NYMEX Light Sweet Crude Oil Future November 2014
Trading Metrics calculated at close of trading on 07-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2014 |
07-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
89.77 |
90.45 |
0.68 |
0.8% |
93.35 |
High |
90.74 |
90.57 |
-0.17 |
-0.2% |
94.90 |
Low |
88.76 |
88.38 |
-0.38 |
-0.4% |
88.18 |
Close |
90.34 |
88.85 |
-1.49 |
-1.6% |
89.74 |
Range |
1.98 |
2.19 |
0.21 |
10.6% |
6.72 |
ATR |
2.03 |
2.05 |
0.01 |
0.5% |
0.00 |
Volume |
276,614 |
300,113 |
23,499 |
8.5% |
1,872,092 |
|
Daily Pivots for day following 07-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.84 |
94.53 |
90.05 |
|
R3 |
93.65 |
92.34 |
89.45 |
|
R2 |
91.46 |
91.46 |
89.25 |
|
R1 |
90.15 |
90.15 |
89.05 |
89.71 |
PP |
89.27 |
89.27 |
89.27 |
89.05 |
S1 |
87.96 |
87.96 |
88.65 |
87.52 |
S2 |
87.08 |
87.08 |
88.45 |
|
S3 |
84.89 |
85.77 |
88.25 |
|
S4 |
82.70 |
83.58 |
87.65 |
|
|
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 |
92.96 |
88.18 |
4.78 |
5.4% |
2.49 |
2.8% |
14% |
False |
False |
351,664 |
10 |
94.90 |
88.18 |
6.72 |
7.6% |
2.37 |
2.7% |
10% |
False |
False |
323,919 |
20 |
94.90 |
88.18 |
6.72 |
7.6% |
2.10 |
2.4% |
10% |
False |
False |
249,314 |
40 |
96.59 |
88.18 |
8.41 |
9.5% |
1.81 |
2.0% |
8% |
False |
False |
158,650 |
60 |
101.22 |
88.18 |
13.04 |
14.7% |
1.64 |
1.9% |
5% |
False |
False |
119,687 |
80 |
104.44 |
88.18 |
16.26 |
18.3% |
1.50 |
1.7% |
4% |
False |
False |
95,632 |
100 |
104.44 |
88.18 |
16.26 |
18.3% |
1.38 |
1.6% |
4% |
False |
False |
79,276 |
120 |
104.44 |
88.18 |
16.26 |
18.3% |
1.29 |
1.4% |
4% |
False |
False |
67,360 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.88 |
2.618 |
96.30 |
1.618 |
94.11 |
1.000 |
92.76 |
0.618 |
91.92 |
HIGH |
90.57 |
0.618 |
89.73 |
0.500 |
89.48 |
0.382 |
89.22 |
LOW |
88.38 |
0.618 |
87.03 |
1.000 |
86.19 |
1.618 |
84.84 |
2.618 |
82.65 |
4.250 |
79.07 |
|
|
Fisher Pivots for day following 07-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
89.48 |
90.09 |
PP |
89.27 |
89.67 |
S1 |
89.06 |
89.26 |
|