NYMEX Light Sweet Crude Oil Future February 2015
Trading Metrics calculated at close of trading on 17-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2014 |
17-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
79.42 |
81.40 |
1.98 |
2.5% |
84.04 |
High |
82.97 |
82.87 |
-0.10 |
-0.1% |
84.34 |
Low |
78.25 |
80.93 |
2.68 |
3.4% |
78.25 |
Close |
81.09 |
81.21 |
0.12 |
0.1% |
81.21 |
Range |
4.72 |
1.94 |
-2.78 |
-58.9% |
6.09 |
ATR |
2.22 |
2.20 |
-0.02 |
-0.9% |
0.00 |
Volume |
38,398 |
32,243 |
-6,155 |
-16.0% |
159,287 |
|
Daily Pivots for day following 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.49 |
86.29 |
82.28 |
|
R3 |
85.55 |
84.35 |
81.74 |
|
R2 |
83.61 |
83.61 |
81.57 |
|
R1 |
82.41 |
82.41 |
81.39 |
82.04 |
PP |
81.67 |
81.67 |
81.67 |
81.49 |
S1 |
80.47 |
80.47 |
81.03 |
80.10 |
S2 |
79.73 |
79.73 |
80.85 |
|
S3 |
77.79 |
78.53 |
80.68 |
|
S4 |
75.85 |
76.59 |
80.14 |
|
|
Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.54 |
96.46 |
84.56 |
|
R3 |
93.45 |
90.37 |
82.88 |
|
R2 |
87.36 |
87.36 |
82.33 |
|
R1 |
84.28 |
84.28 |
81.77 |
82.78 |
PP |
81.27 |
81.27 |
81.27 |
80.51 |
S1 |
78.19 |
78.19 |
80.65 |
76.69 |
S2 |
75.18 |
75.18 |
80.09 |
|
S3 |
69.09 |
72.10 |
79.54 |
|
S4 |
63.00 |
66.01 |
77.86 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
84.34 |
78.25 |
6.09 |
7.5% |
2.84 |
3.5% |
49% |
False |
False |
31,857 |
10 |
88.34 |
78.25 |
10.09 |
12.4% |
2.54 |
3.1% |
29% |
False |
False |
28,746 |
20 |
92.47 |
78.25 |
14.22 |
17.5% |
2.18 |
2.7% |
21% |
False |
False |
25,039 |
40 |
93.83 |
78.25 |
15.58 |
19.2% |
1.75 |
2.2% |
19% |
False |
False |
19,082 |
60 |
98.21 |
78.25 |
19.96 |
24.6% |
1.53 |
1.9% |
15% |
False |
False |
14,781 |
80 |
101.17 |
78.25 |
22.92 |
28.2% |
1.37 |
1.7% |
13% |
False |
False |
12,313 |
100 |
101.33 |
78.25 |
23.08 |
28.4% |
1.22 |
1.5% |
13% |
False |
False |
10,389 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.12 |
2.618 |
87.95 |
1.618 |
86.01 |
1.000 |
84.81 |
0.618 |
84.07 |
HIGH |
82.87 |
0.618 |
82.13 |
0.500 |
81.90 |
0.382 |
81.67 |
LOW |
80.93 |
0.618 |
79.73 |
1.000 |
78.99 |
1.618 |
77.79 |
2.618 |
75.85 |
4.250 |
72.69 |
|
|
Fisher Pivots for day following 17-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
81.90 |
81.01 |
PP |
81.67 |
80.81 |
S1 |
81.44 |
80.61 |
|