NYMEX Light Sweet Crude Oil Future December 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 |
84.12 |
81.73 |
-2.39 |
-2.8% |
88.66 |
| High |
84.78 |
81.76 |
-3.02 |
-3.6% |
89.72 |
| Low |
80.68 |
79.38 |
-1.30 |
-1.6% |
82.80 |
| Close |
81.20 |
80.94 |
-0.26 |
-0.3% |
85.11 |
| Range |
4.10 |
2.38 |
-1.72 |
-42.0% |
6.92 |
| ATR |
2.26 |
2.26 |
0.01 |
0.4% |
0.00 |
| Volume |
268,985 |
261,128 |
-7,857 |
-2.9% |
758,972 |
|
| Daily Pivots for day following 15-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.83 |
86.77 |
82.25 |
|
| R3 |
85.45 |
84.39 |
81.59 |
|
| R2 |
83.07 |
83.07 |
81.38 |
|
| R1 |
82.01 |
82.01 |
81.16 |
81.35 |
| PP |
80.69 |
80.69 |
80.69 |
80.37 |
| S1 |
79.63 |
79.63 |
80.72 |
78.97 |
| S2 |
78.31 |
78.31 |
80.50 |
|
| S3 |
75.93 |
77.25 |
80.29 |
|
| S4 |
73.55 |
74.87 |
79.63 |
|
|
| Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.64 |
102.79 |
88.92 |
|
| R3 |
99.72 |
95.87 |
87.01 |
|
| R2 |
92.80 |
92.80 |
86.38 |
|
| R1 |
88.95 |
88.95 |
85.74 |
87.42 |
| PP |
85.88 |
85.88 |
85.88 |
85.11 |
| S1 |
82.03 |
82.03 |
84.48 |
80.50 |
| S2 |
78.96 |
78.96 |
83.84 |
|
| S3 |
72.04 |
75.11 |
83.21 |
|
| S4 |
65.12 |
68.19 |
81.30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
87.17 |
79.38 |
7.79 |
9.6% |
2.96 |
3.7% |
20% |
False |
True |
199,571 |
| 10 |
90.56 |
79.38 |
11.18 |
13.8% |
2.60 |
3.2% |
14% |
False |
True |
176,515 |
| 20 |
93.82 |
79.38 |
14.44 |
17.8% |
2.22 |
2.7% |
11% |
False |
True |
138,957 |
| 40 |
94.42 |
79.38 |
15.04 |
18.6% |
1.91 |
2.4% |
10% |
False |
True |
107,495 |
| 60 |
100.08 |
79.38 |
20.70 |
25.6% |
1.71 |
2.1% |
8% |
False |
True |
91,916 |
| 80 |
103.66 |
79.38 |
24.28 |
30.0% |
1.59 |
2.0% |
6% |
False |
True |
84,454 |
| 100 |
103.66 |
79.38 |
24.28 |
30.0% |
1.47 |
1.8% |
6% |
False |
True |
78,263 |
| 120 |
103.66 |
79.38 |
24.28 |
30.0% |
1.38 |
1.7% |
6% |
False |
True |
72,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.88 |
|
2.618 |
87.99 |
|
1.618 |
85.61 |
|
1.000 |
84.14 |
|
0.618 |
83.23 |
|
HIGH |
81.76 |
|
0.618 |
80.85 |
|
0.500 |
80.57 |
|
0.382 |
80.29 |
|
LOW |
79.38 |
|
0.618 |
77.91 |
|
1.000 |
77.00 |
|
1.618 |
75.53 |
|
2.618 |
73.15 |
|
4.250 |
69.27 |
|
|
| Fisher Pivots for day following 15-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
80.82 |
82.26 |
| PP |
80.69 |
81.82 |
| S1 |
80.57 |
81.38 |
|