NYMEX Light Sweet Crude Oil Future December 2014
| Trading Metrics calculated at close of trading on 06-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2014 |
06-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
90.05 |
88.66 |
-1.39 |
-1.5% |
92.51 |
| High |
90.56 |
89.72 |
-0.84 |
-0.9% |
93.82 |
| Low |
88.21 |
87.79 |
-0.42 |
-0.5% |
87.22 |
| Close |
88.67 |
89.34 |
0.67 |
0.8% |
88.67 |
| Range |
2.35 |
1.93 |
-0.42 |
-17.9% |
6.60 |
| ATR |
1.94 |
1.94 |
0.00 |
0.0% |
0.00 |
| Volume |
196,517 |
133,033 |
-63,484 |
-32.3% |
731,871 |
|
| Daily Pivots for day following 06-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.74 |
93.97 |
90.40 |
|
| R3 |
92.81 |
92.04 |
89.87 |
|
| R2 |
90.88 |
90.88 |
89.69 |
|
| R1 |
90.11 |
90.11 |
89.52 |
90.50 |
| PP |
88.95 |
88.95 |
88.95 |
89.14 |
| S1 |
88.18 |
88.18 |
89.16 |
88.57 |
| S2 |
87.02 |
87.02 |
88.99 |
|
| S3 |
85.09 |
86.25 |
88.81 |
|
| S4 |
83.16 |
84.32 |
88.28 |
|
|
| Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.70 |
105.79 |
92.30 |
|
| R3 |
103.10 |
99.19 |
90.49 |
|
| R2 |
96.50 |
96.50 |
89.88 |
|
| R1 |
92.59 |
92.59 |
89.28 |
91.25 |
| PP |
89.90 |
89.90 |
89.90 |
89.23 |
| S1 |
85.99 |
85.99 |
88.07 |
84.65 |
| S2 |
83.30 |
83.30 |
87.46 |
|
| S3 |
76.70 |
79.39 |
86.86 |
|
| S4 |
70.10 |
72.79 |
85.04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.82 |
87.22 |
6.60 |
7.4% |
2.74 |
3.1% |
32% |
False |
False |
152,363 |
| 10 |
93.82 |
87.22 |
6.60 |
7.4% |
2.17 |
2.4% |
32% |
False |
False |
125,847 |
| 20 |
93.82 |
87.22 |
6.60 |
7.4% |
1.96 |
2.2% |
32% |
False |
False |
107,465 |
| 40 |
96.73 |
87.22 |
9.51 |
10.6% |
1.70 |
1.9% |
22% |
False |
False |
85,434 |
| 60 |
100.35 |
87.22 |
13.13 |
14.7% |
1.56 |
1.7% |
16% |
False |
False |
79,642 |
| 80 |
103.66 |
87.22 |
16.44 |
18.4% |
1.44 |
1.6% |
13% |
False |
False |
74,775 |
| 100 |
103.66 |
87.22 |
16.44 |
18.4% |
1.34 |
1.5% |
13% |
False |
False |
68,725 |
| 120 |
103.66 |
87.22 |
16.44 |
18.4% |
1.28 |
1.4% |
13% |
False |
False |
63,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.92 |
|
2.618 |
94.77 |
|
1.618 |
92.84 |
|
1.000 |
91.65 |
|
0.618 |
90.91 |
|
HIGH |
89.72 |
|
0.618 |
88.98 |
|
0.500 |
88.76 |
|
0.382 |
88.53 |
|
LOW |
87.79 |
|
0.618 |
86.60 |
|
1.000 |
85.86 |
|
1.618 |
84.67 |
|
2.618 |
82.74 |
|
4.250 |
79.59 |
|
|
| Fisher Pivots for day following 06-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
89.15 |
89.19 |
| PP |
88.95 |
89.04 |
| S1 |
88.76 |
88.89 |
|