NYMEX Light Sweet Crude Oil Future May 2015
| Trading Metrics calculated at close of trading on 02-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2014 |
02-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
88.67 |
87.60 |
-1.07 |
-1.2% |
90.11 |
| High |
89.37 |
87.69 |
-1.68 |
-1.9% |
90.85 |
| Low |
87.60 |
85.35 |
-2.25 |
-2.6% |
89.23 |
| Close |
87.73 |
87.26 |
-0.47 |
-0.5% |
90.57 |
| Range |
1.77 |
2.34 |
0.57 |
32.2% |
1.62 |
| ATR |
1.17 |
1.26 |
0.09 |
7.4% |
0.00 |
| Volume |
6,791 |
8,621 |
1,830 |
26.9% |
25,731 |
|
| Daily Pivots for day following 02-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.79 |
92.86 |
88.55 |
|
| R3 |
91.45 |
90.52 |
87.90 |
|
| R2 |
89.11 |
89.11 |
87.69 |
|
| R1 |
88.18 |
88.18 |
87.47 |
87.48 |
| PP |
86.77 |
86.77 |
86.77 |
86.41 |
| S1 |
85.84 |
85.84 |
87.05 |
85.14 |
| S2 |
84.43 |
84.43 |
86.83 |
|
| S3 |
82.09 |
83.50 |
86.62 |
|
| S4 |
79.75 |
81.16 |
85.97 |
|
|
| Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.08 |
94.44 |
91.46 |
|
| R3 |
93.46 |
92.82 |
91.02 |
|
| R2 |
91.84 |
91.84 |
90.87 |
|
| R1 |
91.20 |
91.20 |
90.72 |
91.52 |
| PP |
90.22 |
90.22 |
90.22 |
90.38 |
| S1 |
89.58 |
89.58 |
90.42 |
89.90 |
| S2 |
88.60 |
88.60 |
90.27 |
|
| S3 |
86.98 |
87.96 |
90.12 |
|
| S4 |
85.36 |
86.34 |
89.68 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.64 |
|
2.618 |
93.82 |
|
1.618 |
91.48 |
|
1.000 |
90.03 |
|
0.618 |
89.14 |
|
HIGH |
87.69 |
|
0.618 |
86.80 |
|
0.500 |
86.52 |
|
0.382 |
86.24 |
|
LOW |
85.35 |
|
0.618 |
83.90 |
|
1.000 |
83.01 |
|
1.618 |
81.56 |
|
2.618 |
79.22 |
|
4.250 |
75.41 |
|
|
| Fisher Pivots for day following 02-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
87.01 |
88.15 |
| PP |
86.77 |
87.85 |
| S1 |
86.52 |
87.56 |
|