NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 03-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2014 |
03-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
89.81 |
90.05 |
0.24 |
0.3% |
92.51 |
High |
90.31 |
90.56 |
0.25 |
0.3% |
93.82 |
Low |
87.22 |
88.21 |
0.99 |
1.1% |
87.22 |
Close |
89.88 |
88.67 |
-1.21 |
-1.3% |
88.67 |
Range |
3.09 |
2.35 |
-0.74 |
-23.9% |
6.60 |
ATR |
1.90 |
1.94 |
0.03 |
1.7% |
0.00 |
Volume |
149,530 |
196,517 |
46,987 |
31.4% |
731,871 |
|
Daily Pivots for day following 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.20 |
94.78 |
89.96 |
|
R3 |
93.85 |
92.43 |
89.32 |
|
R2 |
91.50 |
91.50 |
89.10 |
|
R1 |
90.08 |
90.08 |
88.89 |
89.62 |
PP |
89.15 |
89.15 |
89.15 |
88.91 |
S1 |
87.73 |
87.73 |
88.45 |
87.27 |
S2 |
86.80 |
86.80 |
88.24 |
|
S3 |
84.45 |
85.38 |
88.02 |
|
S4 |
82.10 |
83.03 |
87.38 |
|
|
Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.70 |
105.79 |
92.30 |
|
R3 |
103.10 |
99.19 |
90.49 |
|
R2 |
96.50 |
96.50 |
89.88 |
|
R1 |
92.59 |
92.59 |
89.28 |
91.25 |
PP |
89.90 |
89.90 |
89.90 |
89.23 |
S1 |
85.99 |
85.99 |
88.07 |
84.65 |
S2 |
83.30 |
83.30 |
87.46 |
|
S3 |
76.70 |
79.39 |
86.86 |
|
S4 |
70.10 |
72.79 |
85.04 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
93.82 |
87.22 |
6.60 |
7.4% |
2.69 |
3.0% |
22% |
False |
False |
146,374 |
10 |
93.82 |
87.22 |
6.60 |
7.4% |
2.13 |
2.4% |
22% |
False |
False |
119,550 |
20 |
93.82 |
87.22 |
6.60 |
7.4% |
1.96 |
2.2% |
22% |
False |
False |
104,176 |
40 |
96.98 |
87.22 |
9.76 |
11.0% |
1.69 |
1.9% |
15% |
False |
False |
84,027 |
60 |
100.35 |
87.22 |
13.13 |
14.8% |
1.56 |
1.8% |
11% |
False |
False |
78,662 |
80 |
103.66 |
87.22 |
16.44 |
18.5% |
1.45 |
1.6% |
9% |
False |
False |
73,688 |
100 |
103.66 |
87.22 |
16.44 |
18.5% |
1.32 |
1.5% |
9% |
False |
False |
67,789 |
120 |
103.66 |
87.22 |
16.44 |
18.5% |
1.27 |
1.4% |
9% |
False |
False |
63,107 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.55 |
2.618 |
96.71 |
1.618 |
94.36 |
1.000 |
92.91 |
0.618 |
92.01 |
HIGH |
90.56 |
0.618 |
89.66 |
0.500 |
89.39 |
0.382 |
89.11 |
LOW |
88.21 |
0.618 |
86.76 |
1.000 |
85.86 |
1.618 |
84.41 |
2.618 |
82.06 |
4.250 |
78.22 |
|
|
Fisher Pivots for day following 03-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
89.39 |
89.59 |
PP |
89.15 |
89.28 |
S1 |
88.91 |
88.98 |
|