NYMEX Light Sweet Crude Oil Future January 2015
Trading Metrics calculated at close of trading on 03-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2014 |
03-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
89.08 |
89.26 |
0.18 |
0.2% |
91.86 |
High |
89.47 |
89.69 |
0.22 |
0.2% |
93.07 |
Low |
86.57 |
87.45 |
0.88 |
1.0% |
86.57 |
Close |
89.08 |
87.87 |
-1.21 |
-1.4% |
87.87 |
Range |
2.90 |
2.24 |
-0.66 |
-22.8% |
6.50 |
ATR |
1.76 |
1.80 |
0.03 |
1.9% |
0.00 |
Volume |
51,002 |
81,120 |
30,118 |
59.1% |
271,283 |
|
Daily Pivots for day following 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.06 |
93.70 |
89.10 |
|
R3 |
92.82 |
91.46 |
88.49 |
|
R2 |
90.58 |
90.58 |
88.28 |
|
R1 |
89.22 |
89.22 |
88.08 |
88.78 |
PP |
88.34 |
88.34 |
88.34 |
88.12 |
S1 |
86.98 |
86.98 |
87.66 |
86.54 |
S2 |
86.10 |
86.10 |
87.46 |
|
S3 |
83.86 |
84.74 |
87.25 |
|
S4 |
81.62 |
82.50 |
86.64 |
|
|
Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.67 |
104.77 |
91.45 |
|
R3 |
102.17 |
98.27 |
89.66 |
|
R2 |
95.67 |
95.67 |
89.06 |
|
R1 |
91.77 |
91.77 |
88.47 |
90.47 |
PP |
89.17 |
89.17 |
89.17 |
88.52 |
S1 |
85.27 |
85.27 |
87.27 |
83.97 |
S2 |
82.67 |
82.67 |
86.68 |
|
S3 |
76.17 |
78.77 |
86.08 |
|
S4 |
69.67 |
72.27 |
84.30 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
93.07 |
86.57 |
6.50 |
7.4% |
2.54 |
2.9% |
20% |
False |
False |
54,256 |
10 |
93.07 |
86.57 |
6.50 |
7.4% |
1.97 |
2.2% |
20% |
False |
False |
43,919 |
20 |
93.07 |
86.57 |
6.50 |
7.4% |
1.81 |
2.1% |
20% |
False |
False |
36,486 |
40 |
96.50 |
86.57 |
9.93 |
11.3% |
1.54 |
1.8% |
13% |
False |
False |
27,931 |
60 |
99.45 |
86.57 |
12.88 |
14.7% |
1.41 |
1.6% |
10% |
False |
False |
23,667 |
80 |
102.53 |
86.57 |
15.96 |
18.2% |
1.29 |
1.5% |
8% |
False |
False |
19,726 |
100 |
102.53 |
86.57 |
15.96 |
18.2% |
1.15 |
1.3% |
8% |
False |
False |
17,008 |
120 |
102.53 |
86.57 |
15.96 |
18.2% |
1.08 |
1.2% |
8% |
False |
False |
14,742 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.21 |
2.618 |
95.55 |
1.618 |
93.31 |
1.000 |
91.93 |
0.618 |
91.07 |
HIGH |
89.69 |
0.618 |
88.83 |
0.500 |
88.57 |
0.382 |
88.31 |
LOW |
87.45 |
0.618 |
86.07 |
1.000 |
85.21 |
1.618 |
83.83 |
2.618 |
81.59 |
4.250 |
77.93 |
|
|
Fisher Pivots for day following 03-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
88.57 |
88.93 |
PP |
88.34 |
88.57 |
S1 |
88.10 |
88.22 |
|