NYMEX Light Sweet Crude Oil Future March 2015
| Trading Metrics calculated at close of trading on 15-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2014 |
15-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
83.15 |
80.63 |
-2.52 |
-3.0% |
86.78 |
| High |
83.57 |
80.63 |
-2.94 |
-3.5% |
87.93 |
| Low |
79.71 |
78.27 |
-1.44 |
-1.8% |
81.96 |
| Close |
80.16 |
79.49 |
-0.67 |
-0.8% |
84.24 |
| Range |
3.86 |
2.36 |
-1.50 |
-38.9% |
5.97 |
| ATR |
1.94 |
1.97 |
0.03 |
1.6% |
0.00 |
| Volume |
31,811 |
50,798 |
18,987 |
59.7% |
178,761 |
|
| Daily Pivots for day following 15-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.54 |
85.38 |
80.79 |
|
| R3 |
84.18 |
83.02 |
80.14 |
|
| R2 |
81.82 |
81.82 |
79.92 |
|
| R1 |
80.66 |
80.66 |
79.71 |
80.06 |
| PP |
79.46 |
79.46 |
79.46 |
79.17 |
| S1 |
78.30 |
78.30 |
79.27 |
77.70 |
| S2 |
77.10 |
77.10 |
79.06 |
|
| S3 |
74.74 |
75.94 |
78.84 |
|
| S4 |
72.38 |
73.58 |
78.19 |
|
|
| 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 |
86.05 |
78.27 |
7.78 |
9.8% |
2.76 |
3.5% |
16% |
False |
True |
41,059 |
| 10 |
88.45 |
78.27 |
10.18 |
12.8% |
2.31 |
2.9% |
12% |
False |
True |
40,390 |
| 20 |
91.92 |
78.27 |
13.65 |
17.2% |
1.88 |
2.4% |
9% |
False |
True |
32,629 |
| 40 |
93.80 |
78.27 |
15.53 |
19.5% |
1.54 |
1.9% |
8% |
False |
True |
24,000 |
| 60 |
98.01 |
78.27 |
19.74 |
24.8% |
1.36 |
1.7% |
6% |
False |
True |
19,362 |
| 80 |
100.52 |
78.27 |
22.25 |
28.0% |
1.24 |
1.6% |
5% |
False |
True |
16,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.66 |
|
2.618 |
86.81 |
|
1.618 |
84.45 |
|
1.000 |
82.99 |
|
0.618 |
82.09 |
|
HIGH |
80.63 |
|
0.618 |
79.73 |
|
0.500 |
79.45 |
|
0.382 |
79.17 |
|
LOW |
78.27 |
|
0.618 |
76.81 |
|
1.000 |
75.91 |
|
1.618 |
74.45 |
|
2.618 |
72.09 |
|
4.250 |
68.24 |
|
|
| Fisher Pivots for day following 15-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
79.48 |
81.19 |
| PP |
79.46 |
80.62 |
| S1 |
79.45 |
80.06 |
|