NYMEX Light Sweet Crude Oil Future November 2014
Trading Metrics calculated at close of trading on 09-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2014 |
09-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
88.43 |
87.73 |
-0.70 |
-0.8% |
93.35 |
High |
88.63 |
87.95 |
-0.68 |
-0.8% |
94.90 |
Low |
86.83 |
84.06 |
-2.77 |
-3.2% |
88.18 |
Close |
87.31 |
85.77 |
-1.54 |
-1.8% |
89.74 |
Range |
1.80 |
3.89 |
2.09 |
116.1% |
6.72 |
ATR |
2.04 |
2.18 |
0.13 |
6.5% |
0.00 |
Volume |
373,752 |
345,020 |
-28,732 |
-7.7% |
1,872,092 |
|
Daily Pivots for day following 09-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.60 |
95.57 |
87.91 |
|
R3 |
93.71 |
91.68 |
86.84 |
|
R2 |
89.82 |
89.82 |
86.48 |
|
R1 |
87.79 |
87.79 |
86.13 |
86.86 |
PP |
85.93 |
85.93 |
85.93 |
85.46 |
S1 |
83.90 |
83.90 |
85.41 |
82.97 |
S2 |
82.04 |
82.04 |
85.06 |
|
S3 |
78.15 |
80.01 |
84.70 |
|
S4 |
74.26 |
76.12 |
83.63 |
|
|
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 |
84.06 |
7.73 |
9.0% |
2.46 |
2.9% |
22% |
False |
True |
327,658 |
10 |
94.90 |
84.06 |
10.84 |
12.6% |
2.57 |
3.0% |
16% |
False |
True |
342,648 |
20 |
94.90 |
84.06 |
10.84 |
12.6% |
2.15 |
2.5% |
16% |
False |
True |
269,651 |
40 |
96.18 |
84.06 |
12.12 |
14.1% |
1.90 |
2.2% |
14% |
False |
True |
174,328 |
60 |
101.22 |
84.06 |
17.16 |
20.0% |
1.69 |
2.0% |
10% |
False |
True |
130,501 |
80 |
104.44 |
84.06 |
20.38 |
23.8% |
1.55 |
1.8% |
8% |
False |
True |
104,004 |
100 |
104.44 |
84.06 |
20.38 |
23.8% |
1.43 |
1.7% |
8% |
False |
True |
86,265 |
120 |
104.44 |
84.06 |
20.38 |
23.8% |
1.32 |
1.5% |
8% |
False |
True |
73,249 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.48 |
2.618 |
98.13 |
1.618 |
94.24 |
1.000 |
91.84 |
0.618 |
90.35 |
HIGH |
87.95 |
0.618 |
86.46 |
0.500 |
86.01 |
0.382 |
85.55 |
LOW |
84.06 |
0.618 |
81.66 |
1.000 |
80.17 |
1.618 |
77.77 |
2.618 |
73.88 |
4.250 |
67.53 |
|
|
Fisher Pivots for day following 09-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
86.01 |
87.32 |
PP |
85.93 |
86.80 |
S1 |
85.85 |
86.29 |
|