NYMEX Light Sweet Crude Oil Future April 2015
Trading Metrics calculated at close of trading on 09-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2014 |
09-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
86.12 |
85.79 |
-0.33 |
-0.4% |
90.39 |
High |
86.22 |
85.79 |
-0.43 |
-0.5% |
91.36 |
Low |
84.65 |
82.51 |
-2.14 |
-2.5% |
85.62 |
Close |
85.42 |
84.04 |
-1.38 |
-1.6% |
86.34 |
Range |
1.57 |
3.28 |
1.71 |
108.9% |
5.74 |
ATR |
1.45 |
1.58 |
0.13 |
9.0% |
0.00 |
Volume |
12,899 |
13,494 |
595 |
4.6% |
58,676 |
|
Daily Pivots for day following 09-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.95 |
92.28 |
85.84 |
|
R3 |
90.67 |
89.00 |
84.94 |
|
R2 |
87.39 |
87.39 |
84.64 |
|
R1 |
85.72 |
85.72 |
84.34 |
84.92 |
PP |
84.11 |
84.11 |
84.11 |
83.71 |
S1 |
82.44 |
82.44 |
83.74 |
81.64 |
S2 |
80.83 |
80.83 |
83.44 |
|
S3 |
77.55 |
79.16 |
83.14 |
|
S4 |
74.27 |
75.88 |
82.24 |
|
|
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 |
87.98 |
82.51 |
5.47 |
6.5% |
1.96 |
2.3% |
28% |
False |
True |
11,521 |
10 |
91.36 |
82.51 |
8.85 |
10.5% |
1.91 |
2.3% |
17% |
False |
True |
11,102 |
20 |
92.17 |
82.51 |
9.66 |
11.5% |
1.55 |
1.8% |
16% |
False |
True |
8,335 |
40 |
94.52 |
82.51 |
12.01 |
14.3% |
1.28 |
1.5% |
13% |
False |
True |
5,974 |
60 |
97.35 |
82.51 |
14.84 |
17.7% |
1.12 |
1.3% |
10% |
False |
True |
4,951 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.73 |
2.618 |
94.38 |
1.618 |
91.10 |
1.000 |
89.07 |
0.618 |
87.82 |
HIGH |
85.79 |
0.618 |
84.54 |
0.500 |
84.15 |
0.382 |
83.76 |
LOW |
82.51 |
0.618 |
80.48 |
1.000 |
79.23 |
1.618 |
77.20 |
2.618 |
73.92 |
4.250 |
68.57 |
|
|
Fisher Pivots for day following 09-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
84.15 |
84.91 |
PP |
84.11 |
84.62 |
S1 |
84.08 |
84.33 |
|