NYMEX Light Sweet Crude Oil Future February 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 |
86.32 |
83.12 |
-3.20 |
-3.7% |
87.26 |
| High |
86.32 |
84.75 |
-1.57 |
-1.8% |
88.34 |
| Low |
82.78 |
82.14 |
-0.64 |
-0.8% |
82.14 |
| Close |
84.43 |
84.46 |
0.03 |
0.0% |
84.46 |
| Range |
3.54 |
2.61 |
-0.93 |
-26.3% |
6.20 |
| ATR |
1.80 |
1.86 |
0.06 |
3.2% |
0.00 |
| Volume |
30,411 |
26,126 |
-4,285 |
-14.1% |
128,175 |
|
| Daily Pivots for day following 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.61 |
90.65 |
85.90 |
|
| R3 |
89.00 |
88.04 |
85.18 |
|
| R2 |
86.39 |
86.39 |
84.94 |
|
| R1 |
85.43 |
85.43 |
84.70 |
85.91 |
| PP |
83.78 |
83.78 |
83.78 |
84.03 |
| S1 |
82.82 |
82.82 |
84.22 |
83.30 |
| S2 |
81.17 |
81.17 |
83.98 |
|
| S3 |
78.56 |
80.21 |
83.74 |
|
| S4 |
75.95 |
77.60 |
83.02 |
|
|
| Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.58 |
100.22 |
87.87 |
|
| R3 |
97.38 |
94.02 |
86.17 |
|
| R2 |
91.18 |
91.18 |
85.60 |
|
| R1 |
87.82 |
87.82 |
85.03 |
86.40 |
| PP |
84.98 |
84.98 |
84.98 |
84.27 |
| S1 |
81.62 |
81.62 |
83.89 |
80.20 |
| S2 |
78.78 |
78.78 |
83.32 |
|
| S3 |
72.58 |
75.42 |
82.76 |
|
| S4 |
66.38 |
69.22 |
81.05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.34 |
82.14 |
6.20 |
7.3% |
2.23 |
2.6% |
37% |
False |
True |
25,635 |
| 10 |
92.47 |
82.14 |
10.33 |
12.2% |
2.29 |
2.7% |
22% |
False |
True |
26,363 |
| 20 |
92.63 |
82.14 |
10.49 |
12.4% |
1.83 |
2.2% |
22% |
False |
True |
20,515 |
| 40 |
93.90 |
82.14 |
11.76 |
13.9% |
1.53 |
1.8% |
20% |
False |
True |
16,054 |
| 60 |
98.68 |
82.14 |
16.54 |
19.6% |
1.37 |
1.6% |
14% |
False |
True |
12,857 |
| 80 |
101.33 |
82.14 |
19.19 |
22.7% |
1.23 |
1.5% |
12% |
False |
True |
10,510 |
| 100 |
101.33 |
82.14 |
19.19 |
22.7% |
1.11 |
1.3% |
12% |
False |
True |
8,882 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.84 |
|
2.618 |
91.58 |
|
1.618 |
88.97 |
|
1.000 |
87.36 |
|
0.618 |
86.36 |
|
HIGH |
84.75 |
|
0.618 |
83.75 |
|
0.500 |
83.45 |
|
0.382 |
83.14 |
|
LOW |
82.14 |
|
0.618 |
80.53 |
|
1.000 |
79.53 |
|
1.618 |
77.92 |
|
2.618 |
75.31 |
|
4.250 |
71.05 |
|
|
| Fisher Pivots for day following 10-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
84.12 |
84.51 |
| PP |
83.78 |
84.49 |
| S1 |
83.45 |
84.48 |
|