NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 22-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2014 |
22-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
81.86 |
82.55 |
0.69 |
0.8% |
84.74 |
High |
83.23 |
83.15 |
-0.08 |
-0.1% |
85.13 |
Low |
81.57 |
80.22 |
-1.35 |
-1.7% |
79.10 |
Close |
82.49 |
80.52 |
-1.97 |
-2.4% |
82.06 |
Range |
1.66 |
2.93 |
1.27 |
76.5% |
6.03 |
ATR |
2.34 |
2.38 |
0.04 |
1.8% |
0.00 |
Volume |
297,522 |
352,217 |
54,695 |
18.4% |
1,137,407 |
|
Daily Pivots for day following 22-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.09 |
88.23 |
82.13 |
|
R3 |
87.16 |
85.30 |
81.33 |
|
R2 |
84.23 |
84.23 |
81.06 |
|
R1 |
82.37 |
82.37 |
80.79 |
81.84 |
PP |
81.30 |
81.30 |
81.30 |
81.03 |
S1 |
79.44 |
79.44 |
80.25 |
78.91 |
S2 |
78.37 |
78.37 |
79.98 |
|
S3 |
75.44 |
76.51 |
79.71 |
|
S4 |
72.51 |
73.58 |
78.91 |
|
|
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 |
84.06 |
79.10 |
4.96 |
6.2% |
2.69 |
3.3% |
29% |
False |
False |
285,610 |
10 |
87.17 |
79.10 |
8.07 |
10.0% |
2.83 |
3.5% |
18% |
False |
False |
242,591 |
20 |
93.82 |
79.10 |
14.72 |
18.3% |
2.52 |
3.1% |
10% |
False |
False |
190,089 |
40 |
94.42 |
79.10 |
15.32 |
19.0% |
2.11 |
2.6% |
9% |
False |
False |
135,871 |
60 |
98.67 |
79.10 |
19.57 |
24.3% |
1.84 |
2.3% |
7% |
False |
False |
110,996 |
80 |
102.71 |
79.10 |
23.61 |
29.3% |
1.69 |
2.1% |
6% |
False |
False |
99,329 |
100 |
103.66 |
79.10 |
24.56 |
30.5% |
1.56 |
1.9% |
6% |
False |
False |
90,821 |
120 |
103.66 |
79.10 |
24.56 |
30.5% |
1.45 |
1.8% |
6% |
False |
False |
82,268 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.60 |
2.618 |
90.82 |
1.618 |
87.89 |
1.000 |
86.08 |
0.618 |
84.96 |
HIGH |
83.15 |
0.618 |
82.03 |
0.500 |
81.69 |
0.382 |
81.34 |
LOW |
80.22 |
0.618 |
78.41 |
1.000 |
77.29 |
1.618 |
75.48 |
2.618 |
72.55 |
4.250 |
67.77 |
|
|
Fisher Pivots for day following 22-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
81.69 |
81.73 |
PP |
81.30 |
81.32 |
S1 |
80.91 |
80.92 |
|