NYMEX Light Sweet Crude Oil Future March 2015
Trading Metrics calculated at close of trading on 08-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2014 |
08-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
87.79 |
86.41 |
-1.38 |
-1.6% |
90.80 |
High |
87.79 |
86.49 |
-1.30 |
-1.5% |
91.92 |
Low |
86.36 |
84.89 |
-1.47 |
-1.7% |
85.95 |
Close |
86.73 |
85.66 |
-1.07 |
-1.2% |
86.78 |
Range |
1.43 |
1.60 |
0.17 |
11.9% |
5.97 |
ATR |
1.55 |
1.57 |
0.02 |
1.4% |
0.00 |
Volume |
26,343 |
40,413 |
14,070 |
53.4% |
189,341 |
|
Daily Pivots for day following 08-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.48 |
89.67 |
86.54 |
|
R3 |
88.88 |
88.07 |
86.10 |
|
R2 |
87.28 |
87.28 |
85.95 |
|
R1 |
86.47 |
86.47 |
85.81 |
86.08 |
PP |
85.68 |
85.68 |
85.68 |
85.48 |
S1 |
84.87 |
84.87 |
85.51 |
84.48 |
S2 |
84.08 |
84.08 |
85.37 |
|
S3 |
82.48 |
83.27 |
85.22 |
|
S4 |
80.88 |
81.67 |
84.78 |
|
|
Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.13 |
102.42 |
90.06 |
|
R3 |
100.16 |
96.45 |
88.42 |
|
R2 |
94.19 |
94.19 |
87.87 |
|
R1 |
90.48 |
90.48 |
87.33 |
89.35 |
PP |
88.22 |
88.22 |
88.22 |
87.65 |
S1 |
84.51 |
84.51 |
86.23 |
83.38 |
S2 |
82.25 |
82.25 |
85.69 |
|
S3 |
76.28 |
78.54 |
85.14 |
|
S4 |
70.31 |
72.57 |
83.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
88.45 |
84.89 |
3.56 |
4.2% |
1.87 |
2.2% |
22% |
False |
True |
39,721 |
10 |
91.92 |
84.89 |
7.03 |
8.2% |
1.81 |
2.1% |
11% |
False |
True |
35,693 |
20 |
92.32 |
84.89 |
7.43 |
8.7% |
1.59 |
1.9% |
10% |
False |
True |
28,084 |
40 |
95.10 |
84.89 |
10.21 |
11.9% |
1.36 |
1.6% |
8% |
False |
True |
20,133 |
60 |
98.02 |
84.89 |
13.13 |
15.3% |
1.21 |
1.4% |
6% |
False |
True |
16,954 |
80 |
100.52 |
84.89 |
15.63 |
18.2% |
1.11 |
1.3% |
5% |
False |
True |
14,505 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.29 |
2.618 |
90.68 |
1.618 |
89.08 |
1.000 |
88.09 |
0.618 |
87.48 |
HIGH |
86.49 |
0.618 |
85.88 |
0.500 |
85.69 |
0.382 |
85.50 |
LOW |
84.89 |
0.618 |
83.90 |
1.000 |
83.29 |
1.618 |
82.30 |
2.618 |
80.70 |
4.250 |
78.09 |
|
|
Fisher Pivots for day following 08-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
85.69 |
86.41 |
PP |
85.68 |
86.16 |
S1 |
85.67 |
85.91 |
|