NYMEX Light Sweet Crude Oil Future February 2015
Trading Metrics calculated at close of trading on 09-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2014 |
09-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
86.71 |
86.32 |
-0.39 |
-0.4% |
91.15 |
High |
86.87 |
86.32 |
-0.55 |
-0.6% |
92.47 |
Low |
85.16 |
82.78 |
-2.38 |
-2.8% |
86.17 |
Close |
85.90 |
84.43 |
-1.47 |
-1.7% |
87.26 |
Range |
1.71 |
3.54 |
1.83 |
107.0% |
6.30 |
ATR |
1.66 |
1.80 |
0.13 |
8.0% |
0.00 |
Volume |
29,906 |
30,411 |
505 |
1.7% |
135,463 |
|
Daily Pivots for day following 09-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.13 |
93.32 |
86.38 |
|
R3 |
91.59 |
89.78 |
85.40 |
|
R2 |
88.05 |
88.05 |
85.08 |
|
R1 |
86.24 |
86.24 |
84.75 |
85.38 |
PP |
84.51 |
84.51 |
84.51 |
84.08 |
S1 |
82.70 |
82.70 |
84.11 |
81.84 |
S2 |
80.97 |
80.97 |
83.78 |
|
S3 |
77.43 |
79.16 |
83.46 |
|
S4 |
73.89 |
75.62 |
82.48 |
|
|
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 |
88.99 |
82.78 |
6.21 |
7.4% |
2.14 |
2.5% |
27% |
False |
True |
27,793 |
10 |
92.47 |
82.78 |
9.69 |
11.5% |
2.13 |
2.5% |
17% |
False |
True |
25,480 |
20 |
92.63 |
82.78 |
9.85 |
11.7% |
1.77 |
2.1% |
17% |
False |
True |
20,350 |
40 |
95.25 |
82.78 |
12.47 |
14.8% |
1.53 |
1.8% |
13% |
False |
True |
15,563 |
60 |
98.68 |
82.78 |
15.90 |
18.8% |
1.35 |
1.6% |
10% |
False |
True |
12,484 |
80 |
101.33 |
82.78 |
18.55 |
22.0% |
1.20 |
1.4% |
9% |
False |
True |
10,238 |
100 |
101.33 |
82.78 |
18.55 |
22.0% |
1.09 |
1.3% |
9% |
False |
True |
8,651 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.37 |
2.618 |
95.59 |
1.618 |
92.05 |
1.000 |
89.86 |
0.618 |
88.51 |
HIGH |
86.32 |
0.618 |
84.97 |
0.500 |
84.55 |
0.382 |
84.13 |
LOW |
82.78 |
0.618 |
80.59 |
1.000 |
79.24 |
1.618 |
77.05 |
2.618 |
73.51 |
4.250 |
67.74 |
|
|
Fisher Pivots for day following 09-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
84.55 |
85.51 |
PP |
84.51 |
85.15 |
S1 |
84.47 |
84.79 |
|