NYMEX Light Sweet Crude Oil Future November 2014
| Trading Metrics calculated at close of trading on 15-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2014 |
15-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
84.98 |
82.32 |
-2.66 |
-3.1% |
89.77 |
| High |
85.60 |
82.45 |
-3.15 |
-3.7% |
90.74 |
| Low |
81.32 |
80.01 |
-1.31 |
-1.6% |
83.59 |
| Close |
81.84 |
81.78 |
-0.06 |
-0.1% |
85.82 |
| Range |
4.28 |
2.44 |
-1.84 |
-43.0% |
7.15 |
| ATR |
2.34 |
2.35 |
0.01 |
0.3% |
0.00 |
| Volume |
475,832 |
487,721 |
11,889 |
2.5% |
1,692,027 |
|
| Daily Pivots for day following 15-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.73 |
87.70 |
83.12 |
|
| R3 |
86.29 |
85.26 |
82.45 |
|
| R2 |
83.85 |
83.85 |
82.23 |
|
| R1 |
82.82 |
82.82 |
82.00 |
82.12 |
| PP |
81.41 |
81.41 |
81.41 |
81.06 |
| S1 |
80.38 |
80.38 |
81.56 |
79.68 |
| S2 |
78.97 |
78.97 |
81.33 |
|
| S3 |
76.53 |
77.94 |
81.11 |
|
| S4 |
74.09 |
75.50 |
80.44 |
|
|
| Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.17 |
104.14 |
89.75 |
|
| R3 |
101.02 |
96.99 |
87.79 |
|
| R2 |
93.87 |
93.87 |
87.13 |
|
| R1 |
89.84 |
89.84 |
86.48 |
88.28 |
| PP |
86.72 |
86.72 |
86.72 |
85.94 |
| S1 |
82.69 |
82.69 |
85.16 |
81.13 |
| S2 |
79.57 |
79.57 |
84.51 |
|
| S3 |
72.42 |
75.54 |
83.85 |
|
| S4 |
65.27 |
68.39 |
81.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
87.95 |
80.01 |
7.94 |
9.7% |
3.02 |
3.7% |
22% |
False |
True |
399,489 |
| 10 |
91.79 |
80.01 |
11.78 |
14.4% |
2.69 |
3.3% |
15% |
False |
True |
374,027 |
| 20 |
94.90 |
80.01 |
14.89 |
18.2% |
2.32 |
2.8% |
12% |
False |
True |
325,298 |
| 40 |
95.07 |
80.01 |
15.06 |
18.4% |
2.00 |
2.4% |
12% |
False |
True |
209,627 |
| 60 |
100.93 |
80.01 |
20.92 |
25.6% |
1.79 |
2.2% |
8% |
False |
True |
155,078 |
| 80 |
104.44 |
80.01 |
24.43 |
29.9% |
1.64 |
2.0% |
7% |
False |
True |
123,405 |
| 100 |
104.44 |
80.01 |
24.43 |
29.9% |
1.50 |
1.8% |
7% |
False |
True |
102,265 |
| 120 |
104.44 |
80.01 |
24.43 |
29.9% |
1.39 |
1.7% |
7% |
False |
True |
86,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.82 |
|
2.618 |
88.84 |
|
1.618 |
86.40 |
|
1.000 |
84.89 |
|
0.618 |
83.96 |
|
HIGH |
82.45 |
|
0.618 |
81.52 |
|
0.500 |
81.23 |
|
0.382 |
80.94 |
|
LOW |
80.01 |
|
0.618 |
78.50 |
|
1.000 |
77.57 |
|
1.618 |
76.06 |
|
2.618 |
73.62 |
|
4.250 |
69.64 |
|
|
| Fisher Pivots for day following 15-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
81.60 |
82.94 |
| PP |
81.41 |
82.55 |
| S1 |
81.23 |
82.17 |
|