NYMEX Light Sweet Crude Oil Future April 2015
Trading Metrics calculated at close of trading on 24-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2014 |
24-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
78.94 |
80.44 |
1.50 |
1.9% |
80.96 |
High |
81.33 |
80.75 |
-0.58 |
-0.7% |
81.43 |
Low |
78.88 |
79.79 |
0.91 |
1.2% |
78.88 |
Close |
81.06 |
80.47 |
-0.59 |
-0.7% |
80.47 |
Range |
2.45 |
0.96 |
-1.49 |
-60.8% |
2.55 |
ATR |
1.99 |
1.94 |
-0.05 |
-2.6% |
0.00 |
Volume |
13,813 |
17,649 |
3,836 |
27.8% |
60,938 |
|
Daily Pivots for day following 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.22 |
82.80 |
81.00 |
|
R3 |
82.26 |
81.84 |
80.73 |
|
R2 |
81.30 |
81.30 |
80.65 |
|
R1 |
80.88 |
80.88 |
80.56 |
81.09 |
PP |
80.34 |
80.34 |
80.34 |
80.44 |
S1 |
79.92 |
79.92 |
80.38 |
80.13 |
S2 |
79.38 |
79.38 |
80.29 |
|
S3 |
78.42 |
78.96 |
80.21 |
|
S4 |
77.46 |
78.00 |
79.94 |
|
|
Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.91 |
86.74 |
81.87 |
|
R3 |
85.36 |
84.19 |
81.17 |
|
R2 |
82.81 |
82.81 |
80.94 |
|
R1 |
81.64 |
81.64 |
80.70 |
80.95 |
PP |
80.26 |
80.26 |
80.26 |
79.92 |
S1 |
79.09 |
79.09 |
80.24 |
78.40 |
S2 |
77.71 |
77.71 |
80.00 |
|
S3 |
75.16 |
76.54 |
79.77 |
|
S4 |
72.61 |
73.99 |
79.07 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.43 |
78.88 |
2.55 |
3.2% |
1.85 |
2.3% |
62% |
False |
False |
12,187 |
10 |
83.90 |
77.71 |
6.19 |
7.7% |
2.20 |
2.7% |
45% |
False |
False |
12,907 |
20 |
91.36 |
77.71 |
13.65 |
17.0% |
2.12 |
2.6% |
20% |
False |
False |
12,130 |
40 |
93.50 |
77.71 |
15.79 |
19.6% |
1.65 |
2.0% |
17% |
False |
False |
8,746 |
60 |
95.01 |
77.71 |
17.30 |
21.5% |
1.36 |
1.7% |
16% |
False |
False |
6,787 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.83 |
2.618 |
83.26 |
1.618 |
82.30 |
1.000 |
81.71 |
0.618 |
81.34 |
HIGH |
80.75 |
0.618 |
80.38 |
0.500 |
80.27 |
0.382 |
80.16 |
LOW |
79.79 |
0.618 |
79.20 |
1.000 |
78.83 |
1.618 |
78.24 |
2.618 |
77.28 |
4.250 |
75.71 |
|
|
Fisher Pivots for day following 24-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
80.40 |
80.37 |
PP |
80.34 |
80.26 |
S1 |
80.27 |
80.16 |
|