NYMEX Light Sweet Crude Oil Future April 2015
| Trading Metrics calculated at close of trading on 13-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2014 |
13-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
82.37 |
83.85 |
1.48 |
1.8% |
86.60 |
| High |
84.25 |
83.90 |
-0.35 |
-0.4% |
87.50 |
| Low |
81.99 |
82.67 |
0.68 |
0.8% |
81.99 |
| Close |
84.03 |
83.81 |
-0.22 |
-0.3% |
84.03 |
| Range |
2.26 |
1.23 |
-1.03 |
-45.6% |
5.51 |
| ATR |
1.63 |
1.61 |
-0.02 |
-1.2% |
0.00 |
| Volume |
13,251 |
11,293 |
-1,958 |
-14.8% |
54,857 |
|
| Daily Pivots for day following 13-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.15 |
86.71 |
84.49 |
|
| R3 |
85.92 |
85.48 |
84.15 |
|
| R2 |
84.69 |
84.69 |
84.04 |
|
| R1 |
84.25 |
84.25 |
83.92 |
83.86 |
| PP |
83.46 |
83.46 |
83.46 |
83.26 |
| S1 |
83.02 |
83.02 |
83.70 |
82.63 |
| S2 |
82.23 |
82.23 |
83.58 |
|
| S3 |
81.00 |
81.79 |
83.47 |
|
| S4 |
79.77 |
80.56 |
83.13 |
|
|
| Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.04 |
98.04 |
87.06 |
|
| R3 |
95.53 |
92.53 |
85.55 |
|
| R2 |
90.02 |
90.02 |
85.04 |
|
| R1 |
87.02 |
87.02 |
84.54 |
85.77 |
| PP |
84.51 |
84.51 |
84.51 |
83.88 |
| S1 |
81.51 |
81.51 |
83.52 |
80.26 |
| S2 |
79.00 |
79.00 |
83.02 |
|
| S3 |
73.49 |
76.00 |
82.51 |
|
| S4 |
67.98 |
70.49 |
81.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
87.30 |
81.99 |
5.31 |
6.3% |
1.91 |
2.3% |
34% |
False |
False |
11,755 |
| 10 |
91.36 |
81.99 |
9.37 |
11.2% |
2.07 |
2.5% |
19% |
False |
False |
11,743 |
| 20 |
92.17 |
81.99 |
10.18 |
12.1% |
1.60 |
1.9% |
18% |
False |
False |
8,865 |
| 40 |
93.50 |
81.99 |
11.51 |
13.7% |
1.28 |
1.5% |
16% |
False |
False |
6,475 |
| 60 |
97.35 |
81.99 |
15.36 |
18.3% |
1.15 |
1.4% |
12% |
False |
False |
5,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.13 |
|
2.618 |
87.12 |
|
1.618 |
85.89 |
|
1.000 |
85.13 |
|
0.618 |
84.66 |
|
HIGH |
83.90 |
|
0.618 |
83.43 |
|
0.500 |
83.29 |
|
0.382 |
83.14 |
|
LOW |
82.67 |
|
0.618 |
81.91 |
|
1.000 |
81.44 |
|
1.618 |
80.68 |
|
2.618 |
79.45 |
|
4.250 |
77.44 |
|
|
| Fisher Pivots for day following 13-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
83.64 |
83.89 |
| PP |
83.46 |
83.86 |
| S1 |
83.29 |
83.84 |
|