NYMEX Light Sweet Crude Oil Future February 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 |
87.26 |
87.98 |
0.72 |
0.8% |
91.15 |
High |
88.34 |
88.23 |
-0.11 |
-0.1% |
92.47 |
Low |
86.56 |
86.70 |
0.14 |
0.2% |
86.17 |
Close |
88.11 |
87.05 |
-1.06 |
-1.2% |
87.26 |
Range |
1.78 |
1.53 |
-0.25 |
-14.0% |
6.30 |
ATR |
1.66 |
1.65 |
-0.01 |
-0.5% |
0.00 |
Volume |
23,334 |
18,398 |
-4,936 |
-21.2% |
135,463 |
|
Daily Pivots for day following 07-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.92 |
91.01 |
87.89 |
|
R3 |
90.39 |
89.48 |
87.47 |
|
R2 |
88.86 |
88.86 |
87.33 |
|
R1 |
87.95 |
87.95 |
87.19 |
87.64 |
PP |
87.33 |
87.33 |
87.33 |
87.17 |
S1 |
86.42 |
86.42 |
86.91 |
86.11 |
S2 |
85.80 |
85.80 |
86.77 |
|
S3 |
84.27 |
84.89 |
86.63 |
|
S4 |
82.74 |
83.36 |
86.21 |
|
|
Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.53 |
103.70 |
90.73 |
|
R3 |
101.23 |
97.40 |
88.99 |
|
R2 |
94.93 |
94.93 |
88.42 |
|
R1 |
91.10 |
91.10 |
87.84 |
89.87 |
PP |
88.63 |
88.63 |
88.63 |
88.02 |
S1 |
84.80 |
84.80 |
86.68 |
83.57 |
S2 |
82.33 |
82.33 |
86.11 |
|
S3 |
76.03 |
78.50 |
85.53 |
|
S4 |
69.73 |
72.20 |
83.80 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
90.72 |
86.17 |
4.55 |
5.2% |
2.06 |
2.4% |
19% |
False |
False |
28,973 |
10 |
92.47 |
86.17 |
6.30 |
7.2% |
1.91 |
2.2% |
14% |
False |
False |
23,274 |
20 |
92.63 |
86.17 |
6.46 |
7.4% |
1.71 |
2.0% |
14% |
False |
False |
19,546 |
40 |
95.39 |
86.17 |
9.22 |
10.6% |
1.44 |
1.7% |
10% |
False |
False |
14,317 |
60 |
98.68 |
86.17 |
12.51 |
14.4% |
1.29 |
1.5% |
7% |
False |
False |
11,675 |
80 |
101.33 |
86.17 |
15.16 |
17.4% |
1.15 |
1.3% |
6% |
False |
False |
9,611 |
100 |
101.33 |
86.17 |
15.16 |
17.4% |
1.04 |
1.2% |
6% |
False |
False |
8,067 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.73 |
2.618 |
92.24 |
1.618 |
90.71 |
1.000 |
89.76 |
0.618 |
89.18 |
HIGH |
88.23 |
0.618 |
87.65 |
0.500 |
87.47 |
0.382 |
87.28 |
LOW |
86.70 |
0.618 |
85.75 |
1.000 |
85.17 |
1.618 |
84.22 |
2.618 |
82.69 |
4.250 |
80.20 |
|
|
Fisher Pivots for day following 07-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
87.47 |
87.78 |
PP |
87.33 |
87.53 |
S1 |
87.19 |
87.29 |
|