NYMEX Light Sweet Crude Oil Future November 2014
| Trading Metrics calculated at close of trading on 02-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2014 |
02-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
91.36 |
90.74 |
-0.62 |
-0.7% |
91.69 |
| High |
92.96 |
91.54 |
-1.42 |
-1.5% |
93.86 |
| Low |
90.47 |
88.18 |
-2.29 |
-2.5% |
90.41 |
| Close |
90.73 |
91.01 |
0.28 |
0.3% |
93.54 |
| Range |
2.49 |
3.36 |
0.87 |
34.9% |
3.45 |
| ATR |
1.90 |
2.01 |
0.10 |
5.5% |
0.00 |
| Volume |
389,246 |
449,554 |
60,308 |
15.5% |
1,267,378 |
|
| Daily Pivots for day following 02-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.32 |
99.03 |
92.86 |
|
| R3 |
96.96 |
95.67 |
91.93 |
|
| R2 |
93.60 |
93.60 |
91.63 |
|
| R1 |
92.31 |
92.31 |
91.32 |
92.96 |
| PP |
90.24 |
90.24 |
90.24 |
90.57 |
| S1 |
88.95 |
88.95 |
90.70 |
89.60 |
| S2 |
86.88 |
86.88 |
90.39 |
|
| S3 |
83.52 |
85.59 |
90.09 |
|
| S4 |
80.16 |
82.23 |
89.16 |
|
|
| Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.95 |
101.70 |
95.44 |
|
| R3 |
99.50 |
98.25 |
94.49 |
|
| R2 |
96.05 |
96.05 |
94.17 |
|
| R1 |
94.80 |
94.80 |
93.86 |
95.43 |
| PP |
92.60 |
92.60 |
92.60 |
92.92 |
| S1 |
91.35 |
91.35 |
93.22 |
91.98 |
| S2 |
89.15 |
89.15 |
92.91 |
|
| S3 |
85.70 |
87.90 |
92.59 |
|
| S4 |
82.25 |
84.45 |
91.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.90 |
88.18 |
6.72 |
7.4% |
2.68 |
2.9% |
42% |
False |
True |
357,637 |
| 10 |
94.90 |
88.18 |
6.72 |
7.4% |
2.12 |
2.3% |
42% |
False |
True |
304,713 |
| 20 |
94.90 |
88.18 |
6.72 |
7.4% |
2.03 |
2.2% |
42% |
False |
True |
217,413 |
| 40 |
97.35 |
88.18 |
9.17 |
10.1% |
1.74 |
1.9% |
31% |
False |
True |
139,196 |
| 60 |
101.22 |
88.18 |
13.04 |
14.3% |
1.61 |
1.8% |
22% |
False |
True |
105,971 |
| 80 |
104.44 |
88.18 |
16.26 |
17.9% |
1.46 |
1.6% |
17% |
False |
True |
85,129 |
| 100 |
104.44 |
88.18 |
16.26 |
17.9% |
1.34 |
1.5% |
17% |
False |
True |
70,376 |
| 120 |
104.44 |
88.18 |
16.26 |
17.9% |
1.25 |
1.4% |
17% |
False |
True |
59,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.82 |
|
2.618 |
100.34 |
|
1.618 |
96.98 |
|
1.000 |
94.90 |
|
0.618 |
93.62 |
|
HIGH |
91.54 |
|
0.618 |
90.26 |
|
0.500 |
89.86 |
|
0.382 |
89.46 |
|
LOW |
88.18 |
|
0.618 |
86.10 |
|
1.000 |
84.82 |
|
1.618 |
82.74 |
|
2.618 |
79.38 |
|
4.250 |
73.90 |
|
|
| Fisher Pivots for day following 02-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
90.63 |
91.54 |
| PP |
90.24 |
91.36 |
| S1 |
89.86 |
91.19 |
|