NYMEX Light Sweet Crude Oil Future January 2015
Trading Metrics calculated at close of trading on 08-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2014 |
08-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
88.81 |
87.10 |
-1.71 |
-1.9% |
91.86 |
High |
88.81 |
87.23 |
-1.58 |
-1.8% |
93.07 |
Low |
87.05 |
85.52 |
-1.53 |
-1.8% |
86.57 |
Close |
87.44 |
86.19 |
-1.25 |
-1.4% |
87.87 |
Range |
1.76 |
1.71 |
-0.05 |
-2.8% |
6.50 |
ATR |
1.80 |
1.81 |
0.01 |
0.5% |
0.00 |
Volume |
38,214 |
66,669 |
28,455 |
74.5% |
271,283 |
|
Daily Pivots for day following 08-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.44 |
90.53 |
87.13 |
|
R3 |
89.73 |
88.82 |
86.66 |
|
R2 |
88.02 |
88.02 |
86.50 |
|
R1 |
87.11 |
87.11 |
86.35 |
86.71 |
PP |
86.31 |
86.31 |
86.31 |
86.12 |
S1 |
85.40 |
85.40 |
86.03 |
85.00 |
S2 |
84.60 |
84.60 |
85.88 |
|
S3 |
82.89 |
83.69 |
85.72 |
|
S4 |
81.18 |
81.98 |
85.25 |
|
|
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 |
89.69 |
85.52 |
4.17 |
4.8% |
2.10 |
2.4% |
16% |
False |
True |
58,586 |
10 |
93.07 |
85.52 |
7.55 |
8.8% |
2.07 |
2.4% |
9% |
False |
True |
51,757 |
20 |
93.07 |
85.52 |
7.55 |
8.8% |
1.86 |
2.2% |
9% |
False |
True |
40,261 |
40 |
95.72 |
85.52 |
10.20 |
11.8% |
1.60 |
1.9% |
7% |
False |
True |
30,706 |
60 |
99.36 |
85.52 |
13.84 |
16.1% |
1.43 |
1.7% |
5% |
False |
True |
25,786 |
80 |
102.53 |
85.52 |
17.01 |
19.7% |
1.32 |
1.5% |
4% |
False |
True |
21,400 |
100 |
102.53 |
85.52 |
17.01 |
19.7% |
1.20 |
1.4% |
4% |
False |
True |
18,476 |
120 |
102.53 |
85.52 |
17.01 |
19.7% |
1.11 |
1.3% |
4% |
False |
True |
16,005 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.50 |
2.618 |
91.71 |
1.618 |
90.00 |
1.000 |
88.94 |
0.618 |
88.29 |
HIGH |
87.23 |
0.618 |
86.58 |
0.500 |
86.38 |
0.382 |
86.17 |
LOW |
85.52 |
0.618 |
84.46 |
1.000 |
83.81 |
1.618 |
82.75 |
2.618 |
81.04 |
4.250 |
78.25 |
|
|
Fisher Pivots for day following 08-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
86.38 |
87.27 |
PP |
86.31 |
86.91 |
S1 |
86.25 |
86.55 |
|