NYMEX Light Sweet Crude Oil Future November 2014
| Trading Metrics calculated at close of trading on 17-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2014 |
17-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
81.06 |
83.18 |
2.12 |
2.6% |
85.20 |
| High |
84.83 |
84.45 |
-0.38 |
-0.4% |
85.87 |
| Low |
79.78 |
82.44 |
2.66 |
3.3% |
79.78 |
| Close |
82.70 |
82.75 |
0.05 |
0.1% |
82.75 |
| Range |
5.05 |
2.01 |
-3.04 |
-60.2% |
6.09 |
| ATR |
2.54 |
2.51 |
-0.04 |
-1.5% |
0.00 |
| Volume |
424,524 |
174,142 |
-250,382 |
-59.0% |
1,854,564 |
|
| Daily Pivots for day following 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.24 |
88.01 |
83.86 |
|
| R3 |
87.23 |
86.00 |
83.30 |
|
| R2 |
85.22 |
85.22 |
83.12 |
|
| R1 |
83.99 |
83.99 |
82.93 |
83.60 |
| PP |
83.21 |
83.21 |
83.21 |
83.02 |
| S1 |
81.98 |
81.98 |
82.57 |
81.59 |
| S2 |
81.20 |
81.20 |
82.38 |
|
| S3 |
79.19 |
79.97 |
82.20 |
|
| S4 |
77.18 |
77.96 |
81.64 |
|
|
| Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.07 |
98.00 |
86.10 |
|
| R3 |
94.98 |
91.91 |
84.42 |
|
| R2 |
88.89 |
88.89 |
83.87 |
|
| R1 |
85.82 |
85.82 |
83.31 |
84.31 |
| PP |
82.80 |
82.80 |
82.80 |
82.05 |
| S1 |
79.73 |
79.73 |
82.19 |
78.22 |
| S2 |
76.71 |
76.71 |
81.63 |
|
| S3 |
70.62 |
73.64 |
81.08 |
|
| S4 |
64.53 |
67.55 |
79.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
85.87 |
79.78 |
6.09 |
7.4% |
3.12 |
3.8% |
49% |
False |
False |
370,912 |
| 10 |
90.74 |
79.78 |
10.96 |
13.2% |
2.81 |
3.4% |
27% |
False |
False |
354,659 |
| 20 |
94.90 |
79.78 |
15.12 |
18.3% |
2.53 |
3.1% |
20% |
False |
False |
334,303 |
| 40 |
95.07 |
79.78 |
15.29 |
18.5% |
2.11 |
2.5% |
19% |
False |
False |
221,181 |
| 60 |
100.27 |
79.78 |
20.49 |
24.8% |
1.86 |
2.3% |
14% |
False |
False |
163,449 |
| 80 |
103.82 |
79.78 |
24.04 |
29.1% |
1.70 |
2.1% |
12% |
False |
False |
130,509 |
| 100 |
104.44 |
79.78 |
24.66 |
29.8% |
1.56 |
1.9% |
12% |
False |
False |
108,096 |
| 120 |
104.44 |
79.78 |
24.66 |
29.8% |
1.43 |
1.7% |
12% |
False |
False |
91,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.99 |
|
2.618 |
89.71 |
|
1.618 |
87.70 |
|
1.000 |
86.46 |
|
0.618 |
85.69 |
|
HIGH |
84.45 |
|
0.618 |
83.68 |
|
0.500 |
83.45 |
|
0.382 |
83.21 |
|
LOW |
82.44 |
|
0.618 |
81.20 |
|
1.000 |
80.43 |
|
1.618 |
79.19 |
|
2.618 |
77.18 |
|
4.250 |
73.90 |
|
|
| Fisher Pivots for day following 17-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
83.45 |
82.60 |
| PP |
83.21 |
82.45 |
| S1 |
82.98 |
82.31 |
|