NYMEX Light Sweet Crude Oil Future February 2015
Trading Metrics calculated at close of trading on 15-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2014 |
15-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
83.30 |
80.78 |
-2.52 |
-3.0% |
87.26 |
High |
83.73 |
80.78 |
-2.95 |
-3.5% |
88.34 |
Low |
79.98 |
78.52 |
-1.46 |
-1.8% |
82.14 |
Close |
80.40 |
79.87 |
-0.53 |
-0.7% |
84.46 |
Range |
3.75 |
2.26 |
-1.49 |
-39.7% |
6.20 |
ATR |
2.02 |
2.03 |
0.02 |
0.9% |
0.00 |
Volume |
21,593 |
40,385 |
18,792 |
87.0% |
128,175 |
|
Daily Pivots for day following 15-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.50 |
85.45 |
81.11 |
|
R3 |
84.24 |
83.19 |
80.49 |
|
R2 |
81.98 |
81.98 |
80.28 |
|
R1 |
80.93 |
80.93 |
80.08 |
80.33 |
PP |
79.72 |
79.72 |
79.72 |
79.42 |
S1 |
78.67 |
78.67 |
79.66 |
78.07 |
S2 |
77.46 |
77.46 |
79.46 |
|
S3 |
75.20 |
76.41 |
79.25 |
|
S4 |
72.94 |
74.15 |
78.63 |
|
|
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 |
86.32 |
78.52 |
7.80 |
9.8% |
2.74 |
3.4% |
17% |
False |
True |
29,036 |
10 |
88.99 |
78.52 |
10.47 |
13.1% |
2.35 |
2.9% |
13% |
False |
True |
28,421 |
20 |
92.47 |
78.52 |
13.95 |
17.5% |
1.95 |
2.4% |
10% |
False |
True |
22,809 |
40 |
93.83 |
78.52 |
15.31 |
19.2% |
1.63 |
2.0% |
9% |
False |
True |
17,788 |
60 |
98.68 |
78.52 |
20.16 |
25.2% |
1.45 |
1.8% |
7% |
False |
True |
13,915 |
80 |
101.33 |
78.52 |
22.81 |
28.6% |
1.31 |
1.6% |
6% |
False |
True |
11,491 |
100 |
101.33 |
78.52 |
22.81 |
28.6% |
1.17 |
1.5% |
6% |
False |
True |
9,714 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.39 |
2.618 |
86.70 |
1.618 |
84.44 |
1.000 |
83.04 |
0.618 |
82.18 |
HIGH |
80.78 |
0.618 |
79.92 |
0.500 |
79.65 |
0.382 |
79.38 |
LOW |
78.52 |
0.618 |
77.12 |
1.000 |
76.26 |
1.618 |
74.86 |
2.618 |
72.60 |
4.250 |
68.92 |
|
|
Fisher Pivots for day following 15-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
79.80 |
81.43 |
PP |
79.72 |
80.91 |
S1 |
79.65 |
80.39 |
|