NYMEX Light Sweet Crude Oil Future December 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 |
81.73 |
80.37 |
-1.36 |
-1.7% |
88.66 |
| High |
81.76 |
84.06 |
2.30 |
2.8% |
89.72 |
| Low |
79.38 |
79.10 |
-0.28 |
-0.4% |
82.80 |
| Close |
80.94 |
81.95 |
1.01 |
1.2% |
85.11 |
| Range |
2.38 |
4.96 |
2.58 |
108.4% |
6.92 |
| ATR |
2.26 |
2.46 |
0.19 |
8.5% |
0.00 |
| Volume |
261,128 |
259,581 |
-1,547 |
-0.6% |
758,972 |
|
| Daily Pivots for day following 16-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.58 |
94.23 |
84.68 |
|
| R3 |
91.62 |
89.27 |
83.31 |
|
| R2 |
86.66 |
86.66 |
82.86 |
|
| R1 |
84.31 |
84.31 |
82.40 |
85.49 |
| PP |
81.70 |
81.70 |
81.70 |
82.29 |
| S1 |
79.35 |
79.35 |
81.50 |
80.53 |
| S2 |
76.74 |
76.74 |
81.04 |
|
| S3 |
71.78 |
74.39 |
80.59 |
|
| S4 |
66.82 |
69.43 |
79.22 |
|
|
| 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 |
85.56 |
79.10 |
6.46 |
7.9% |
3.19 |
3.9% |
44% |
False |
True |
218,510 |
| 10 |
90.56 |
79.10 |
11.46 |
14.0% |
2.78 |
3.4% |
25% |
False |
True |
187,520 |
| 20 |
93.82 |
79.10 |
14.72 |
18.0% |
2.39 |
2.9% |
19% |
False |
True |
147,561 |
| 40 |
94.42 |
79.10 |
15.32 |
18.7% |
2.01 |
2.5% |
19% |
False |
True |
111,917 |
| 60 |
100.08 |
79.10 |
20.98 |
25.6% |
1.78 |
2.2% |
14% |
False |
True |
95,356 |
| 80 |
103.66 |
79.10 |
24.56 |
30.0% |
1.64 |
2.0% |
12% |
False |
True |
87,226 |
| 100 |
103.66 |
79.10 |
24.56 |
30.0% |
1.51 |
1.8% |
12% |
False |
True |
80,558 |
| 120 |
103.66 |
79.10 |
24.56 |
30.0% |
1.41 |
1.7% |
12% |
False |
True |
73,935 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.14 |
|
2.618 |
97.05 |
|
1.618 |
92.09 |
|
1.000 |
89.02 |
|
0.618 |
87.13 |
|
HIGH |
84.06 |
|
0.618 |
82.17 |
|
0.500 |
81.58 |
|
0.382 |
80.99 |
|
LOW |
79.10 |
|
0.618 |
76.03 |
|
1.000 |
74.14 |
|
1.618 |
71.07 |
|
2.618 |
66.11 |
|
4.250 |
58.02 |
|
|
| Fisher Pivots for day following 16-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
81.83 |
81.95 |
| PP |
81.70 |
81.94 |
| S1 |
81.58 |
81.94 |
|