NYMEX Light Sweet Crude Oil Future November 2014
Trading Metrics calculated at close of trading on 14-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2014 |
14-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
85.20 |
84.98 |
-0.22 |
-0.3% |
89.77 |
High |
85.87 |
85.60 |
-0.27 |
-0.3% |
90.74 |
Low |
84.07 |
81.32 |
-2.75 |
-3.3% |
83.59 |
Close |
85.74 |
81.84 |
-3.90 |
-4.5% |
85.82 |
Range |
1.80 |
4.28 |
2.48 |
137.8% |
7.15 |
ATR |
2.18 |
2.34 |
0.16 |
7.3% |
0.00 |
Volume |
292,345 |
475,832 |
183,487 |
62.8% |
1,692,027 |
|
Daily Pivots for day following 14-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.76 |
93.08 |
84.19 |
|
R3 |
91.48 |
88.80 |
83.02 |
|
R2 |
87.20 |
87.20 |
82.62 |
|
R1 |
84.52 |
84.52 |
82.23 |
83.72 |
PP |
82.92 |
82.92 |
82.92 |
82.52 |
S1 |
80.24 |
80.24 |
81.45 |
79.44 |
S2 |
78.64 |
78.64 |
81.06 |
|
S3 |
74.36 |
75.96 |
80.66 |
|
S4 |
70.08 |
71.68 |
79.49 |
|
|
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 |
88.63 |
81.32 |
7.31 |
8.9% |
2.89 |
3.5% |
7% |
False |
True |
376,695 |
10 |
92.96 |
81.32 |
11.64 |
14.2% |
2.69 |
3.3% |
4% |
False |
True |
364,179 |
20 |
94.90 |
81.32 |
13.58 |
16.6% |
2.27 |
2.8% |
4% |
False |
True |
308,808 |
40 |
95.07 |
81.32 |
13.75 |
16.8% |
1.97 |
2.4% |
4% |
False |
True |
198,678 |
60 |
101.22 |
81.32 |
19.90 |
24.3% |
1.77 |
2.2% |
3% |
False |
True |
147,650 |
80 |
104.44 |
81.32 |
23.12 |
28.3% |
1.63 |
2.0% |
2% |
False |
True |
117,568 |
100 |
104.44 |
81.32 |
23.12 |
28.3% |
1.49 |
1.8% |
2% |
False |
True |
97,494 |
120 |
104.44 |
81.32 |
23.12 |
28.3% |
1.38 |
1.7% |
2% |
False |
True |
82,755 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.79 |
2.618 |
96.81 |
1.618 |
92.53 |
1.000 |
89.88 |
0.618 |
88.25 |
HIGH |
85.60 |
0.618 |
83.97 |
0.500 |
83.46 |
0.382 |
82.95 |
LOW |
81.32 |
0.618 |
78.67 |
1.000 |
77.04 |
1.618 |
74.39 |
2.618 |
70.11 |
4.250 |
63.13 |
|
|
Fisher Pivots for day following 14-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
83.46 |
83.81 |
PP |
82.92 |
83.15 |
S1 |
82.38 |
82.50 |
|