NYMEX Light Sweet Crude Oil Future March 2015
Trading Metrics calculated at close of trading on 14-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2014 |
14-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
83.90 |
83.15 |
-0.75 |
-0.9% |
86.78 |
High |
84.10 |
83.57 |
-0.53 |
-0.6% |
87.93 |
Low |
82.64 |
79.71 |
-2.93 |
-3.5% |
81.96 |
Close |
84.01 |
80.16 |
-3.85 |
-4.6% |
84.24 |
Range |
1.46 |
3.86 |
2.40 |
164.4% |
5.97 |
ATR |
1.76 |
1.94 |
0.18 |
10.3% |
0.00 |
Volume |
41,961 |
31,811 |
-10,150 |
-24.2% |
178,761 |
|
Daily Pivots for day following 14-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.73 |
90.30 |
82.28 |
|
R3 |
88.87 |
86.44 |
81.22 |
|
R2 |
85.01 |
85.01 |
80.87 |
|
R1 |
82.58 |
82.58 |
80.51 |
81.87 |
PP |
81.15 |
81.15 |
81.15 |
80.79 |
S1 |
78.72 |
78.72 |
79.81 |
78.01 |
S2 |
77.29 |
77.29 |
79.45 |
|
S3 |
73.43 |
74.86 |
79.10 |
|
S4 |
69.57 |
71.00 |
78.04 |
|
|
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 |
86.49 |
79.71 |
6.78 |
8.5% |
2.60 |
3.2% |
7% |
False |
True |
38,982 |
10 |
90.26 |
79.71 |
10.55 |
13.2% |
2.30 |
2.9% |
4% |
False |
True |
39,376 |
20 |
92.27 |
79.71 |
12.56 |
15.7% |
1.82 |
2.3% |
4% |
False |
True |
31,056 |
40 |
93.80 |
79.71 |
14.09 |
17.6% |
1.50 |
1.9% |
3% |
False |
True |
22,949 |
60 |
98.02 |
79.71 |
18.31 |
22.8% |
1.34 |
1.7% |
2% |
False |
True |
18,685 |
80 |
100.52 |
79.71 |
20.81 |
26.0% |
1.22 |
1.5% |
2% |
False |
True |
16,002 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.98 |
2.618 |
93.68 |
1.618 |
89.82 |
1.000 |
87.43 |
0.618 |
85.96 |
HIGH |
83.57 |
0.618 |
82.10 |
0.500 |
81.64 |
0.382 |
81.18 |
LOW |
79.71 |
0.618 |
77.32 |
1.000 |
75.85 |
1.618 |
73.46 |
2.618 |
69.60 |
4.250 |
63.31 |
|
|
Fisher Pivots for day following 14-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
81.64 |
82.11 |
PP |
81.15 |
81.46 |
S1 |
80.65 |
80.81 |
|