NYMEX Light Sweet Crude Oil Future January 2015
Trading Metrics calculated at close of trading on 14-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2014 |
14-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
84.47 |
83.67 |
-0.80 |
-0.9% |
87.85 |
High |
84.67 |
84.30 |
-0.37 |
-0.4% |
89.01 |
Low |
83.03 |
80.29 |
-2.74 |
-3.3% |
82.41 |
Close |
84.53 |
80.74 |
-3.79 |
-4.5% |
84.73 |
Range |
1.64 |
4.01 |
2.37 |
144.5% |
6.60 |
ATR |
1.98 |
2.14 |
0.16 |
8.1% |
0.00 |
Volume |
58,762 |
48,860 |
-9,902 |
-16.9% |
294,901 |
|
Daily Pivots for day following 14-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.81 |
91.28 |
82.95 |
|
R3 |
89.80 |
87.27 |
81.84 |
|
R2 |
85.79 |
85.79 |
81.48 |
|
R1 |
83.26 |
83.26 |
81.11 |
82.52 |
PP |
81.78 |
81.78 |
81.78 |
81.41 |
S1 |
79.25 |
79.25 |
80.37 |
78.51 |
S2 |
77.77 |
77.77 |
80.00 |
|
S3 |
73.76 |
75.24 |
79.64 |
|
S4 |
69.75 |
71.23 |
78.53 |
|
|
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 |
87.23 |
80.29 |
6.94 |
8.6% |
2.77 |
3.4% |
6% |
False |
True |
61,676 |
10 |
91.28 |
80.29 |
10.99 |
13.6% |
2.51 |
3.1% |
4% |
False |
True |
60,010 |
20 |
93.07 |
80.29 |
12.78 |
15.8% |
2.04 |
2.5% |
4% |
False |
True |
45,507 |
40 |
94.16 |
80.29 |
13.87 |
17.2% |
1.75 |
2.2% |
3% |
False |
True |
34,852 |
60 |
99.36 |
80.29 |
19.07 |
23.6% |
1.56 |
1.9% |
2% |
False |
True |
28,495 |
80 |
102.53 |
80.29 |
22.24 |
27.5% |
1.43 |
1.8% |
2% |
False |
True |
24,038 |
100 |
102.53 |
80.29 |
22.24 |
27.5% |
1.30 |
1.6% |
2% |
False |
True |
20,697 |
120 |
102.53 |
80.29 |
22.24 |
27.5% |
1.19 |
1.5% |
2% |
False |
True |
17,925 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.34 |
2.618 |
94.80 |
1.618 |
90.79 |
1.000 |
88.31 |
0.618 |
86.78 |
HIGH |
84.30 |
0.618 |
82.77 |
0.500 |
82.30 |
0.382 |
81.82 |
LOW |
80.29 |
0.618 |
77.81 |
1.000 |
76.28 |
1.618 |
73.80 |
2.618 |
69.79 |
4.250 |
63.25 |
|
|
Fisher Pivots for day following 14-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
82.30 |
82.71 |
PP |
81.78 |
82.05 |
S1 |
81.26 |
81.40 |
|