NYMEX Light Sweet Crude Oil Future April 2015
Trading Metrics calculated at close of trading on 14-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2014 |
14-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
83.85 |
82.87 |
-0.98 |
-1.2% |
86.60 |
High |
83.90 |
83.28 |
-0.62 |
-0.7% |
87.50 |
Low |
82.67 |
79.65 |
-3.02 |
-3.7% |
81.99 |
Close |
83.81 |
79.96 |
-3.85 |
-4.6% |
84.03 |
Range |
1.23 |
3.63 |
2.40 |
195.1% |
5.51 |
ATR |
1.61 |
1.80 |
0.18 |
11.3% |
0.00 |
Volume |
11,293 |
13,190 |
1,897 |
16.8% |
54,857 |
|
Daily Pivots for day following 14-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.85 |
89.54 |
81.96 |
|
R3 |
88.22 |
85.91 |
80.96 |
|
R2 |
84.59 |
84.59 |
80.63 |
|
R1 |
82.28 |
82.28 |
80.29 |
81.62 |
PP |
80.96 |
80.96 |
80.96 |
80.64 |
S1 |
78.65 |
78.65 |
79.63 |
77.99 |
S2 |
77.33 |
77.33 |
79.29 |
|
S3 |
73.70 |
75.02 |
78.96 |
|
S4 |
70.07 |
71.39 |
77.96 |
|
|
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 |
86.22 |
79.65 |
6.57 |
8.2% |
2.39 |
3.0% |
5% |
False |
True |
12,825 |
10 |
89.72 |
79.65 |
10.07 |
12.6% |
2.13 |
2.7% |
3% |
False |
True |
12,245 |
20 |
92.05 |
79.65 |
12.40 |
15.5% |
1.68 |
2.1% |
3% |
False |
True |
9,312 |
40 |
93.50 |
79.65 |
13.85 |
17.3% |
1.35 |
1.7% |
2% |
False |
True |
6,701 |
60 |
97.35 |
79.65 |
17.70 |
22.1% |
1.19 |
1.5% |
2% |
False |
True |
5,415 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.71 |
2.618 |
92.78 |
1.618 |
89.15 |
1.000 |
86.91 |
0.618 |
85.52 |
HIGH |
83.28 |
0.618 |
81.89 |
0.500 |
81.47 |
0.382 |
81.04 |
LOW |
79.65 |
0.618 |
77.41 |
1.000 |
76.02 |
1.618 |
73.78 |
2.618 |
70.15 |
4.250 |
64.22 |
|
|
Fisher Pivots for day following 14-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
81.47 |
81.95 |
PP |
80.96 |
81.29 |
S1 |
80.46 |
80.62 |
|