NYMEX Light Sweet Crude Oil Future December 2014
| Trading Metrics calculated at close of trading on 23-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2014 |
23-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
82.55 |
80.42 |
-2.13 |
-2.6% |
84.74 |
| High |
83.15 |
82.37 |
-0.78 |
-0.9% |
85.13 |
| Low |
80.22 |
80.05 |
-0.17 |
-0.2% |
79.10 |
| Close |
80.52 |
82.09 |
1.57 |
1.9% |
82.06 |
| Range |
2.93 |
2.32 |
-0.61 |
-20.8% |
6.03 |
| ATR |
2.38 |
2.37 |
0.00 |
-0.2% |
0.00 |
| Volume |
352,217 |
354,839 |
2,622 |
0.7% |
1,137,407 |
|
| Daily Pivots for day following 23-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.46 |
87.60 |
83.37 |
|
| R3 |
86.14 |
85.28 |
82.73 |
|
| R2 |
83.82 |
83.82 |
82.52 |
|
| R1 |
82.96 |
82.96 |
82.30 |
83.39 |
| PP |
81.50 |
81.50 |
81.50 |
81.72 |
| S1 |
80.64 |
80.64 |
81.88 |
81.07 |
| S2 |
79.18 |
79.18 |
81.66 |
|
| S3 |
76.86 |
78.32 |
81.45 |
|
| S4 |
74.54 |
76.00 |
80.81 |
|
|
| 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 |
83.74 |
80.05 |
3.69 |
4.5% |
2.17 |
2.6% |
55% |
False |
True |
304,662 |
| 10 |
85.56 |
79.10 |
6.46 |
7.9% |
2.68 |
3.3% |
46% |
False |
False |
261,586 |
| 20 |
93.82 |
79.10 |
14.72 |
17.9% |
2.56 |
3.1% |
20% |
False |
False |
201,791 |
| 40 |
94.42 |
79.10 |
15.32 |
18.7% |
2.15 |
2.6% |
20% |
False |
False |
143,563 |
| 60 |
97.34 |
79.10 |
18.24 |
22.2% |
1.85 |
2.3% |
16% |
False |
False |
115,853 |
| 80 |
102.34 |
79.10 |
23.24 |
28.3% |
1.70 |
2.1% |
13% |
False |
False |
103,094 |
| 100 |
103.66 |
79.10 |
24.56 |
29.9% |
1.57 |
1.9% |
12% |
False |
False |
94,043 |
| 120 |
103.66 |
79.10 |
24.56 |
29.9% |
1.46 |
1.8% |
12% |
False |
False |
84,918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.23 |
|
2.618 |
88.44 |
|
1.618 |
86.12 |
|
1.000 |
84.69 |
|
0.618 |
83.80 |
|
HIGH |
82.37 |
|
0.618 |
81.48 |
|
0.500 |
81.21 |
|
0.382 |
80.94 |
|
LOW |
80.05 |
|
0.618 |
78.62 |
|
1.000 |
77.73 |
|
1.618 |
76.30 |
|
2.618 |
73.98 |
|
4.250 |
70.19 |
|
|
| Fisher Pivots for day following 23-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
81.80 |
81.94 |
| PP |
81.50 |
81.79 |
| S1 |
81.21 |
81.64 |
|