NYMEX Light Sweet Crude Oil Future November 2014
Trading Metrics calculated at close of trading on 08-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2014 |
08-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
90.45 |
88.43 |
-2.02 |
-2.2% |
93.35 |
High |
90.57 |
88.63 |
-1.94 |
-2.1% |
94.90 |
Low |
88.38 |
86.83 |
-1.55 |
-1.8% |
88.18 |
Close |
88.85 |
87.31 |
-1.54 |
-1.7% |
89.74 |
Range |
2.19 |
1.80 |
-0.39 |
-17.8% |
6.72 |
ATR |
2.05 |
2.04 |
0.00 |
-0.1% |
0.00 |
Volume |
300,113 |
373,752 |
73,639 |
24.5% |
1,872,092 |
|
Daily Pivots for day following 08-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.99 |
91.95 |
88.30 |
|
R3 |
91.19 |
90.15 |
87.81 |
|
R2 |
89.39 |
89.39 |
87.64 |
|
R1 |
88.35 |
88.35 |
87.48 |
87.97 |
PP |
87.59 |
87.59 |
87.59 |
87.40 |
S1 |
86.55 |
86.55 |
87.15 |
86.17 |
S2 |
85.79 |
85.79 |
86.98 |
|
S3 |
83.99 |
84.75 |
86.82 |
|
S4 |
82.19 |
82.95 |
86.32 |
|
|
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 |
91.79 |
86.83 |
4.96 |
5.7% |
2.35 |
2.7% |
10% |
False |
True |
348,565 |
10 |
94.90 |
86.83 |
8.07 |
9.2% |
2.33 |
2.7% |
6% |
False |
True |
333,031 |
20 |
94.90 |
86.83 |
8.07 |
9.2% |
2.10 |
2.4% |
6% |
False |
True |
261,996 |
40 |
96.41 |
86.83 |
9.58 |
11.0% |
1.83 |
2.1% |
5% |
False |
True |
166,759 |
60 |
101.22 |
86.83 |
14.39 |
16.5% |
1.65 |
1.9% |
3% |
False |
True |
125,368 |
80 |
104.44 |
86.83 |
17.61 |
20.2% |
1.51 |
1.7% |
3% |
False |
True |
99,962 |
100 |
104.44 |
86.83 |
17.61 |
20.2% |
1.39 |
1.6% |
3% |
False |
True |
82,869 |
120 |
104.44 |
86.83 |
17.61 |
20.2% |
1.30 |
1.5% |
3% |
False |
True |
70,407 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.28 |
2.618 |
93.34 |
1.618 |
91.54 |
1.000 |
90.43 |
0.618 |
89.74 |
HIGH |
88.63 |
0.618 |
87.94 |
0.500 |
87.73 |
0.382 |
87.52 |
LOW |
86.83 |
0.618 |
85.72 |
1.000 |
85.03 |
1.618 |
83.92 |
2.618 |
82.12 |
4.250 |
79.18 |
|
|
Fisher Pivots for day following 08-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
87.73 |
88.79 |
PP |
87.59 |
88.29 |
S1 |
87.45 |
87.80 |
|