NYMEX Light Sweet Crude Oil Future November 2014
Trading Metrics calculated at close of trading on 13-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2014 |
13-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
84.39 |
85.20 |
0.81 |
1.0% |
89.77 |
High |
86.29 |
85.87 |
-0.42 |
-0.5% |
90.74 |
Low |
83.59 |
84.07 |
0.48 |
0.6% |
83.59 |
Close |
85.82 |
85.74 |
-0.08 |
-0.1% |
85.82 |
Range |
2.70 |
1.80 |
-0.90 |
-33.3% |
7.15 |
ATR |
2.21 |
2.18 |
-0.03 |
-1.3% |
0.00 |
Volume |
396,528 |
292,345 |
-104,183 |
-26.3% |
1,692,027 |
|
Daily Pivots for day following 13-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.63 |
89.98 |
86.73 |
|
R3 |
88.83 |
88.18 |
86.24 |
|
R2 |
87.03 |
87.03 |
86.07 |
|
R1 |
86.38 |
86.38 |
85.91 |
86.71 |
PP |
85.23 |
85.23 |
85.23 |
85.39 |
S1 |
84.58 |
84.58 |
85.58 |
84.91 |
S2 |
83.43 |
83.43 |
85.41 |
|
S3 |
81.63 |
82.78 |
85.25 |
|
S4 |
79.83 |
80.98 |
84.75 |
|
|
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 |
90.57 |
83.59 |
6.98 |
8.1% |
2.48 |
2.9% |
31% |
False |
False |
341,551 |
10 |
94.90 |
83.59 |
11.31 |
13.2% |
2.67 |
3.1% |
19% |
False |
False |
359,521 |
20 |
94.90 |
83.59 |
11.31 |
13.2% |
2.18 |
2.5% |
19% |
False |
False |
292,469 |
40 |
95.07 |
83.59 |
11.48 |
13.4% |
1.91 |
2.2% |
19% |
False |
False |
188,461 |
60 |
101.22 |
83.59 |
17.63 |
20.6% |
1.72 |
2.0% |
12% |
False |
False |
140,238 |
80 |
104.44 |
83.59 |
20.85 |
24.3% |
1.58 |
1.8% |
10% |
False |
False |
111,949 |
100 |
104.44 |
83.59 |
20.85 |
24.3% |
1.45 |
1.7% |
10% |
False |
False |
92,917 |
120 |
104.44 |
83.59 |
20.85 |
24.3% |
1.35 |
1.6% |
10% |
False |
False |
78,879 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.52 |
2.618 |
90.58 |
1.618 |
88.78 |
1.000 |
87.67 |
0.618 |
86.98 |
HIGH |
85.87 |
0.618 |
85.18 |
0.500 |
84.97 |
0.382 |
84.76 |
LOW |
84.07 |
0.618 |
82.96 |
1.000 |
82.27 |
1.618 |
81.16 |
2.618 |
79.36 |
4.250 |
76.42 |
|
|
Fisher Pivots for day following 13-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
85.48 |
85.77 |
PP |
85.23 |
85.76 |
S1 |
84.97 |
85.75 |
|