NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 09-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2014 |
09-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
87.63 |
86.95 |
-0.68 |
-0.8% |
92.51 |
High |
87.78 |
87.17 |
-0.61 |
-0.7% |
93.82 |
Low |
86.01 |
83.32 |
-2.69 |
-3.1% |
87.22 |
Close |
86.59 |
85.05 |
-1.54 |
-1.8% |
88.67 |
Range |
1.77 |
3.85 |
2.08 |
117.5% |
6.60 |
ATR |
1.94 |
2.08 |
0.14 |
7.0% |
0.00 |
Volume |
182,842 |
164,887 |
-17,955 |
-9.8% |
731,871 |
|
Daily Pivots for day following 09-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.73 |
94.74 |
87.17 |
|
R3 |
92.88 |
90.89 |
86.11 |
|
R2 |
89.03 |
89.03 |
85.76 |
|
R1 |
87.04 |
87.04 |
85.40 |
86.11 |
PP |
85.18 |
85.18 |
85.18 |
84.72 |
S1 |
83.19 |
83.19 |
84.70 |
82.26 |
S2 |
81.33 |
81.33 |
84.34 |
|
S3 |
77.48 |
79.34 |
83.99 |
|
S4 |
73.63 |
75.49 |
82.93 |
|
|
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 |
83.32 |
7.24 |
8.5% |
2.38 |
2.8% |
24% |
False |
True |
156,531 |
10 |
93.82 |
83.32 |
10.50 |
12.3% |
2.45 |
2.9% |
16% |
False |
True |
141,996 |
20 |
93.82 |
83.32 |
10.50 |
12.3% |
2.05 |
2.4% |
16% |
False |
True |
117,047 |
40 |
95.80 |
83.32 |
12.48 |
14.7% |
1.81 |
2.1% |
14% |
False |
True |
93,113 |
60 |
100.35 |
83.32 |
17.03 |
20.0% |
1.62 |
1.9% |
10% |
False |
True |
83,551 |
80 |
103.66 |
83.32 |
20.34 |
23.9% |
1.50 |
1.8% |
9% |
False |
True |
77,466 |
100 |
103.66 |
83.32 |
20.34 |
23.9% |
1.39 |
1.6% |
9% |
False |
True |
71,914 |
120 |
103.66 |
83.32 |
20.34 |
23.9% |
1.32 |
1.6% |
9% |
False |
True |
66,547 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.53 |
2.618 |
97.25 |
1.618 |
93.40 |
1.000 |
91.02 |
0.618 |
89.55 |
HIGH |
87.17 |
0.618 |
85.70 |
0.500 |
85.25 |
0.382 |
84.79 |
LOW |
83.32 |
0.618 |
80.94 |
1.000 |
79.47 |
1.618 |
77.09 |
2.618 |
73.24 |
4.250 |
66.96 |
|
|
Fisher Pivots for day following 09-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
85.25 |
86.43 |
PP |
85.18 |
85.97 |
S1 |
85.12 |
85.51 |
|