NYMEX Light Sweet Crude Oil Future April 2015
Trading Metrics calculated at close of trading on 21-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2014 |
21-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
80.96 |
80.11 |
-0.85 |
-1.0% |
83.85 |
High |
81.11 |
81.36 |
0.25 |
0.3% |
83.90 |
Low |
79.18 |
79.85 |
0.67 |
0.8% |
77.71 |
Close |
80.19 |
80.71 |
0.52 |
0.6% |
80.59 |
Range |
1.93 |
1.51 |
-0.42 |
-21.8% |
6.19 |
ATR |
1.96 |
1.92 |
-0.03 |
-1.6% |
0.00 |
Volume |
9,303 |
10,071 |
768 |
8.3% |
68,138 |
|
Daily Pivots for day following 21-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.17 |
84.45 |
81.54 |
|
R3 |
83.66 |
82.94 |
81.13 |
|
R2 |
82.15 |
82.15 |
80.99 |
|
R1 |
81.43 |
81.43 |
80.85 |
81.79 |
PP |
80.64 |
80.64 |
80.64 |
80.82 |
S1 |
79.92 |
79.92 |
80.57 |
80.28 |
S2 |
79.13 |
79.13 |
80.43 |
|
S3 |
77.62 |
78.41 |
80.29 |
|
S4 |
76.11 |
76.90 |
79.88 |
|
|
Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.30 |
96.14 |
83.99 |
|
R3 |
93.11 |
89.95 |
82.29 |
|
R2 |
86.92 |
86.92 |
81.72 |
|
R1 |
83.76 |
83.76 |
81.16 |
82.25 |
PP |
80.73 |
80.73 |
80.73 |
79.98 |
S1 |
77.57 |
77.57 |
80.02 |
76.06 |
S2 |
74.54 |
74.54 |
79.46 |
|
S3 |
68.35 |
71.38 |
78.89 |
|
S4 |
62.16 |
65.19 |
77.19 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
82.27 |
77.71 |
4.56 |
5.6% |
2.26 |
2.8% |
66% |
False |
False |
12,605 |
10 |
86.22 |
77.71 |
8.51 |
10.5% |
2.33 |
2.9% |
35% |
False |
False |
12,715 |
20 |
91.36 |
77.71 |
13.65 |
16.9% |
2.01 |
2.5% |
22% |
False |
False |
11,415 |
40 |
93.50 |
77.71 |
15.79 |
19.6% |
1.55 |
1.9% |
19% |
False |
False |
7,923 |
60 |
96.44 |
77.71 |
18.73 |
23.2% |
1.32 |
1.6% |
16% |
False |
False |
6,226 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.78 |
2.618 |
85.31 |
1.618 |
83.80 |
1.000 |
82.87 |
0.618 |
82.29 |
HIGH |
81.36 |
0.618 |
80.78 |
0.500 |
80.61 |
0.382 |
80.43 |
LOW |
79.85 |
0.618 |
78.92 |
1.000 |
78.34 |
1.618 |
77.41 |
2.618 |
75.90 |
4.250 |
73.43 |
|
|
Fisher Pivots for day following 21-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
80.68 |
80.65 |
PP |
80.64 |
80.60 |
S1 |
80.61 |
80.54 |
|