NYMEX Light Sweet Crude Oil Future March 2015
Trading Metrics calculated at close of trading on 09-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2014 |
09-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
86.41 |
86.05 |
-0.36 |
-0.4% |
90.80 |
High |
86.49 |
86.05 |
-0.44 |
-0.5% |
91.92 |
Low |
84.89 |
82.50 |
-2.39 |
-2.8% |
85.95 |
Close |
85.66 |
84.23 |
-1.43 |
-1.7% |
86.78 |
Range |
1.60 |
3.55 |
1.95 |
121.9% |
5.97 |
ATR |
1.57 |
1.71 |
0.14 |
9.0% |
0.00 |
Volume |
40,413 |
42,897 |
2,484 |
6.1% |
189,341 |
|
Daily Pivots for day following 09-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.91 |
93.12 |
86.18 |
|
R3 |
91.36 |
89.57 |
85.21 |
|
R2 |
87.81 |
87.81 |
84.88 |
|
R1 |
86.02 |
86.02 |
84.56 |
85.14 |
PP |
84.26 |
84.26 |
84.26 |
83.82 |
S1 |
82.47 |
82.47 |
83.90 |
81.59 |
S2 |
80.71 |
80.71 |
83.58 |
|
S3 |
77.16 |
78.92 |
83.25 |
|
S4 |
73.61 |
75.37 |
82.28 |
|
|
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 |
82.50 |
5.95 |
7.1% |
2.09 |
2.5% |
29% |
False |
True |
39,823 |
10 |
91.92 |
82.50 |
9.42 |
11.2% |
2.04 |
2.4% |
18% |
False |
True |
35,815 |
20 |
92.32 |
82.50 |
9.82 |
11.7% |
1.66 |
2.0% |
18% |
False |
True |
28,856 |
40 |
94.90 |
82.50 |
12.40 |
14.7% |
1.42 |
1.7% |
14% |
False |
True |
20,954 |
60 |
98.02 |
82.50 |
15.52 |
18.4% |
1.26 |
1.5% |
11% |
False |
True |
17,515 |
80 |
100.52 |
82.50 |
18.02 |
21.4% |
1.14 |
1.4% |
10% |
False |
True |
14,924 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.14 |
2.618 |
95.34 |
1.618 |
91.79 |
1.000 |
89.60 |
0.618 |
88.24 |
HIGH |
86.05 |
0.618 |
84.69 |
0.500 |
84.28 |
0.382 |
83.86 |
LOW |
82.50 |
0.618 |
80.31 |
1.000 |
78.95 |
1.618 |
76.76 |
2.618 |
73.21 |
4.250 |
67.41 |
|
|
Fisher Pivots for day following 09-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
84.28 |
85.15 |
PP |
84.26 |
84.84 |
S1 |
84.25 |
84.54 |
|