NYMEX Light Sweet Crude Oil Future February 2015
Trading Metrics calculated at close of trading on 24-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2014 |
24-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
79.69 |
81.21 |
1.52 |
1.9% |
81.63 |
High |
81.64 |
81.27 |
-0.37 |
-0.5% |
82.17 |
Low |
79.35 |
79.99 |
0.64 |
0.8% |
79.35 |
Close |
81.46 |
80.64 |
-0.82 |
-1.0% |
80.64 |
Range |
2.29 |
1.28 |
-1.01 |
-44.1% |
2.82 |
ATR |
2.18 |
2.13 |
-0.05 |
-2.3% |
0.00 |
Volume |
30,566 |
27,600 |
-2,966 |
-9.7% |
133,157 |
|
Daily Pivots for day following 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.47 |
83.84 |
81.34 |
|
R3 |
83.19 |
82.56 |
80.99 |
|
R2 |
81.91 |
81.91 |
80.87 |
|
R1 |
81.28 |
81.28 |
80.76 |
80.96 |
PP |
80.63 |
80.63 |
80.63 |
80.47 |
S1 |
80.00 |
80.00 |
80.52 |
79.68 |
S2 |
79.35 |
79.35 |
80.41 |
|
S3 |
78.07 |
78.72 |
80.29 |
|
S4 |
76.79 |
77.44 |
79.94 |
|
|
Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.18 |
87.73 |
82.19 |
|
R3 |
86.36 |
84.91 |
81.42 |
|
R2 |
83.54 |
83.54 |
81.16 |
|
R1 |
82.09 |
82.09 |
80.90 |
81.41 |
PP |
80.72 |
80.72 |
80.72 |
80.38 |
S1 |
79.27 |
79.27 |
80.38 |
78.59 |
S2 |
77.90 |
77.90 |
80.12 |
|
S3 |
75.08 |
76.45 |
79.86 |
|
S4 |
72.26 |
73.63 |
79.09 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
82.17 |
79.35 |
2.82 |
3.5% |
1.92 |
2.4% |
46% |
False |
False |
26,631 |
10 |
84.34 |
78.25 |
6.09 |
7.6% |
2.38 |
3.0% |
39% |
False |
False |
29,244 |
20 |
92.47 |
78.25 |
14.22 |
17.6% |
2.34 |
2.9% |
17% |
False |
False |
27,804 |
40 |
93.83 |
78.25 |
15.58 |
19.3% |
1.90 |
2.4% |
15% |
False |
False |
21,374 |
60 |
95.94 |
78.25 |
17.69 |
21.9% |
1.60 |
2.0% |
14% |
False |
False |
16,548 |
80 |
99.89 |
78.25 |
21.64 |
26.8% |
1.44 |
1.8% |
11% |
False |
False |
13,752 |
100 |
101.33 |
78.25 |
23.08 |
28.6% |
1.30 |
1.6% |
10% |
False |
False |
11,656 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.71 |
2.618 |
84.62 |
1.618 |
83.34 |
1.000 |
82.55 |
0.618 |
82.06 |
HIGH |
81.27 |
0.618 |
80.78 |
0.500 |
80.63 |
0.382 |
80.48 |
LOW |
79.99 |
0.618 |
79.20 |
1.000 |
78.71 |
1.618 |
77.92 |
2.618 |
76.64 |
4.250 |
74.55 |
|
|
Fisher Pivots for day following 24-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
80.64 |
80.74 |
PP |
80.63 |
80.70 |
S1 |
80.63 |
80.67 |
|