NYMEX Light Sweet Crude Oil Future November 2014
Trading Metrics calculated at close of trading on 20-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2014 |
20-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
83.18 |
83.13 |
-0.05 |
-0.1% |
85.20 |
High |
84.45 |
83.48 |
-0.97 |
-1.1% |
85.87 |
Low |
82.44 |
81.56 |
-0.88 |
-1.1% |
79.78 |
Close |
82.75 |
82.71 |
-0.04 |
0.0% |
82.75 |
Range |
2.01 |
1.92 |
-0.09 |
-4.5% |
6.09 |
ATR |
2.51 |
2.46 |
-0.04 |
-1.7% |
0.00 |
Volume |
174,142 |
83,702 |
-90,440 |
-51.9% |
1,854,564 |
|
Daily Pivots for day following 20-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.34 |
87.45 |
83.77 |
|
R3 |
86.42 |
85.53 |
83.24 |
|
R2 |
84.50 |
84.50 |
83.06 |
|
R1 |
83.61 |
83.61 |
82.89 |
83.10 |
PP |
82.58 |
82.58 |
82.58 |
82.33 |
S1 |
81.69 |
81.69 |
82.53 |
81.18 |
S2 |
80.66 |
80.66 |
82.36 |
|
S3 |
78.74 |
79.77 |
82.18 |
|
S4 |
76.82 |
77.85 |
81.65 |
|
|
Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.07 |
98.00 |
86.10 |
|
R3 |
94.98 |
91.91 |
84.42 |
|
R2 |
88.89 |
88.89 |
83.87 |
|
R1 |
85.82 |
85.82 |
83.31 |
84.31 |
PP |
82.80 |
82.80 |
82.80 |
82.05 |
S1 |
79.73 |
79.73 |
82.19 |
78.22 |
S2 |
76.71 |
76.71 |
81.63 |
|
S3 |
70.62 |
73.64 |
81.08 |
|
S4 |
64.53 |
67.55 |
79.40 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
85.60 |
79.78 |
5.82 |
7.0% |
3.14 |
3.8% |
50% |
False |
False |
329,184 |
10 |
90.57 |
79.78 |
10.79 |
13.0% |
2.81 |
3.4% |
27% |
False |
False |
335,367 |
20 |
94.90 |
79.78 |
15.12 |
18.3% |
2.55 |
3.1% |
19% |
False |
False |
327,026 |
40 |
95.07 |
79.78 |
15.29 |
18.5% |
2.13 |
2.6% |
19% |
False |
False |
221,672 |
60 |
100.08 |
79.78 |
20.30 |
24.5% |
1.88 |
2.3% |
14% |
False |
False |
164,230 |
80 |
103.57 |
79.78 |
23.79 |
28.8% |
1.71 |
2.1% |
12% |
False |
False |
131,196 |
100 |
104.44 |
79.78 |
24.66 |
29.8% |
1.57 |
1.9% |
12% |
False |
False |
108,841 |
120 |
104.44 |
79.78 |
24.66 |
29.8% |
1.44 |
1.7% |
12% |
False |
False |
92,275 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.64 |
2.618 |
88.51 |
1.618 |
86.59 |
1.000 |
85.40 |
0.618 |
84.67 |
HIGH |
83.48 |
0.618 |
82.75 |
0.500 |
82.52 |
0.382 |
82.29 |
LOW |
81.56 |
0.618 |
80.37 |
1.000 |
79.64 |
1.618 |
78.45 |
2.618 |
76.53 |
4.250 |
73.40 |
|
|
Fisher Pivots for day following 20-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
82.65 |
82.58 |
PP |
82.58 |
82.44 |
S1 |
82.52 |
82.31 |
|