NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 08-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2014 |
08-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
89.45 |
87.63 |
-1.82 |
-2.0% |
92.51 |
High |
89.53 |
87.78 |
-1.75 |
-2.0% |
93.82 |
Low |
87.53 |
86.01 |
-1.52 |
-1.7% |
87.22 |
Close |
87.98 |
86.59 |
-1.39 |
-1.6% |
88.67 |
Range |
2.00 |
1.77 |
-0.23 |
-11.5% |
6.60 |
ATR |
1.94 |
1.94 |
0.00 |
0.1% |
0.00 |
Volume |
105,377 |
182,842 |
77,465 |
73.5% |
731,871 |
|
Daily Pivots for day following 08-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.10 |
91.12 |
87.56 |
|
R3 |
90.33 |
89.35 |
87.08 |
|
R2 |
88.56 |
88.56 |
86.91 |
|
R1 |
87.58 |
87.58 |
86.75 |
87.19 |
PP |
86.79 |
86.79 |
86.79 |
86.60 |
S1 |
85.81 |
85.81 |
86.43 |
85.42 |
S2 |
85.02 |
85.02 |
86.27 |
|
S3 |
83.25 |
84.04 |
86.10 |
|
S4 |
81.48 |
82.27 |
85.62 |
|
|
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 |
90.56 |
86.01 |
4.55 |
5.3% |
2.23 |
2.6% |
13% |
False |
True |
153,459 |
10 |
93.82 |
86.01 |
7.81 |
9.0% |
2.20 |
2.5% |
7% |
False |
True |
137,587 |
20 |
93.82 |
86.01 |
7.81 |
9.0% |
2.00 |
2.3% |
7% |
False |
True |
113,438 |
40 |
96.02 |
86.01 |
10.01 |
11.6% |
1.74 |
2.0% |
6% |
False |
True |
90,350 |
60 |
100.35 |
86.01 |
14.34 |
16.6% |
1.57 |
1.8% |
4% |
False |
True |
82,255 |
80 |
103.66 |
86.01 |
17.65 |
20.4% |
1.47 |
1.7% |
3% |
False |
True |
76,170 |
100 |
103.66 |
86.01 |
17.65 |
20.4% |
1.36 |
1.6% |
3% |
False |
True |
70,554 |
120 |
103.66 |
86.01 |
17.65 |
20.4% |
1.30 |
1.5% |
3% |
False |
True |
65,470 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.30 |
2.618 |
92.41 |
1.618 |
90.64 |
1.000 |
89.55 |
0.618 |
88.87 |
HIGH |
87.78 |
0.618 |
87.10 |
0.500 |
86.90 |
0.382 |
86.69 |
LOW |
86.01 |
0.618 |
84.92 |
1.000 |
84.24 |
1.618 |
83.15 |
2.618 |
81.38 |
4.250 |
78.49 |
|
|
Fisher Pivots for day following 08-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
86.90 |
87.87 |
PP |
86.79 |
87.44 |
S1 |
86.69 |
87.02 |
|