NYMEX Light Sweet Crude Oil Future November 2014
| Trading Metrics calculated at close of trading on 03-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2014 |
03-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
90.74 |
91.38 |
0.64 |
0.7% |
93.35 |
| High |
91.54 |
91.79 |
0.25 |
0.3% |
94.90 |
| Low |
88.18 |
89.36 |
1.18 |
1.3% |
88.18 |
| Close |
91.01 |
89.74 |
-1.27 |
-1.4% |
89.74 |
| Range |
3.36 |
2.43 |
-0.93 |
-27.7% |
6.72 |
| ATR |
2.01 |
2.04 |
0.03 |
1.5% |
0.00 |
| Volume |
449,554 |
342,795 |
-106,759 |
-23.7% |
1,872,092 |
|
| Daily Pivots for day following 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.59 |
96.09 |
91.08 |
|
| R3 |
95.16 |
93.66 |
90.41 |
|
| R2 |
92.73 |
92.73 |
90.19 |
|
| R1 |
91.23 |
91.23 |
89.96 |
90.77 |
| PP |
90.30 |
90.30 |
90.30 |
90.06 |
| S1 |
88.80 |
88.80 |
89.52 |
88.34 |
| S2 |
87.87 |
87.87 |
89.29 |
|
| S3 |
85.44 |
86.37 |
89.07 |
|
| S4 |
83.01 |
83.94 |
88.40 |
|
|
| Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.10 |
107.14 |
93.44 |
|
| R3 |
104.38 |
100.42 |
91.59 |
|
| R2 |
97.66 |
97.66 |
90.97 |
|
| R1 |
93.70 |
93.70 |
90.36 |
92.32 |
| PP |
90.94 |
90.94 |
90.94 |
90.25 |
| S1 |
86.98 |
86.98 |
89.12 |
85.60 |
| S2 |
84.22 |
84.22 |
88.51 |
|
| S3 |
77.50 |
80.26 |
87.89 |
|
| S4 |
70.78 |
73.54 |
86.04 |
|
|
| 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 |
7.5% |
2.84 |
3.2% |
23% |
False |
False |
374,418 |
| 10 |
94.90 |
88.18 |
6.72 |
7.5% |
2.25 |
2.5% |
23% |
False |
False |
313,947 |
| 20 |
94.90 |
88.18 |
6.72 |
7.5% |
2.05 |
2.3% |
23% |
False |
False |
230,646 |
| 40 |
97.35 |
88.18 |
9.17 |
10.2% |
1.77 |
2.0% |
17% |
False |
False |
146,763 |
| 60 |
101.22 |
88.18 |
13.04 |
14.5% |
1.63 |
1.8% |
12% |
False |
False |
111,221 |
| 80 |
104.44 |
88.18 |
16.26 |
18.1% |
1.49 |
1.7% |
10% |
False |
False |
89,105 |
| 100 |
104.44 |
88.18 |
16.26 |
18.1% |
1.35 |
1.5% |
10% |
False |
False |
73,711 |
| 120 |
104.44 |
88.18 |
16.26 |
18.1% |
1.27 |
1.4% |
10% |
False |
False |
62,658 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.12 |
|
2.618 |
98.15 |
|
1.618 |
95.72 |
|
1.000 |
94.22 |
|
0.618 |
93.29 |
|
HIGH |
91.79 |
|
0.618 |
90.86 |
|
0.500 |
90.58 |
|
0.382 |
90.29 |
|
LOW |
89.36 |
|
0.618 |
87.86 |
|
1.000 |
86.93 |
|
1.618 |
85.43 |
|
2.618 |
83.00 |
|
4.250 |
79.03 |
|
|
| Fisher Pivots for day following 03-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
90.58 |
90.57 |
| PP |
90.30 |
90.29 |
| S1 |
90.02 |
90.02 |
|