NYMEX Light Sweet Crude Oil Future February 2015
Trading Metrics calculated at close of trading on 22-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2014 |
22-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
80.81 |
81.88 |
1.07 |
1.3% |
84.04 |
High |
82.17 |
82.12 |
-0.05 |
-0.1% |
84.34 |
Low |
80.60 |
79.60 |
-1.00 |
-1.2% |
78.25 |
Close |
81.47 |
79.81 |
-1.66 |
-2.0% |
81.21 |
Range |
1.57 |
2.52 |
0.95 |
60.5% |
6.09 |
ATR |
2.14 |
2.17 |
0.03 |
1.3% |
0.00 |
Volume |
23,292 |
27,671 |
4,379 |
18.8% |
159,287 |
|
Daily Pivots for day following 22-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.07 |
86.46 |
81.20 |
|
R3 |
85.55 |
83.94 |
80.50 |
|
R2 |
83.03 |
83.03 |
80.27 |
|
R1 |
81.42 |
81.42 |
80.04 |
80.97 |
PP |
80.51 |
80.51 |
80.51 |
80.28 |
S1 |
78.90 |
78.90 |
79.58 |
78.45 |
S2 |
77.99 |
77.99 |
79.35 |
|
S3 |
75.47 |
76.38 |
79.12 |
|
S4 |
72.95 |
73.86 |
78.42 |
|
|
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 |
82.97 |
78.25 |
4.72 |
5.9% |
2.54 |
3.2% |
33% |
False |
False |
29,126 |
10 |
86.32 |
78.25 |
8.07 |
10.1% |
2.64 |
3.3% |
19% |
False |
False |
29,081 |
20 |
92.47 |
78.25 |
14.22 |
17.8% |
2.27 |
2.8% |
11% |
False |
False |
26,833 |
40 |
93.83 |
78.25 |
15.58 |
19.5% |
1.84 |
2.3% |
10% |
False |
False |
20,310 |
60 |
97.42 |
78.25 |
19.17 |
24.0% |
1.58 |
2.0% |
8% |
False |
False |
15,726 |
80 |
101.11 |
78.25 |
22.86 |
28.6% |
1.42 |
1.8% |
7% |
False |
False |
13,099 |
100 |
101.33 |
78.25 |
23.08 |
28.9% |
1.27 |
1.6% |
7% |
False |
False |
11,101 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.83 |
2.618 |
88.72 |
1.618 |
86.20 |
1.000 |
84.64 |
0.618 |
83.68 |
HIGH |
82.12 |
0.618 |
81.16 |
0.500 |
80.86 |
0.382 |
80.56 |
LOW |
79.60 |
0.618 |
78.04 |
1.000 |
77.08 |
1.618 |
75.52 |
2.618 |
73.00 |
4.250 |
68.89 |
|
|
Fisher Pivots for day following 22-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
80.86 |
80.89 |
PP |
80.51 |
80.53 |
S1 |
80.16 |
80.17 |
|