NYMEX Light Sweet Crude Oil Future February 2015
Trading Metrics calculated at close of trading on 23-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2014 |
23-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
81.88 |
79.69 |
-2.19 |
-2.7% |
84.04 |
High |
82.12 |
81.64 |
-0.48 |
-0.6% |
84.34 |
Low |
79.60 |
79.35 |
-0.25 |
-0.3% |
78.25 |
Close |
79.81 |
81.46 |
1.65 |
2.1% |
81.21 |
Range |
2.52 |
2.29 |
-0.23 |
-9.1% |
6.09 |
ATR |
2.17 |
2.18 |
0.01 |
0.4% |
0.00 |
Volume |
27,671 |
30,566 |
2,895 |
10.5% |
159,287 |
|
Daily Pivots for day following 23-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.69 |
86.86 |
82.72 |
|
R3 |
85.40 |
84.57 |
82.09 |
|
R2 |
83.11 |
83.11 |
81.88 |
|
R1 |
82.28 |
82.28 |
81.67 |
82.70 |
PP |
80.82 |
80.82 |
80.82 |
81.02 |
S1 |
79.99 |
79.99 |
81.25 |
80.41 |
S2 |
78.53 |
78.53 |
81.04 |
|
S3 |
76.24 |
77.70 |
80.83 |
|
S4 |
73.95 |
75.41 |
80.20 |
|
|
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 |
82.87 |
79.35 |
3.52 |
4.3% |
2.05 |
2.5% |
60% |
False |
True |
27,560 |
10 |
84.75 |
78.25 |
6.50 |
8.0% |
2.52 |
3.1% |
49% |
False |
False |
29,097 |
20 |
92.47 |
78.25 |
14.22 |
17.5% |
2.32 |
2.9% |
23% |
False |
False |
27,288 |
40 |
93.83 |
78.25 |
15.58 |
19.1% |
1.88 |
2.3% |
21% |
False |
False |
20,834 |
60 |
96.27 |
78.25 |
18.02 |
22.1% |
1.60 |
2.0% |
18% |
False |
False |
16,162 |
80 |
100.76 |
78.25 |
22.51 |
27.6% |
1.44 |
1.8% |
14% |
False |
False |
13,445 |
100 |
101.33 |
78.25 |
23.08 |
28.3% |
1.29 |
1.6% |
14% |
False |
False |
11,396 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.37 |
2.618 |
87.64 |
1.618 |
85.35 |
1.000 |
83.93 |
0.618 |
83.06 |
HIGH |
81.64 |
0.618 |
80.77 |
0.500 |
80.50 |
0.382 |
80.22 |
LOW |
79.35 |
0.618 |
77.93 |
1.000 |
77.06 |
1.618 |
75.64 |
2.618 |
73.35 |
4.250 |
69.62 |
|
|
Fisher Pivots for day following 23-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
81.14 |
81.23 |
PP |
80.82 |
80.99 |
S1 |
80.50 |
80.76 |
|