NYMEX Light Sweet Crude Oil Future February 2015
Trading Metrics calculated at close of trading on 20-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2014 |
20-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
81.40 |
81.63 |
0.23 |
0.3% |
84.04 |
High |
82.87 |
81.79 |
-1.08 |
-1.3% |
84.34 |
Low |
80.93 |
79.85 |
-1.08 |
-1.3% |
78.25 |
Close |
81.21 |
80.90 |
-0.31 |
-0.4% |
81.21 |
Range |
1.94 |
1.94 |
0.00 |
0.0% |
6.09 |
ATR |
2.20 |
2.19 |
-0.02 |
-0.9% |
0.00 |
Volume |
32,243 |
24,028 |
-8,215 |
-25.5% |
159,287 |
|
Daily Pivots for day following 20-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.67 |
85.72 |
81.97 |
|
R3 |
84.73 |
83.78 |
81.43 |
|
R2 |
82.79 |
82.79 |
81.26 |
|
R1 |
81.84 |
81.84 |
81.08 |
81.35 |
PP |
80.85 |
80.85 |
80.85 |
80.60 |
S1 |
79.90 |
79.90 |
80.72 |
79.41 |
S2 |
78.91 |
78.91 |
80.54 |
|
S3 |
76.97 |
77.96 |
80.37 |
|
S4 |
75.03 |
76.02 |
79.83 |
|
|
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 |
83.73 |
78.25 |
5.48 |
6.8% |
2.92 |
3.6% |
48% |
False |
False |
31,329 |
10 |
88.23 |
78.25 |
9.98 |
12.3% |
2.56 |
3.2% |
27% |
False |
False |
28,815 |
20 |
92.47 |
78.25 |
14.22 |
17.6% |
2.20 |
2.7% |
19% |
False |
False |
25,704 |
40 |
93.83 |
78.25 |
15.58 |
19.3% |
1.78 |
2.2% |
17% |
False |
False |
19,407 |
60 |
98.12 |
78.25 |
19.87 |
24.6% |
1.55 |
1.9% |
13% |
False |
False |
15,108 |
80 |
101.11 |
78.25 |
22.86 |
28.3% |
1.39 |
1.7% |
12% |
False |
False |
12,557 |
100 |
101.33 |
78.25 |
23.08 |
28.5% |
1.24 |
1.5% |
11% |
False |
False |
10,610 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.04 |
2.618 |
86.87 |
1.618 |
84.93 |
1.000 |
83.73 |
0.618 |
82.99 |
HIGH |
81.79 |
0.618 |
81.05 |
0.500 |
80.82 |
0.382 |
80.59 |
LOW |
79.85 |
0.618 |
78.65 |
1.000 |
77.91 |
1.618 |
76.71 |
2.618 |
74.77 |
4.250 |
71.61 |
|
|
Fisher Pivots for day following 20-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
80.87 |
80.80 |
PP |
80.85 |
80.71 |
S1 |
80.82 |
80.61 |
|