NYMEX Light Sweet Crude Oil Future April 2015
Trading Metrics calculated at close of trading on 15-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2014 |
15-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
82.87 |
80.11 |
-2.76 |
-3.3% |
86.60 |
High |
83.28 |
80.22 |
-3.06 |
-3.7% |
87.50 |
Low |
79.65 |
78.34 |
-1.31 |
-1.6% |
81.99 |
Close |
79.96 |
79.21 |
-0.75 |
-0.9% |
84.03 |
Range |
3.63 |
1.88 |
-1.75 |
-48.2% |
5.51 |
ATR |
1.80 |
1.80 |
0.01 |
0.3% |
0.00 |
Volume |
13,190 |
14,912 |
1,722 |
13.1% |
54,857 |
|
Daily Pivots for day following 15-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.90 |
83.93 |
80.24 |
|
R3 |
83.02 |
82.05 |
79.73 |
|
R2 |
81.14 |
81.14 |
79.55 |
|
R1 |
80.17 |
80.17 |
79.38 |
79.72 |
PP |
79.26 |
79.26 |
79.26 |
79.03 |
S1 |
78.29 |
78.29 |
79.04 |
77.84 |
S2 |
77.38 |
77.38 |
78.87 |
|
S3 |
75.50 |
76.41 |
78.69 |
|
S4 |
73.62 |
74.53 |
78.18 |
|
|
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 |
85.79 |
78.34 |
7.45 |
9.4% |
2.46 |
3.1% |
12% |
False |
True |
13,228 |
10 |
88.00 |
78.34 |
9.66 |
12.2% |
2.12 |
2.7% |
9% |
False |
True |
12,626 |
20 |
91.54 |
78.34 |
13.20 |
16.7% |
1.72 |
2.2% |
7% |
False |
True |
9,812 |
40 |
93.50 |
78.34 |
15.16 |
19.1% |
1.38 |
1.7% |
6% |
False |
True |
7,016 |
60 |
97.35 |
78.34 |
19.01 |
24.0% |
1.21 |
1.5% |
5% |
False |
True |
5,627 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.21 |
2.618 |
85.14 |
1.618 |
83.26 |
1.000 |
82.10 |
0.618 |
81.38 |
HIGH |
80.22 |
0.618 |
79.50 |
0.500 |
79.28 |
0.382 |
79.06 |
LOW |
78.34 |
0.618 |
77.18 |
1.000 |
76.46 |
1.618 |
75.30 |
2.618 |
73.42 |
4.250 |
70.35 |
|
|
Fisher Pivots for day following 15-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
79.28 |
81.12 |
PP |
79.26 |
80.48 |
S1 |
79.23 |
79.85 |
|