NYMEX Light Sweet Crude Oil Future February 2015
Trading Metrics calculated at close of trading on 16-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2014 |
16-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
80.78 |
79.42 |
-1.36 |
-1.7% |
87.26 |
High |
80.78 |
82.97 |
2.19 |
2.7% |
88.34 |
Low |
78.52 |
78.25 |
-0.27 |
-0.3% |
82.14 |
Close |
79.87 |
81.09 |
1.22 |
1.5% |
84.46 |
Range |
2.26 |
4.72 |
2.46 |
108.8% |
6.20 |
ATR |
2.03 |
2.22 |
0.19 |
9.4% |
0.00 |
Volume |
40,385 |
38,398 |
-1,987 |
-4.9% |
128,175 |
|
Daily Pivots for day following 16-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.93 |
92.73 |
83.69 |
|
R3 |
90.21 |
88.01 |
82.39 |
|
R2 |
85.49 |
85.49 |
81.96 |
|
R1 |
83.29 |
83.29 |
81.52 |
84.39 |
PP |
80.77 |
80.77 |
80.77 |
81.32 |
S1 |
78.57 |
78.57 |
80.66 |
79.67 |
S2 |
76.05 |
76.05 |
80.22 |
|
S3 |
71.33 |
73.85 |
79.79 |
|
S4 |
66.61 |
69.13 |
78.49 |
|
|
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 |
84.75 |
78.25 |
6.50 |
8.0% |
2.98 |
3.7% |
44% |
False |
True |
30,634 |
10 |
88.99 |
78.25 |
10.74 |
13.2% |
2.56 |
3.2% |
26% |
False |
True |
29,213 |
20 |
92.47 |
78.25 |
14.22 |
17.5% |
2.12 |
2.6% |
20% |
False |
True |
24,125 |
40 |
93.83 |
78.25 |
15.58 |
19.2% |
1.74 |
2.1% |
18% |
False |
True |
18,441 |
60 |
98.68 |
78.25 |
20.43 |
25.2% |
1.52 |
1.9% |
14% |
False |
True |
14,400 |
80 |
101.33 |
78.25 |
23.08 |
28.5% |
1.36 |
1.7% |
12% |
False |
True |
11,946 |
100 |
101.33 |
78.25 |
23.08 |
28.5% |
1.21 |
1.5% |
12% |
False |
True |
10,086 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.03 |
2.618 |
95.33 |
1.618 |
90.61 |
1.000 |
87.69 |
0.618 |
85.89 |
HIGH |
82.97 |
0.618 |
81.17 |
0.500 |
80.61 |
0.382 |
80.05 |
LOW |
78.25 |
0.618 |
75.33 |
1.000 |
73.53 |
1.618 |
70.61 |
2.618 |
65.89 |
4.250 |
58.19 |
|
|
Fisher Pivots for day following 16-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
80.93 |
81.06 |
PP |
80.77 |
81.02 |
S1 |
80.61 |
80.99 |
|