NYMEX Light Sweet Crude Oil Future April 2015
Trading Metrics calculated at close of trading on 06-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2014 |
06-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
87.85 |
86.60 |
-1.25 |
-1.4% |
90.39 |
High |
87.98 |
87.50 |
-0.48 |
-0.5% |
91.36 |
Low |
85.95 |
85.77 |
-0.18 |
-0.2% |
85.62 |
Close |
86.34 |
87.24 |
0.90 |
1.0% |
86.34 |
Range |
2.03 |
1.73 |
-0.30 |
-14.8% |
5.74 |
ATR |
1.43 |
1.45 |
0.02 |
1.5% |
0.00 |
Volume |
16,001 |
7,371 |
-8,630 |
-53.9% |
58,676 |
|
Daily Pivots for day following 06-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.03 |
91.36 |
88.19 |
|
R3 |
90.30 |
89.63 |
87.72 |
|
R2 |
88.57 |
88.57 |
87.56 |
|
R1 |
87.90 |
87.90 |
87.40 |
88.24 |
PP |
86.84 |
86.84 |
86.84 |
87.00 |
S1 |
86.17 |
86.17 |
87.08 |
86.51 |
S2 |
85.11 |
85.11 |
86.92 |
|
S3 |
83.38 |
84.44 |
86.76 |
|
S4 |
81.65 |
82.71 |
86.29 |
|
|
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% |
2.22 |
2.5% |
28% |
False |
False |
11,730 |
10 |
91.36 |
85.62 |
5.74 |
6.6% |
1.64 |
1.9% |
28% |
False |
False |
9,852 |
20 |
92.17 |
85.62 |
6.55 |
7.5% |
1.46 |
1.7% |
25% |
False |
False |
7,456 |
40 |
94.76 |
85.62 |
9.14 |
10.5% |
1.18 |
1.3% |
18% |
False |
False |
5,340 |
60 |
97.35 |
85.62 |
11.73 |
13.4% |
1.06 |
1.2% |
14% |
False |
False |
4,548 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.85 |
2.618 |
92.03 |
1.618 |
90.30 |
1.000 |
89.23 |
0.618 |
88.57 |
HIGH |
87.50 |
0.618 |
86.84 |
0.500 |
86.64 |
0.382 |
86.43 |
LOW |
85.77 |
0.618 |
84.70 |
1.000 |
84.04 |
1.618 |
82.97 |
2.618 |
81.24 |
4.250 |
78.42 |
|
|
Fisher Pivots for day following 06-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
87.04 |
87.10 |
PP |
86.84 |
86.95 |
S1 |
86.64 |
86.81 |
|