NYMEX Light Sweet Crude Oil Future March 2015
Trading Metrics calculated at close of trading on 16-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2014 |
16-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
80.63 |
79.06 |
-1.57 |
-1.9% |
86.78 |
High |
80.63 |
82.58 |
1.95 |
2.4% |
87.93 |
Low |
78.27 |
77.89 |
-0.38 |
-0.5% |
81.96 |
Close |
79.49 |
80.76 |
1.27 |
1.6% |
84.24 |
Range |
2.36 |
4.69 |
2.33 |
98.7% |
5.97 |
ATR |
1.97 |
2.16 |
0.19 |
9.9% |
0.00 |
Volume |
50,798 |
49,319 |
-1,479 |
-2.9% |
178,761 |
|
Daily Pivots for day following 16-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.48 |
92.31 |
83.34 |
|
R3 |
89.79 |
87.62 |
82.05 |
|
R2 |
85.10 |
85.10 |
81.62 |
|
R1 |
82.93 |
82.93 |
81.19 |
84.02 |
PP |
80.41 |
80.41 |
80.41 |
80.95 |
S1 |
78.24 |
78.24 |
80.33 |
79.33 |
S2 |
75.72 |
75.72 |
79.90 |
|
S3 |
71.03 |
73.55 |
79.47 |
|
S4 |
66.34 |
68.86 |
78.18 |
|
|
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 |
84.51 |
77.89 |
6.62 |
8.2% |
2.98 |
3.7% |
43% |
False |
True |
42,344 |
10 |
88.45 |
77.89 |
10.56 |
13.1% |
2.54 |
3.1% |
27% |
False |
True |
41,083 |
20 |
91.92 |
77.89 |
14.03 |
17.4% |
2.05 |
2.5% |
20% |
False |
True |
34,296 |
40 |
93.80 |
77.89 |
15.91 |
19.7% |
1.64 |
2.0% |
18% |
False |
True |
24,946 |
60 |
97.98 |
77.89 |
20.09 |
24.9% |
1.42 |
1.8% |
14% |
False |
True |
20,030 |
80 |
100.52 |
77.89 |
22.63 |
28.0% |
1.29 |
1.6% |
13% |
False |
True |
17,142 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.51 |
2.618 |
94.86 |
1.618 |
90.17 |
1.000 |
87.27 |
0.618 |
85.48 |
HIGH |
82.58 |
0.618 |
80.79 |
0.500 |
80.24 |
0.382 |
79.68 |
LOW |
77.89 |
0.618 |
74.99 |
1.000 |
73.20 |
1.618 |
70.30 |
2.618 |
65.61 |
4.250 |
57.96 |
|
|
Fisher Pivots for day following 16-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
80.59 |
80.75 |
PP |
80.41 |
80.74 |
S1 |
80.24 |
80.73 |
|