |
77.41 |
77.49 |
0.08 |
0.1% |
76.30 |
| Close |
78.68 |
77.75 |
-0.93 |
-1.2% |
78.68 |
| Range |
1.72 |
2.27 |
0.55 |
32.0% |
4.32 |
| ATR |
1.72 |
1.76 |
0.04 |
2.3% |
0.00 |
| Volume |
5,177 |
10,170 |
4,993 |
96.4% |
47,138 |
|
| Daily Pivots for day following 10-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.14 |
83.72 |
79.00 |
|
| R3 |
82.87 |
81.45 |
78.37 |
|
| R2 |
80.60 |
80.60 |
78.17 |
|
| R1 |
79.18 |
79.18 |
77.96 |
78.76 |
| PP |
78.33 |
78.33 |
78.33 |
78.12 |
| S1 |
76.91 |
76.91 |
77.54 |
76.49 |
| S2 |
76.06 |
76.06 |
77.33 |
|
| S3 |
73.79 |
74.64 |
77.13 |
|
| S4 |
71.52 |
72.37 |
76.50 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.49 |
89.41 |
81.06 |
|
| R3 |
87.17 |
85.09 |
79.87 |
|
| R2 |
82.85 |
82.85 |
79.47 |
|
| R1 |
80.77 |
80.77 |
79.08 |
79.65 |
| PP |
78.53 |
78.53 |
78.53 |
77.98 |
| S1 |
76.45 |
76.45 |
78.28 |
75.33 |
| S2 |
74.21 |
74.21 |
77.89 |
|
| S3 |
69.89 |
72.13 |
77.49 |
|
| S4 |
65.57 |
67.81 |
76.30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.76 |
76.30 |
3.46 |
4.5% |
1.89 |
2.4% |
42% |
True |
False |
10,456 |
| 10 |
81.93 |
76.30 |
5.63 |
7.2% |
1.57 |
2.0% |
26% |
False |
False |
8,225 |
| 20 |
83.21 |
76.30 |
6.91 |
8.9% |
1.81 |
2.3% |
21% |
False |
False |
8,055 |
| 40 |
91.81 |
76.30 |
15.51 |
19.9% |
1.58 |
2.0% |
9% |
False |
False |
6,883 |
| 60 |
93.40 |
76.30 |
17.10 |
22.0% |
1.37 |
1.8% |
8% |
False |
False |
5,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.41 |
|
2.618 |
85.70 |
|
1.618 |
83.43 |
|
1.000 |
82.03 |
|
0.618 |
81.16 |
|
HIGH |
79.76 |
|
0.618 |
78.89 |
|
0.500 |
78.63 |
|
0.382 |
78.36 |
|
LOW |
77.49 |
|
0.618 |
76.09 |
|
1.000 |
75.22 |
|
1.618 |
73.82 |
|
2.618 |
71.55 |
|
4.250 |
67.84 |
|
|
| Fisher Pivots for day following 10-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
78.63 |
78.54 |
| PP |
78.33 |
78.27 |
| S1 |
78.04 |
78.01 |
|