NYMEX Light Sweet Crude Oil Future November 2014
| Trading Metrics calculated at close of trading on 06-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2014 |
06-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
91.38 |
89.77 |
-1.61 |
-1.8% |
93.35 |
| High |
91.79 |
90.74 |
-1.05 |
-1.1% |
94.90 |
| Low |
89.36 |
88.76 |
-0.60 |
-0.7% |
88.18 |
| Close |
89.74 |
90.34 |
0.60 |
0.7% |
89.74 |
| Range |
2.43 |
1.98 |
-0.45 |
-18.5% |
6.72 |
| ATR |
2.04 |
2.03 |
0.00 |
-0.2% |
0.00 |
| Volume |
342,795 |
276,614 |
-66,181 |
-19.3% |
1,872,092 |
|
| Daily Pivots for day following 06-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.89 |
95.09 |
91.43 |
|
| R3 |
93.91 |
93.11 |
90.88 |
|
| R2 |
91.93 |
91.93 |
90.70 |
|
| R1 |
91.13 |
91.13 |
90.52 |
91.53 |
| PP |
89.95 |
89.95 |
89.95 |
90.15 |
| S1 |
89.15 |
89.15 |
90.16 |
89.55 |
| S2 |
87.97 |
87.97 |
89.98 |
|
| S3 |
85.99 |
87.17 |
89.80 |
|
| S4 |
84.01 |
85.19 |
89.25 |
|
|
| 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 |
7.4% |
2.86 |
3.2% |
32% |
False |
False |
377,492 |
| 10 |
94.90 |
88.18 |
6.72 |
7.4% |
2.30 |
2.5% |
32% |
False |
False |
318,685 |
| 20 |
94.90 |
88.18 |
6.72 |
7.4% |
2.06 |
2.3% |
32% |
False |
False |
240,279 |
| 40 |
97.17 |
88.18 |
8.99 |
10.0% |
1.78 |
2.0% |
24% |
False |
False |
152,230 |
| 60 |
101.22 |
88.18 |
13.04 |
14.4% |
1.63 |
1.8% |
17% |
False |
False |
115,286 |
| 80 |
104.44 |
88.18 |
16.26 |
18.0% |
1.48 |
1.6% |
13% |
False |
False |
92,342 |
| 100 |
104.44 |
88.18 |
16.26 |
18.0% |
1.36 |
1.5% |
13% |
False |
False |
76,379 |
| 120 |
104.44 |
88.18 |
16.26 |
18.0% |
1.28 |
1.4% |
13% |
False |
False |
64,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.16 |
|
2.618 |
95.92 |
|
1.618 |
93.94 |
|
1.000 |
92.72 |
|
0.618 |
91.96 |
|
HIGH |
90.74 |
|
0.618 |
89.98 |
|
0.500 |
89.75 |
|
0.382 |
89.52 |
|
LOW |
88.76 |
|
0.618 |
87.54 |
|
1.000 |
86.78 |
|
1.618 |
85.56 |
|
2.618 |
83.58 |
|
4.250 |
80.35 |
|
|
| Fisher Pivots for day following 06-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
90.14 |
90.22 |
| PP |
89.95 |
90.10 |
| S1 |
89.75 |
89.99 |
|