NYMEX Light Sweet Crude Oil Future February 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 |
84.04 |
83.30 |
-0.74 |
-0.9% |
87.26 |
High |
84.34 |
83.73 |
-0.61 |
-0.7% |
88.34 |
Low |
82.79 |
79.98 |
-2.81 |
-3.4% |
82.14 |
Close |
84.23 |
80.40 |
-3.83 |
-4.5% |
84.46 |
Range |
1.55 |
3.75 |
2.20 |
141.9% |
6.20 |
ATR |
1.84 |
2.02 |
0.17 |
9.3% |
0.00 |
Volume |
26,668 |
21,593 |
-5,075 |
-19.0% |
128,175 |
|
Daily Pivots for day following 14-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.62 |
90.26 |
82.46 |
|
R3 |
88.87 |
86.51 |
81.43 |
|
R2 |
85.12 |
85.12 |
81.09 |
|
R1 |
82.76 |
82.76 |
80.74 |
82.07 |
PP |
81.37 |
81.37 |
81.37 |
81.02 |
S1 |
79.01 |
79.01 |
80.06 |
78.32 |
S2 |
77.62 |
77.62 |
79.71 |
|
S3 |
73.87 |
75.26 |
79.37 |
|
S4 |
70.12 |
71.51 |
78.34 |
|
|
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 |
86.87 |
79.98 |
6.89 |
8.6% |
2.63 |
3.3% |
6% |
False |
True |
26,940 |
10 |
90.72 |
79.98 |
10.74 |
13.4% |
2.35 |
2.9% |
4% |
False |
True |
27,956 |
20 |
92.53 |
79.98 |
12.55 |
15.6% |
1.89 |
2.4% |
3% |
False |
True |
21,447 |
40 |
93.83 |
79.98 |
13.85 |
17.2% |
1.61 |
2.0% |
3% |
False |
True |
16,945 |
60 |
98.68 |
79.98 |
18.70 |
23.3% |
1.42 |
1.8% |
2% |
False |
True |
13,355 |
80 |
101.33 |
79.98 |
21.35 |
26.6% |
1.28 |
1.6% |
2% |
False |
True |
11,006 |
100 |
101.33 |
79.98 |
21.35 |
26.6% |
1.15 |
1.4% |
2% |
False |
True |
9,322 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.67 |
2.618 |
93.55 |
1.618 |
89.80 |
1.000 |
87.48 |
0.618 |
86.05 |
HIGH |
83.73 |
0.618 |
82.30 |
0.500 |
81.86 |
0.382 |
81.41 |
LOW |
79.98 |
0.618 |
77.66 |
1.000 |
76.23 |
1.618 |
73.91 |
2.618 |
70.16 |
4.250 |
64.04 |
|
|
Fisher Pivots for day following 14-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
81.86 |
82.37 |
PP |
81.37 |
81.71 |
S1 |
80.89 |
81.06 |
|