NYMEX Light Sweet Crude Oil Future April 2015
Trading Metrics calculated at close of trading on 23-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2014 |
23-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
80.79 |
78.94 |
-1.85 |
-2.3% |
83.85 |
High |
81.43 |
81.33 |
-0.10 |
-0.1% |
83.90 |
Low |
79.04 |
78.88 |
-0.16 |
-0.2% |
77.71 |
Close |
79.32 |
81.06 |
1.74 |
2.2% |
80.59 |
Range |
2.39 |
2.45 |
0.06 |
2.5% |
6.19 |
ATR |
1.96 |
1.99 |
0.04 |
1.8% |
0.00 |
Volume |
10,102 |
13,813 |
3,711 |
36.7% |
68,138 |
|
Daily Pivots for day following 23-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.77 |
86.87 |
82.41 |
|
R3 |
85.32 |
84.42 |
81.73 |
|
R2 |
82.87 |
82.87 |
81.51 |
|
R1 |
81.97 |
81.97 |
81.28 |
82.42 |
PP |
80.42 |
80.42 |
80.42 |
80.65 |
S1 |
79.52 |
79.52 |
80.84 |
79.97 |
S2 |
77.97 |
77.97 |
80.61 |
|
S3 |
75.52 |
77.07 |
80.39 |
|
S4 |
73.07 |
74.62 |
79.71 |
|
|
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 |
81.90 |
78.88 |
3.02 |
3.7% |
1.94 |
2.4% |
72% |
False |
True |
11,591 |
10 |
84.25 |
77.71 |
6.54 |
8.1% |
2.33 |
2.9% |
51% |
False |
False |
12,467 |
20 |
91.36 |
77.71 |
13.65 |
16.8% |
2.12 |
2.6% |
25% |
False |
False |
11,785 |
40 |
93.50 |
77.71 |
15.79 |
19.5% |
1.64 |
2.0% |
21% |
False |
False |
8,397 |
60 |
95.28 |
77.71 |
17.57 |
21.7% |
1.36 |
1.7% |
19% |
False |
False |
6,524 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.74 |
2.618 |
87.74 |
1.618 |
85.29 |
1.000 |
83.78 |
0.618 |
82.84 |
HIGH |
81.33 |
0.618 |
80.39 |
0.500 |
80.11 |
0.382 |
79.82 |
LOW |
78.88 |
0.618 |
77.37 |
1.000 |
76.43 |
1.618 |
74.92 |
2.618 |
72.47 |
4.250 |
68.47 |
|
|
Fisher Pivots for day following 23-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
80.74 |
80.76 |
PP |
80.42 |
80.46 |
S1 |
80.11 |
80.16 |
|