NYMEX Light Sweet Crude Oil Future January 2015
Trading Metrics calculated at close of trading on 07-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2014 |
07-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
87.85 |
88.81 |
0.96 |
1.1% |
91.86 |
High |
89.01 |
88.81 |
-0.20 |
-0.2% |
93.07 |
Low |
87.10 |
87.05 |
-0.05 |
-0.1% |
86.57 |
Close |
88.65 |
87.44 |
-1.21 |
-1.4% |
87.87 |
Range |
1.91 |
1.76 |
-0.15 |
-7.9% |
6.50 |
ATR |
1.80 |
1.80 |
0.00 |
-0.2% |
0.00 |
Volume |
55,929 |
38,214 |
-17,715 |
-31.7% |
271,283 |
|
Daily Pivots for day following 07-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.05 |
92.00 |
88.41 |
|
R3 |
91.29 |
90.24 |
87.92 |
|
R2 |
89.53 |
89.53 |
87.76 |
|
R1 |
88.48 |
88.48 |
87.60 |
88.13 |
PP |
87.77 |
87.77 |
87.77 |
87.59 |
S1 |
86.72 |
86.72 |
87.28 |
86.37 |
S2 |
86.01 |
86.01 |
87.12 |
|
S3 |
84.25 |
84.96 |
86.96 |
|
S4 |
82.49 |
83.20 |
86.47 |
|
|
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 |
91.28 |
86.57 |
4.71 |
5.4% |
2.25 |
2.6% |
18% |
False |
False |
58,345 |
10 |
93.07 |
86.57 |
6.50 |
7.4% |
2.09 |
2.4% |
13% |
False |
False |
48,817 |
20 |
93.07 |
86.57 |
6.50 |
7.4% |
1.86 |
2.1% |
13% |
False |
False |
38,734 |
40 |
95.72 |
86.57 |
9.15 |
10.5% |
1.58 |
1.8% |
10% |
False |
False |
29,377 |
60 |
99.36 |
86.57 |
12.79 |
14.6% |
1.42 |
1.6% |
7% |
False |
False |
24,887 |
80 |
102.53 |
86.57 |
15.96 |
18.3% |
1.30 |
1.5% |
5% |
False |
False |
20,701 |
100 |
102.53 |
86.57 |
15.96 |
18.3% |
1.18 |
1.4% |
5% |
False |
False |
17,858 |
120 |
102.53 |
86.57 |
15.96 |
18.3% |
1.10 |
1.3% |
5% |
False |
False |
15,486 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.29 |
2.618 |
93.42 |
1.618 |
91.66 |
1.000 |
90.57 |
0.618 |
89.90 |
HIGH |
88.81 |
0.618 |
88.14 |
0.500 |
87.93 |
0.382 |
87.72 |
LOW |
87.05 |
0.618 |
85.96 |
1.000 |
85.29 |
1.618 |
84.20 |
2.618 |
82.44 |
4.250 |
79.57 |
|
|
Fisher Pivots for day following 07-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
87.93 |
88.37 |
PP |
87.77 |
88.06 |
S1 |
87.60 |
87.75 |
|