NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 13-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2014 |
13-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
83.64 |
84.74 |
1.10 |
1.3% |
88.66 |
High |
85.56 |
85.13 |
-0.43 |
-0.5% |
89.72 |
Low |
82.80 |
83.40 |
0.60 |
0.7% |
82.80 |
Close |
85.11 |
84.98 |
-0.13 |
-0.2% |
85.11 |
Range |
2.76 |
1.73 |
-1.03 |
-37.3% |
6.92 |
ATR |
2.13 |
2.10 |
-0.03 |
-1.3% |
0.00 |
Volume |
172,833 |
130,023 |
-42,810 |
-24.8% |
758,972 |
|
Daily Pivots for day following 13-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.69 |
89.07 |
85.93 |
|
R3 |
87.96 |
87.34 |
85.46 |
|
R2 |
86.23 |
86.23 |
85.30 |
|
R1 |
85.61 |
85.61 |
85.14 |
85.92 |
PP |
84.50 |
84.50 |
84.50 |
84.66 |
S1 |
83.88 |
83.88 |
84.82 |
84.19 |
S2 |
82.77 |
82.77 |
84.66 |
|
S3 |
81.04 |
82.15 |
84.50 |
|
S4 |
79.31 |
80.42 |
84.03 |
|
|
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 |
89.53 |
82.80 |
6.73 |
7.9% |
2.42 |
2.9% |
32% |
False |
False |
151,192 |
10 |
93.82 |
82.80 |
11.02 |
13.0% |
2.58 |
3.0% |
20% |
False |
False |
151,778 |
20 |
93.82 |
82.80 |
11.02 |
13.0% |
2.09 |
2.5% |
20% |
False |
False |
120,563 |
40 |
94.42 |
82.80 |
11.62 |
13.7% |
1.82 |
2.1% |
19% |
False |
False |
97,162 |
60 |
100.35 |
82.80 |
17.55 |
20.7% |
1.65 |
1.9% |
12% |
False |
False |
85,137 |
80 |
103.66 |
82.80 |
20.86 |
24.5% |
1.54 |
1.8% |
10% |
False |
False |
79,526 |
100 |
103.66 |
82.80 |
20.86 |
24.5% |
1.42 |
1.7% |
10% |
False |
False |
74,050 |
120 |
103.66 |
82.80 |
20.86 |
24.5% |
1.34 |
1.6% |
10% |
False |
False |
68,493 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.48 |
2.618 |
89.66 |
1.618 |
87.93 |
1.000 |
86.86 |
0.618 |
86.20 |
HIGH |
85.13 |
0.618 |
84.47 |
0.500 |
84.27 |
0.382 |
84.06 |
LOW |
83.40 |
0.618 |
82.33 |
1.000 |
81.67 |
1.618 |
80.60 |
2.618 |
78.87 |
4.250 |
76.05 |
|
|
Fisher Pivots for day following 13-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
84.74 |
84.99 |
PP |
84.50 |
84.98 |
S1 |
84.27 |
84.98 |
|