NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 07-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2014 |
07-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
88.66 |
89.45 |
0.79 |
0.9% |
92.51 |
High |
89.72 |
89.53 |
-0.19 |
-0.2% |
93.82 |
Low |
87.79 |
87.53 |
-0.26 |
-0.3% |
87.22 |
Close |
89.34 |
87.98 |
-1.36 |
-1.5% |
88.67 |
Range |
1.93 |
2.00 |
0.07 |
3.6% |
6.60 |
ATR |
1.94 |
1.94 |
0.00 |
0.2% |
0.00 |
Volume |
133,033 |
105,377 |
-27,656 |
-20.8% |
731,871 |
|
Daily Pivots for day following 07-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.35 |
93.16 |
89.08 |
|
R3 |
92.35 |
91.16 |
88.53 |
|
R2 |
90.35 |
90.35 |
88.35 |
|
R1 |
89.16 |
89.16 |
88.16 |
88.76 |
PP |
88.35 |
88.35 |
88.35 |
88.14 |
S1 |
87.16 |
87.16 |
87.80 |
86.76 |
S2 |
86.35 |
86.35 |
87.61 |
|
S3 |
84.35 |
85.16 |
87.43 |
|
S4 |
82.35 |
83.16 |
86.88 |
|
|
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 |
91.95 |
87.22 |
4.73 |
5.4% |
2.37 |
2.7% |
16% |
False |
False |
150,606 |
10 |
93.82 |
87.22 |
6.60 |
7.5% |
2.24 |
2.5% |
12% |
False |
False |
128,810 |
20 |
93.82 |
87.22 |
6.60 |
7.5% |
2.00 |
2.3% |
12% |
False |
False |
108,910 |
40 |
96.15 |
87.22 |
8.93 |
10.2% |
1.72 |
2.0% |
9% |
False |
False |
86,858 |
60 |
100.35 |
87.22 |
13.13 |
14.9% |
1.57 |
1.8% |
6% |
False |
False |
80,240 |
80 |
103.66 |
87.22 |
16.44 |
18.7% |
1.45 |
1.6% |
5% |
False |
False |
74,815 |
100 |
103.66 |
87.22 |
16.44 |
18.7% |
1.35 |
1.5% |
5% |
False |
False |
69,213 |
120 |
103.66 |
87.22 |
16.44 |
18.7% |
1.29 |
1.5% |
5% |
False |
False |
64,448 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.03 |
2.618 |
94.77 |
1.618 |
92.77 |
1.000 |
91.53 |
0.618 |
90.77 |
HIGH |
89.53 |
0.618 |
88.77 |
0.500 |
88.53 |
0.382 |
88.29 |
LOW |
87.53 |
0.618 |
86.29 |
1.000 |
85.53 |
1.618 |
84.29 |
2.618 |
82.29 |
4.250 |
79.03 |
|
|
Fisher Pivots for day following 07-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
88.53 |
89.05 |
PP |
88.35 |
88.69 |
S1 |
88.16 |
88.34 |
|