NYMEX Light Sweet Crude Oil Future June 2015
| Trading Metrics calculated at close of trading on 01-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2014 |
01-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
90.27 |
88.29 |
-1.98 |
-2.2% |
90.24 |
| High |
90.62 |
89.04 |
-1.58 |
-1.7% |
90.60 |
| Low |
87.78 |
87.20 |
-0.58 |
-0.7% |
89.17 |
| Close |
88.03 |
87.50 |
-0.53 |
-0.6% |
90.31 |
| Range |
2.84 |
1.84 |
-1.00 |
-35.2% |
1.43 |
| ATR |
1.29 |
1.33 |
0.04 |
3.1% |
0.00 |
| Volume |
25,874 |
40,663 |
14,789 |
57.2% |
109,356 |
|
| Daily Pivots for day following 01-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.43 |
92.31 |
88.51 |
|
| R3 |
91.59 |
90.47 |
88.01 |
|
| R2 |
89.75 |
89.75 |
87.84 |
|
| R1 |
88.63 |
88.63 |
87.67 |
88.27 |
| PP |
87.91 |
87.91 |
87.91 |
87.74 |
| S1 |
86.79 |
86.79 |
87.33 |
86.43 |
| S2 |
86.07 |
86.07 |
87.16 |
|
| S3 |
84.23 |
84.95 |
86.99 |
|
| S4 |
82.39 |
83.11 |
86.49 |
|
|
| Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.32 |
93.74 |
91.10 |
|
| R3 |
92.89 |
92.31 |
90.70 |
|
| R2 |
91.46 |
91.46 |
90.57 |
|
| R1 |
90.88 |
90.88 |
90.44 |
91.17 |
| PP |
90.03 |
90.03 |
90.03 |
90.17 |
| S1 |
89.45 |
89.45 |
90.18 |
89.74 |
| S2 |
88.60 |
88.60 |
90.05 |
|
| S3 |
87.17 |
88.02 |
89.92 |
|
| S4 |
85.74 |
86.59 |
89.52 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.86 |
|
2.618 |
93.86 |
|
1.618 |
92.02 |
|
1.000 |
90.88 |
|
0.618 |
90.18 |
|
HIGH |
89.04 |
|
0.618 |
88.34 |
|
0.500 |
88.12 |
|
0.382 |
87.90 |
|
LOW |
87.20 |
|
0.618 |
86.06 |
|
1.000 |
85.36 |
|
1.618 |
84.22 |
|
2.618 |
82.38 |
|
4.250 |
79.38 |
|
|
| Fisher Pivots for day following 01-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
88.12 |
88.91 |
| PP |
87.91 |
88.44 |
| S1 |
87.71 |
87.97 |
|