NYMEX Light Sweet Crude Oil Future April 2015
Trading Metrics calculated at close of trading on 07-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2014 |
07-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
86.60 |
87.17 |
0.57 |
0.7% |
90.39 |
High |
87.50 |
87.30 |
-0.20 |
-0.2% |
91.36 |
Low |
85.77 |
86.10 |
0.33 |
0.4% |
85.62 |
Close |
87.24 |
86.40 |
-0.84 |
-1.0% |
86.34 |
Range |
1.73 |
1.20 |
-0.53 |
-30.6% |
5.74 |
ATR |
1.45 |
1.43 |
-0.02 |
-1.2% |
0.00 |
Volume |
7,371 |
7,842 |
471 |
6.4% |
58,676 |
|
Daily Pivots for day following 07-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.20 |
89.50 |
87.06 |
|
R3 |
89.00 |
88.30 |
86.73 |
|
R2 |
87.80 |
87.80 |
86.62 |
|
R1 |
87.10 |
87.10 |
86.51 |
86.85 |
PP |
86.60 |
86.60 |
86.60 |
86.48 |
S1 |
85.90 |
85.90 |
86.29 |
85.65 |
S2 |
85.40 |
85.40 |
86.18 |
|
S3 |
84.20 |
84.70 |
86.07 |
|
S4 |
83.00 |
83.50 |
85.74 |
|
|
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 |
89.72 |
85.62 |
4.10 |
4.7% |
1.86 |
2.2% |
19% |
False |
False |
11,665 |
10 |
91.36 |
85.62 |
5.74 |
6.6% |
1.68 |
1.9% |
14% |
False |
False |
10,116 |
20 |
92.17 |
85.62 |
6.55 |
7.6% |
1.48 |
1.7% |
12% |
False |
False |
7,653 |
40 |
94.76 |
85.62 |
9.14 |
10.6% |
1.20 |
1.4% |
9% |
False |
False |
5,428 |
60 |
97.35 |
85.62 |
11.73 |
13.6% |
1.06 |
1.2% |
7% |
False |
False |
4,637 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.40 |
2.618 |
90.44 |
1.618 |
89.24 |
1.000 |
88.50 |
0.618 |
88.04 |
HIGH |
87.30 |
0.618 |
86.84 |
0.500 |
86.70 |
0.382 |
86.56 |
LOW |
86.10 |
0.618 |
85.36 |
1.000 |
84.90 |
1.618 |
84.16 |
2.618 |
82.96 |
4.250 |
81.00 |
|
|
Fisher Pivots for day following 07-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
86.70 |
86.88 |
PP |
86.60 |
86.72 |
S1 |
86.50 |
86.56 |
|