NYMEX Light Sweet Crude Oil Future November 2014
Trading Metrics calculated at close of trading on 10-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2014 |
10-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
87.73 |
84.39 |
-3.34 |
-3.8% |
89.77 |
High |
87.95 |
86.29 |
-1.66 |
-1.9% |
90.74 |
Low |
84.06 |
83.59 |
-0.47 |
-0.6% |
83.59 |
Close |
85.77 |
85.82 |
0.05 |
0.1% |
85.82 |
Range |
3.89 |
2.70 |
-1.19 |
-30.6% |
7.15 |
ATR |
2.18 |
2.21 |
0.04 |
1.7% |
0.00 |
Volume |
345,020 |
396,528 |
51,508 |
14.9% |
1,692,027 |
|
Daily Pivots for day following 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.33 |
92.28 |
87.31 |
|
R3 |
90.63 |
89.58 |
86.56 |
|
R2 |
87.93 |
87.93 |
86.32 |
|
R1 |
86.88 |
86.88 |
86.07 |
87.41 |
PP |
85.23 |
85.23 |
85.23 |
85.50 |
S1 |
84.18 |
84.18 |
85.57 |
84.71 |
S2 |
82.53 |
82.53 |
85.33 |
|
S3 |
79.83 |
81.48 |
85.08 |
|
S4 |
77.13 |
78.78 |
84.34 |
|
|
Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.17 |
104.14 |
89.75 |
|
R3 |
101.02 |
96.99 |
87.79 |
|
R2 |
93.87 |
93.87 |
87.13 |
|
R1 |
89.84 |
89.84 |
86.48 |
88.28 |
PP |
86.72 |
86.72 |
86.72 |
85.94 |
S1 |
82.69 |
82.69 |
85.16 |
81.13 |
S2 |
79.57 |
79.57 |
84.51 |
|
S3 |
72.42 |
75.54 |
83.85 |
|
S4 |
65.27 |
68.39 |
81.89 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
90.74 |
83.59 |
7.15 |
8.3% |
2.51 |
2.9% |
31% |
False |
True |
338,405 |
10 |
94.90 |
83.59 |
11.31 |
13.2% |
2.68 |
3.1% |
20% |
False |
True |
356,411 |
20 |
94.90 |
83.59 |
11.31 |
13.2% |
2.21 |
2.6% |
20% |
False |
True |
283,093 |
40 |
95.07 |
83.59 |
11.48 |
13.4% |
1.90 |
2.2% |
19% |
False |
True |
182,877 |
60 |
101.22 |
83.59 |
17.63 |
20.5% |
1.71 |
2.0% |
13% |
False |
True |
136,641 |
80 |
104.44 |
83.59 |
20.85 |
24.3% |
1.57 |
1.8% |
11% |
False |
True |
108,672 |
100 |
104.44 |
83.59 |
20.85 |
24.3% |
1.44 |
1.7% |
11% |
False |
True |
90,131 |
120 |
104.44 |
83.59 |
20.85 |
24.3% |
1.33 |
1.6% |
11% |
False |
True |
76,523 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.77 |
2.618 |
93.36 |
1.618 |
90.66 |
1.000 |
88.99 |
0.618 |
87.96 |
HIGH |
86.29 |
0.618 |
85.26 |
0.500 |
84.94 |
0.382 |
84.62 |
LOW |
83.59 |
0.618 |
81.92 |
1.000 |
80.89 |
1.618 |
79.22 |
2.618 |
76.52 |
4.250 |
72.12 |
|
|
Fisher Pivots for day following 10-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
85.53 |
86.11 |
PP |
85.23 |
86.01 |
S1 |
84.94 |
85.92 |
|