NYMEX Light Sweet Crude Oil Future November 2014
| Trading Metrics calculated at close of trading on 21-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2014 |
21-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
83.13 |
82.76 |
-0.37 |
-0.4% |
85.20 |
| High |
83.48 |
84.05 |
0.57 |
0.7% |
85.87 |
| Low |
81.56 |
82.29 |
0.73 |
0.9% |
79.78 |
| Close |
82.71 |
82.81 |
0.10 |
0.1% |
82.75 |
| Range |
1.92 |
1.76 |
-0.16 |
-8.3% |
6.09 |
| ATR |
2.46 |
2.41 |
-0.05 |
-2.0% |
0.00 |
| Volume |
83,702 |
19,471 |
-64,231 |
-76.7% |
1,854,564 |
|
| Daily Pivots for day following 21-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.33 |
87.33 |
83.78 |
|
| R3 |
86.57 |
85.57 |
83.29 |
|
| R2 |
84.81 |
84.81 |
83.13 |
|
| R1 |
83.81 |
83.81 |
82.97 |
84.31 |
| PP |
83.05 |
83.05 |
83.05 |
83.30 |
| S1 |
82.05 |
82.05 |
82.65 |
82.55 |
| S2 |
81.29 |
81.29 |
82.49 |
|
| S3 |
79.53 |
80.29 |
82.33 |
|
| S4 |
77.77 |
78.53 |
81.84 |
|
|
| 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 |
84.83 |
79.78 |
5.05 |
6.1% |
2.64 |
3.2% |
60% |
False |
False |
237,912 |
| 10 |
88.63 |
79.78 |
8.85 |
10.7% |
2.77 |
3.3% |
34% |
False |
False |
307,303 |
| 20 |
94.90 |
79.78 |
15.12 |
18.3% |
2.57 |
3.1% |
20% |
False |
False |
315,611 |
| 40 |
95.07 |
79.78 |
15.29 |
18.5% |
2.15 |
2.6% |
20% |
False |
False |
220,966 |
| 60 |
99.60 |
79.78 |
19.82 |
23.9% |
1.88 |
2.3% |
15% |
False |
False |
163,896 |
| 80 |
103.54 |
79.78 |
23.76 |
28.7% |
1.72 |
2.1% |
13% |
False |
False |
131,248 |
| 100 |
104.44 |
79.78 |
24.66 |
29.8% |
1.58 |
1.9% |
12% |
False |
False |
108,950 |
| 120 |
104.44 |
79.78 |
24.66 |
29.8% |
1.45 |
1.7% |
12% |
False |
False |
92,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.53 |
|
2.618 |
88.66 |
|
1.618 |
86.90 |
|
1.000 |
85.81 |
|
0.618 |
85.14 |
|
HIGH |
84.05 |
|
0.618 |
83.38 |
|
0.500 |
83.17 |
|
0.382 |
82.96 |
|
LOW |
82.29 |
|
0.618 |
81.20 |
|
1.000 |
80.53 |
|
1.618 |
79.44 |
|
2.618 |
77.68 |
|
4.250 |
74.81 |
|
|
| Fisher Pivots for day following 21-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
83.17 |
83.01 |
| PP |
83.05 |
82.94 |
| S1 |
82.93 |
82.88 |
|