NYMEX Light Sweet Crude Oil Future March 2015
| Trading Metrics calculated at close of trading on 10-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2014 |
10-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
86.05 |
82.87 |
-3.18 |
-3.7% |
86.78 |
| High |
86.05 |
84.51 |
-1.54 |
-1.8% |
87.93 |
| Low |
82.50 |
81.96 |
-0.54 |
-0.7% |
81.96 |
| Close |
84.23 |
84.24 |
0.01 |
0.0% |
84.24 |
| Range |
3.55 |
2.55 |
-1.00 |
-28.2% |
5.97 |
| ATR |
1.71 |
1.77 |
0.06 |
3.5% |
0.00 |
| Volume |
42,897 |
37,832 |
-5,065 |
-11.8% |
178,761 |
|
| Daily Pivots for day following 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.22 |
90.28 |
85.64 |
|
| R3 |
88.67 |
87.73 |
84.94 |
|
| R2 |
86.12 |
86.12 |
84.71 |
|
| R1 |
85.18 |
85.18 |
84.47 |
85.65 |
| PP |
83.57 |
83.57 |
83.57 |
83.81 |
| S1 |
82.63 |
82.63 |
84.01 |
83.10 |
| S2 |
81.02 |
81.02 |
83.77 |
|
| S3 |
78.47 |
80.08 |
83.54 |
|
| S4 |
75.92 |
77.53 |
82.84 |
|
|
| Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.62 |
99.40 |
87.52 |
|
| R3 |
96.65 |
93.43 |
85.88 |
|
| R2 |
90.68 |
90.68 |
85.33 |
|
| R1 |
87.46 |
87.46 |
84.79 |
86.09 |
| PP |
84.71 |
84.71 |
84.71 |
84.02 |
| S1 |
81.49 |
81.49 |
83.69 |
80.12 |
| S2 |
78.74 |
78.74 |
83.15 |
|
| S3 |
72.77 |
75.52 |
82.60 |
|
| S4 |
66.80 |
69.55 |
80.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
87.93 |
81.96 |
5.97 |
7.1% |
2.18 |
2.6% |
38% |
False |
True |
35,752 |
| 10 |
91.92 |
81.96 |
9.96 |
11.8% |
2.20 |
2.6% |
23% |
False |
True |
36,810 |
| 20 |
92.32 |
81.96 |
10.36 |
12.3% |
1.73 |
2.1% |
22% |
False |
True |
29,254 |
| 40 |
93.80 |
81.96 |
11.84 |
14.1% |
1.42 |
1.7% |
19% |
False |
True |
21,668 |
| 60 |
98.02 |
81.96 |
16.06 |
19.1% |
1.29 |
1.5% |
14% |
False |
True |
18,016 |
| 80 |
100.52 |
81.96 |
18.56 |
22.0% |
1.17 |
1.4% |
12% |
False |
True |
15,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.35 |
|
2.618 |
91.19 |
|
1.618 |
88.64 |
|
1.000 |
87.06 |
|
0.618 |
86.09 |
|
HIGH |
84.51 |
|
0.618 |
83.54 |
|
0.500 |
83.24 |
|
0.382 |
82.93 |
|
LOW |
81.96 |
|
0.618 |
80.38 |
|
1.000 |
79.41 |
|
1.618 |
77.83 |
|
2.618 |
75.28 |
|
4.250 |
71.12 |
|
|
| Fisher Pivots for day following 10-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
83.91 |
84.24 |
| PP |
83.57 |
84.23 |
| S1 |
83.24 |
84.23 |
|