NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 14-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2014 |
14-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
84.74 |
84.12 |
-0.62 |
-0.7% |
88.66 |
High |
85.13 |
84.78 |
-0.35 |
-0.4% |
89.72 |
Low |
83.40 |
80.68 |
-2.72 |
-3.3% |
82.80 |
Close |
84.98 |
81.20 |
-3.78 |
-4.4% |
85.11 |
Range |
1.73 |
4.10 |
2.37 |
137.0% |
6.92 |
ATR |
2.10 |
2.26 |
0.16 |
7.5% |
0.00 |
Volume |
130,023 |
268,985 |
138,962 |
106.9% |
758,972 |
|
Daily Pivots for day following 14-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.52 |
91.96 |
83.46 |
|
R3 |
90.42 |
87.86 |
82.33 |
|
R2 |
86.32 |
86.32 |
81.95 |
|
R1 |
83.76 |
83.76 |
81.58 |
82.99 |
PP |
82.22 |
82.22 |
82.22 |
81.84 |
S1 |
79.66 |
79.66 |
80.82 |
78.89 |
S2 |
78.12 |
78.12 |
80.45 |
|
S3 |
74.02 |
75.56 |
80.07 |
|
S4 |
69.92 |
71.46 |
78.95 |
|
|
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 |
87.78 |
80.68 |
7.10 |
8.7% |
2.84 |
3.5% |
7% |
False |
True |
183,914 |
10 |
91.95 |
80.68 |
11.27 |
13.9% |
2.61 |
3.2% |
5% |
False |
True |
167,260 |
20 |
93.82 |
80.68 |
13.14 |
16.2% |
2.17 |
2.7% |
4% |
False |
True |
130,871 |
40 |
94.42 |
80.68 |
13.74 |
16.9% |
1.88 |
2.3% |
4% |
False |
True |
102,263 |
60 |
100.35 |
80.68 |
19.67 |
24.2% |
1.70 |
2.1% |
3% |
False |
True |
88,488 |
80 |
103.66 |
80.68 |
22.98 |
28.3% |
1.58 |
1.9% |
2% |
False |
True |
81,838 |
100 |
103.66 |
80.68 |
22.98 |
28.3% |
1.45 |
1.8% |
2% |
False |
True |
75,999 |
120 |
103.66 |
80.68 |
22.98 |
28.3% |
1.37 |
1.7% |
2% |
False |
True |
70,327 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.21 |
2.618 |
95.51 |
1.618 |
91.41 |
1.000 |
88.88 |
0.618 |
87.31 |
HIGH |
84.78 |
0.618 |
83.21 |
0.500 |
82.73 |
0.382 |
82.25 |
LOW |
80.68 |
0.618 |
78.15 |
1.000 |
76.58 |
1.618 |
74.05 |
2.618 |
69.95 |
4.250 |
63.26 |
|
|
Fisher Pivots for day following 14-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
82.73 |
83.12 |
PP |
82.22 |
82.48 |
S1 |
81.71 |
81.84 |
|