NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 10-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2014 |
10-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
86.95 |
83.64 |
-3.31 |
-3.8% |
88.66 |
High |
87.17 |
85.56 |
-1.61 |
-1.8% |
89.72 |
Low |
83.32 |
82.80 |
-0.52 |
-0.6% |
82.80 |
Close |
85.05 |
85.11 |
0.06 |
0.1% |
85.11 |
Range |
3.85 |
2.76 |
-1.09 |
-28.3% |
6.92 |
ATR |
2.08 |
2.13 |
0.05 |
2.3% |
0.00 |
Volume |
164,887 |
172,833 |
7,946 |
4.8% |
758,972 |
|
Daily Pivots for day following 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.77 |
91.70 |
86.63 |
|
R3 |
90.01 |
88.94 |
85.87 |
|
R2 |
87.25 |
87.25 |
85.62 |
|
R1 |
86.18 |
86.18 |
85.36 |
86.72 |
PP |
84.49 |
84.49 |
84.49 |
84.76 |
S1 |
83.42 |
83.42 |
84.86 |
83.96 |
S2 |
81.73 |
81.73 |
84.60 |
|
S3 |
78.97 |
80.66 |
84.35 |
|
S4 |
76.21 |
77.90 |
83.59 |
|
|
Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.64 |
102.79 |
88.92 |
|
R3 |
99.72 |
95.87 |
87.01 |
|
R2 |
92.80 |
92.80 |
86.38 |
|
R1 |
88.95 |
88.95 |
85.74 |
87.42 |
PP |
85.88 |
85.88 |
85.88 |
85.11 |
S1 |
82.03 |
82.03 |
84.48 |
80.50 |
S2 |
78.96 |
78.96 |
83.84 |
|
S3 |
72.04 |
75.11 |
83.21 |
|
S4 |
65.12 |
68.19 |
81.30 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
89.72 |
82.80 |
6.92 |
8.1% |
2.46 |
2.9% |
33% |
False |
True |
151,794 |
10 |
93.82 |
82.80 |
11.02 |
12.9% |
2.58 |
3.0% |
21% |
False |
True |
149,084 |
20 |
93.82 |
82.80 |
11.02 |
12.9% |
2.11 |
2.5% |
21% |
False |
True |
118,434 |
40 |
94.43 |
82.80 |
11.63 |
13.7% |
1.81 |
2.1% |
20% |
False |
True |
95,913 |
60 |
100.35 |
82.80 |
17.55 |
20.6% |
1.64 |
1.9% |
13% |
False |
True |
85,356 |
80 |
103.66 |
82.80 |
20.86 |
24.5% |
1.53 |
1.8% |
11% |
False |
True |
78,887 |
100 |
103.66 |
82.80 |
20.86 |
24.5% |
1.41 |
1.7% |
11% |
False |
True |
73,234 |
120 |
103.66 |
82.80 |
20.86 |
24.5% |
1.34 |
1.6% |
11% |
False |
True |
67,810 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.29 |
2.618 |
92.79 |
1.618 |
90.03 |
1.000 |
88.32 |
0.618 |
87.27 |
HIGH |
85.56 |
0.618 |
84.51 |
0.500 |
84.18 |
0.382 |
83.85 |
LOW |
82.80 |
0.618 |
81.09 |
1.000 |
80.04 |
1.618 |
78.33 |
2.618 |
75.57 |
4.250 |
71.07 |
|
|
Fisher Pivots for day following 10-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
84.80 |
85.29 |
PP |
84.49 |
85.23 |
S1 |
84.18 |
85.17 |
|