NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 17-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2014 |
17-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
80.37 |
82.40 |
2.03 |
2.5% |
84.74 |
High |
84.06 |
83.74 |
-0.32 |
-0.4% |
85.13 |
Low |
79.10 |
81.75 |
2.65 |
3.4% |
79.10 |
Close |
81.95 |
82.06 |
0.11 |
0.1% |
82.06 |
Range |
4.96 |
1.99 |
-2.97 |
-59.9% |
6.03 |
ATR |
2.46 |
2.42 |
-0.03 |
-1.4% |
0.00 |
Volume |
259,581 |
217,690 |
-41,891 |
-16.1% |
1,137,407 |
|
Daily Pivots for day following 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.49 |
87.26 |
83.15 |
|
R3 |
86.50 |
85.27 |
82.61 |
|
R2 |
84.51 |
84.51 |
82.42 |
|
R1 |
83.28 |
83.28 |
82.24 |
82.90 |
PP |
82.52 |
82.52 |
82.52 |
82.33 |
S1 |
81.29 |
81.29 |
81.88 |
80.91 |
S2 |
80.53 |
80.53 |
81.70 |
|
S3 |
78.54 |
79.30 |
81.51 |
|
S4 |
76.55 |
77.31 |
80.97 |
|
|
Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.19 |
97.15 |
85.38 |
|
R3 |
94.16 |
91.12 |
83.72 |
|
R2 |
88.13 |
88.13 |
83.17 |
|
R1 |
85.09 |
85.09 |
82.61 |
83.60 |
PP |
82.10 |
82.10 |
82.10 |
81.35 |
S1 |
79.06 |
79.06 |
81.51 |
77.57 |
S2 |
76.07 |
76.07 |
80.95 |
|
S3 |
70.04 |
73.03 |
80.40 |
|
S4 |
64.01 |
67.00 |
78.74 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
85.13 |
79.10 |
6.03 |
7.3% |
3.03 |
3.7% |
49% |
False |
False |
227,481 |
10 |
89.72 |
79.10 |
10.62 |
12.9% |
2.75 |
3.3% |
28% |
False |
False |
189,637 |
20 |
93.82 |
79.10 |
14.72 |
17.9% |
2.44 |
3.0% |
20% |
False |
False |
154,594 |
40 |
94.42 |
79.10 |
15.32 |
18.7% |
2.02 |
2.5% |
19% |
False |
False |
116,093 |
60 |
99.51 |
79.10 |
20.41 |
24.9% |
1.79 |
2.2% |
15% |
False |
False |
97,770 |
80 |
103.07 |
79.10 |
23.97 |
29.2% |
1.64 |
2.0% |
12% |
False |
False |
89,427 |
100 |
103.66 |
79.10 |
24.56 |
29.9% |
1.52 |
1.9% |
12% |
False |
False |
82,403 |
120 |
103.66 |
79.10 |
24.56 |
29.9% |
1.42 |
1.7% |
12% |
False |
False |
75,449 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.20 |
2.618 |
88.95 |
1.618 |
86.96 |
1.000 |
85.73 |
0.618 |
84.97 |
HIGH |
83.74 |
0.618 |
82.98 |
0.500 |
82.75 |
0.382 |
82.51 |
LOW |
81.75 |
0.618 |
80.52 |
1.000 |
79.76 |
1.618 |
78.53 |
2.618 |
76.54 |
4.250 |
73.29 |
|
|
Fisher Pivots for day following 17-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
82.75 |
81.90 |
PP |
82.52 |
81.74 |
S1 |
82.29 |
81.58 |
|