NYMEX Light Sweet Crude Oil Future November 2014
| Trading Metrics calculated at close of trading on 16-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2014 |
16-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
82.32 |
81.06 |
-1.26 |
-1.5% |
89.77 |
| High |
82.45 |
84.83 |
2.38 |
2.9% |
90.74 |
| Low |
80.01 |
79.78 |
-0.23 |
-0.3% |
83.59 |
| Close |
81.78 |
82.70 |
0.92 |
1.1% |
85.82 |
| Range |
2.44 |
5.05 |
2.61 |
107.0% |
7.15 |
| ATR |
2.35 |
2.54 |
0.19 |
8.2% |
0.00 |
| Volume |
487,721 |
424,524 |
-63,197 |
-13.0% |
1,692,027 |
|
| Daily Pivots for day following 16-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.59 |
95.19 |
85.48 |
|
| R3 |
92.54 |
90.14 |
84.09 |
|
| R2 |
87.49 |
87.49 |
83.63 |
|
| R1 |
85.09 |
85.09 |
83.16 |
86.29 |
| PP |
82.44 |
82.44 |
82.44 |
83.04 |
| S1 |
80.04 |
80.04 |
82.24 |
81.24 |
| S2 |
77.39 |
77.39 |
81.77 |
|
| S3 |
72.34 |
74.99 |
81.31 |
|
| S4 |
67.29 |
69.94 |
79.92 |
|
|
| 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 |
86.29 |
79.78 |
6.51 |
7.9% |
3.25 |
3.9% |
45% |
False |
True |
415,390 |
| 10 |
91.79 |
79.78 |
12.01 |
14.5% |
2.86 |
3.5% |
24% |
False |
True |
371,524 |
| 20 |
94.90 |
79.78 |
15.12 |
18.3% |
2.49 |
3.0% |
19% |
False |
True |
338,119 |
| 40 |
95.07 |
79.78 |
15.29 |
18.5% |
2.10 |
2.5% |
19% |
False |
True |
218,251 |
| 60 |
100.93 |
79.78 |
21.15 |
25.6% |
1.85 |
2.2% |
14% |
False |
True |
161,583 |
| 80 |
104.44 |
79.78 |
24.66 |
29.8% |
1.69 |
2.0% |
12% |
False |
True |
128,520 |
| 100 |
104.44 |
79.78 |
24.66 |
29.8% |
1.55 |
1.9% |
12% |
False |
True |
106,434 |
| 120 |
104.44 |
79.78 |
24.66 |
29.8% |
1.42 |
1.7% |
12% |
False |
True |
90,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.29 |
|
2.618 |
98.05 |
|
1.618 |
93.00 |
|
1.000 |
89.88 |
|
0.618 |
87.95 |
|
HIGH |
84.83 |
|
0.618 |
82.90 |
|
0.500 |
82.31 |
|
0.382 |
81.71 |
|
LOW |
79.78 |
|
0.618 |
76.66 |
|
1.000 |
74.73 |
|
1.618 |
71.61 |
|
2.618 |
66.56 |
|
4.250 |
58.32 |
|
|
| Fisher Pivots for day following 16-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
82.57 |
82.70 |
| PP |
82.44 |
82.69 |
| S1 |
82.31 |
82.69 |
|