NYMEX Light Sweet Crude Oil Future May 2015
| Trading Metrics calculated at close of trading on 20-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2014 |
20-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
82.00 |
80.50 |
-1.50 |
-1.8% |
83.12 |
| High |
82.00 |
80.73 |
-1.27 |
-1.5% |
83.71 |
| Low |
80.35 |
79.04 |
-1.31 |
-1.6% |
77.95 |
| Close |
80.40 |
79.99 |
-0.41 |
-0.5% |
80.40 |
| Range |
1.65 |
1.69 |
0.04 |
2.4% |
5.76 |
| ATR |
1.84 |
1.83 |
-0.01 |
-0.6% |
0.00 |
| Volume |
10,087 |
4,916 |
-5,171 |
-51.3% |
41,675 |
|
| Daily Pivots for day following 20-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.99 |
84.18 |
80.92 |
|
| R3 |
83.30 |
82.49 |
80.45 |
|
| R2 |
81.61 |
81.61 |
80.30 |
|
| R1 |
80.80 |
80.80 |
80.14 |
80.36 |
| PP |
79.92 |
79.92 |
79.92 |
79.70 |
| S1 |
79.11 |
79.11 |
79.84 |
78.67 |
| S2 |
78.23 |
78.23 |
79.68 |
|
| S3 |
76.54 |
77.42 |
79.53 |
|
| S4 |
74.85 |
75.73 |
79.06 |
|
|
| Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.97 |
94.94 |
83.57 |
|
| R3 |
92.21 |
89.18 |
81.98 |
|
| R2 |
86.45 |
86.45 |
81.46 |
|
| R1 |
83.42 |
83.42 |
80.93 |
82.06 |
| PP |
80.69 |
80.69 |
80.69 |
80.00 |
| S1 |
77.66 |
77.66 |
79.87 |
76.30 |
| S2 |
74.93 |
74.93 |
79.34 |
|
| S3 |
69.17 |
71.90 |
78.82 |
|
| S4 |
63.41 |
66.14 |
77.23 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.91 |
|
2.618 |
85.15 |
|
1.618 |
83.46 |
|
1.000 |
82.42 |
|
0.618 |
81.77 |
|
HIGH |
80.73 |
|
0.618 |
80.08 |
|
0.500 |
79.89 |
|
0.382 |
79.69 |
|
LOW |
79.04 |
|
0.618 |
78.00 |
|
1.000 |
77.35 |
|
1.618 |
76.31 |
|
2.618 |
74.62 |
|
4.250 |
71.86 |
|
|
| Fisher Pivots for day following 20-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
79.96 |
79.99 |
| PP |
79.92 |
79.99 |
| S1 |
79.89 |
79.99 |
|