NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 24-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2014 |
24-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
80.42 |
81.95 |
1.53 |
1.9% |
82.39 |
High |
82.37 |
81.95 |
-0.42 |
-0.5% |
83.23 |
Low |
80.05 |
80.36 |
0.31 |
0.4% |
80.05 |
Close |
82.09 |
81.01 |
-1.08 |
-1.3% |
81.01 |
Range |
2.32 |
1.59 |
-0.73 |
-31.5% |
3.18 |
ATR |
2.37 |
2.33 |
-0.05 |
-1.9% |
0.00 |
Volume |
354,839 |
272,509 |
-82,330 |
-23.2% |
1,578,131 |
|
Daily Pivots for day following 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.88 |
85.03 |
81.88 |
|
R3 |
84.29 |
83.44 |
81.45 |
|
R2 |
82.70 |
82.70 |
81.30 |
|
R1 |
81.85 |
81.85 |
81.16 |
81.48 |
PP |
81.11 |
81.11 |
81.11 |
80.92 |
S1 |
80.26 |
80.26 |
80.86 |
79.89 |
S2 |
79.52 |
79.52 |
80.72 |
|
S3 |
77.93 |
78.67 |
80.57 |
|
S4 |
76.34 |
77.08 |
80.14 |
|
|
Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.97 |
89.17 |
82.76 |
|
R3 |
87.79 |
85.99 |
81.88 |
|
R2 |
84.61 |
84.61 |
81.59 |
|
R1 |
82.81 |
82.81 |
81.30 |
82.12 |
PP |
81.43 |
81.43 |
81.43 |
81.09 |
S1 |
79.63 |
79.63 |
80.72 |
78.94 |
S2 |
78.25 |
78.25 |
80.43 |
|
S3 |
75.07 |
76.45 |
80.14 |
|
S4 |
71.89 |
73.27 |
79.26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.23 |
80.05 |
3.18 |
3.9% |
2.09 |
2.6% |
30% |
False |
False |
315,626 |
10 |
85.13 |
79.10 |
6.03 |
7.4% |
2.56 |
3.2% |
32% |
False |
False |
271,553 |
20 |
93.82 |
79.10 |
14.72 |
18.2% |
2.57 |
3.2% |
13% |
False |
False |
210,319 |
40 |
94.42 |
79.10 |
15.32 |
18.9% |
2.16 |
2.7% |
12% |
False |
False |
149,351 |
60 |
96.98 |
79.10 |
17.88 |
22.1% |
1.85 |
2.3% |
11% |
False |
False |
119,423 |
80 |
101.34 |
79.10 |
22.24 |
27.5% |
1.71 |
2.1% |
9% |
False |
False |
105,808 |
100 |
103.66 |
79.10 |
24.56 |
30.3% |
1.58 |
2.0% |
8% |
False |
False |
96,391 |
120 |
103.66 |
79.10 |
24.56 |
30.3% |
1.46 |
1.8% |
8% |
False |
False |
86,981 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.71 |
2.618 |
86.11 |
1.618 |
84.52 |
1.000 |
83.54 |
0.618 |
82.93 |
HIGH |
81.95 |
0.618 |
81.34 |
0.500 |
81.16 |
0.382 |
80.97 |
LOW |
80.36 |
0.618 |
79.38 |
1.000 |
78.77 |
1.618 |
77.79 |
2.618 |
76.20 |
4.250 |
73.60 |
|
|
Fisher Pivots for day following 24-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
81.16 |
81.60 |
PP |
81.11 |
81.40 |
S1 |
81.06 |
81.21 |
|