NYMEX Light Sweet Crude Oil Future February 2015
Trading Metrics calculated at close of trading on 13-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2014 |
13-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
83.12 |
84.04 |
0.92 |
1.1% |
87.26 |
High |
84.75 |
84.34 |
-0.41 |
-0.5% |
88.34 |
Low |
82.14 |
82.79 |
0.65 |
0.8% |
82.14 |
Close |
84.46 |
84.23 |
-0.23 |
-0.3% |
84.46 |
Range |
2.61 |
1.55 |
-1.06 |
-40.6% |
6.20 |
ATR |
1.86 |
1.84 |
-0.01 |
-0.7% |
0.00 |
Volume |
26,126 |
26,668 |
542 |
2.1% |
128,175 |
|
Daily Pivots for day following 13-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.44 |
87.88 |
85.08 |
|
R3 |
86.89 |
86.33 |
84.66 |
|
R2 |
85.34 |
85.34 |
84.51 |
|
R1 |
84.78 |
84.78 |
84.37 |
85.06 |
PP |
83.79 |
83.79 |
83.79 |
83.93 |
S1 |
83.23 |
83.23 |
84.09 |
83.51 |
S2 |
82.24 |
82.24 |
83.95 |
|
S3 |
80.69 |
81.68 |
83.80 |
|
S4 |
79.14 |
80.13 |
83.38 |
|
|
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 |
88.23 |
82.14 |
6.09 |
7.2% |
2.19 |
2.6% |
34% |
False |
False |
26,301 |
10 |
92.47 |
82.14 |
10.33 |
12.3% |
2.31 |
2.7% |
20% |
False |
False |
27,497 |
20 |
92.63 |
82.14 |
10.49 |
12.5% |
1.81 |
2.2% |
20% |
False |
False |
21,042 |
40 |
93.83 |
82.14 |
11.69 |
13.9% |
1.54 |
1.8% |
18% |
False |
False |
16,545 |
60 |
98.68 |
82.14 |
16.54 |
19.6% |
1.38 |
1.6% |
13% |
False |
False |
13,109 |
80 |
101.33 |
82.14 |
19.19 |
22.8% |
1.24 |
1.5% |
11% |
False |
False |
10,783 |
100 |
101.33 |
82.14 |
19.19 |
22.8% |
1.12 |
1.3% |
11% |
False |
False |
9,132 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.93 |
2.618 |
88.40 |
1.618 |
86.85 |
1.000 |
85.89 |
0.618 |
85.30 |
HIGH |
84.34 |
0.618 |
83.75 |
0.500 |
83.57 |
0.382 |
83.38 |
LOW |
82.79 |
0.618 |
81.83 |
1.000 |
81.24 |
1.618 |
80.28 |
2.618 |
78.73 |
4.250 |
76.20 |
|
|
Fisher Pivots for day following 13-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
84.01 |
84.23 |
PP |
83.79 |
84.23 |
S1 |
83.57 |
84.23 |
|