NYMEX Light Sweet Crude Oil Future January 2015
| Trading Metrics calculated at close of trading on 10-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2014 |
10-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
86.62 |
83.33 |
-3.29 |
-3.8% |
87.85 |
| High |
86.72 |
85.13 |
-1.59 |
-1.8% |
89.01 |
| Low |
82.95 |
82.41 |
-0.54 |
-0.7% |
82.41 |
| Close |
84.69 |
84.73 |
0.04 |
0.0% |
84.73 |
| Range |
3.77 |
2.72 |
-1.05 |
-27.9% |
6.60 |
| ATR |
1.95 |
2.01 |
0.05 |
2.8% |
0.00 |
| Volume |
65,485 |
68,604 |
3,119 |
4.8% |
294,901 |
|
| Daily Pivots for day following 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.25 |
91.21 |
86.23 |
|
| R3 |
89.53 |
88.49 |
85.48 |
|
| R2 |
86.81 |
86.81 |
85.23 |
|
| R1 |
85.77 |
85.77 |
84.98 |
86.29 |
| PP |
84.09 |
84.09 |
84.09 |
84.35 |
| S1 |
83.05 |
83.05 |
84.48 |
83.57 |
| S2 |
81.37 |
81.37 |
84.23 |
|
| S3 |
78.65 |
80.33 |
83.98 |
|
| S4 |
75.93 |
77.61 |
83.23 |
|
|
| Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.18 |
101.56 |
88.36 |
|
| R3 |
98.58 |
94.96 |
86.55 |
|
| R2 |
91.98 |
91.98 |
85.94 |
|
| R1 |
88.36 |
88.36 |
85.34 |
86.87 |
| PP |
85.38 |
85.38 |
85.38 |
84.64 |
| S1 |
81.76 |
81.76 |
84.13 |
80.27 |
| S2 |
78.78 |
78.78 |
83.52 |
|
| S3 |
72.18 |
75.16 |
82.92 |
|
| S4 |
65.58 |
68.56 |
81.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
89.01 |
82.41 |
6.60 |
7.8% |
2.37 |
2.8% |
35% |
False |
True |
58,980 |
| 10 |
93.07 |
82.41 |
10.66 |
12.6% |
2.46 |
2.9% |
22% |
False |
True |
56,618 |
| 20 |
93.07 |
82.41 |
10.66 |
12.6% |
1.98 |
2.3% |
22% |
False |
True |
42,785 |
| 40 |
94.20 |
82.41 |
11.79 |
13.9% |
1.67 |
2.0% |
20% |
False |
True |
33,117 |
| 60 |
99.36 |
82.41 |
16.95 |
20.0% |
1.50 |
1.8% |
14% |
False |
True |
27,609 |
| 80 |
102.53 |
82.41 |
20.12 |
23.7% |
1.38 |
1.6% |
12% |
False |
True |
22,861 |
| 100 |
102.53 |
82.41 |
20.12 |
23.7% |
1.25 |
1.5% |
12% |
False |
True |
19,739 |
| 120 |
102.53 |
82.41 |
20.12 |
23.7% |
1.15 |
1.4% |
12% |
False |
True |
17,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.69 |
|
2.618 |
92.25 |
|
1.618 |
89.53 |
|
1.000 |
87.85 |
|
0.618 |
86.81 |
|
HIGH |
85.13 |
|
0.618 |
84.09 |
|
0.500 |
83.77 |
|
0.382 |
83.45 |
|
LOW |
82.41 |
|
0.618 |
80.73 |
|
1.000 |
79.69 |
|
1.618 |
78.01 |
|
2.618 |
75.29 |
|
4.250 |
70.85 |
|
|
| Fisher Pivots for day following 10-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
84.41 |
84.82 |
| PP |
84.09 |
84.79 |
| S1 |
83.77 |
84.76 |
|