NYMEX Light Sweet Crude Oil Future April 2015
Trading Metrics calculated at close of trading on 03-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2014 |
03-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
87.99 |
87.85 |
-0.14 |
-0.2% |
90.39 |
High |
88.00 |
87.98 |
-0.02 |
0.0% |
91.36 |
Low |
85.62 |
85.95 |
0.33 |
0.4% |
85.62 |
Close |
87.56 |
86.34 |
-1.22 |
-1.4% |
86.34 |
Range |
2.38 |
2.03 |
-0.35 |
-14.7% |
5.74 |
ATR |
1.38 |
1.43 |
0.05 |
3.4% |
0.00 |
Volume |
16,016 |
16,001 |
-15 |
-0.1% |
58,676 |
|
Daily Pivots for day following 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.85 |
91.62 |
87.46 |
|
R3 |
90.82 |
89.59 |
86.90 |
|
R2 |
88.79 |
88.79 |
86.71 |
|
R1 |
87.56 |
87.56 |
86.53 |
87.16 |
PP |
86.76 |
86.76 |
86.76 |
86.56 |
S1 |
85.53 |
85.53 |
86.15 |
85.13 |
S2 |
84.73 |
84.73 |
85.97 |
|
S3 |
82.70 |
83.50 |
85.78 |
|
S4 |
80.67 |
81.47 |
85.22 |
|
|
Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.99 |
101.41 |
89.50 |
|
R3 |
99.25 |
95.67 |
87.92 |
|
R2 |
93.51 |
93.51 |
87.39 |
|
R1 |
89.93 |
89.93 |
86.87 |
88.85 |
PP |
87.77 |
87.77 |
87.77 |
87.24 |
S1 |
84.19 |
84.19 |
85.81 |
83.11 |
S2 |
82.03 |
82.03 |
85.29 |
|
S3 |
76.29 |
78.45 |
84.76 |
|
S4 |
70.55 |
72.71 |
83.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
91.36 |
85.62 |
5.74 |
6.6% |
2.09 |
2.4% |
13% |
False |
False |
11,735 |
10 |
91.36 |
85.62 |
5.74 |
6.6% |
1.58 |
1.8% |
13% |
False |
False |
9,437 |
20 |
92.17 |
85.62 |
6.55 |
7.6% |
1.40 |
1.6% |
11% |
False |
False |
7,231 |
40 |
95.01 |
85.62 |
9.39 |
10.9% |
1.15 |
1.3% |
8% |
False |
False |
5,285 |
60 |
97.49 |
85.62 |
11.87 |
13.7% |
1.05 |
1.2% |
6% |
False |
False |
4,459 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.61 |
2.618 |
93.29 |
1.618 |
91.26 |
1.000 |
90.01 |
0.618 |
89.23 |
HIGH |
87.98 |
0.618 |
87.20 |
0.500 |
86.97 |
0.382 |
86.73 |
LOW |
85.95 |
0.618 |
84.70 |
1.000 |
83.92 |
1.618 |
82.67 |
2.618 |
80.64 |
4.250 |
77.32 |
|
|
Fisher Pivots for day following 03-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
86.97 |
87.67 |
PP |
86.76 |
87.23 |
S1 |
86.55 |
86.78 |
|