NYMEX Light Sweet Crude Oil Future December 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 |
82.39 |
81.86 |
-0.53 |
-0.6% |
84.74 |
| High |
82.73 |
83.23 |
0.50 |
0.6% |
85.13 |
| Low |
80.80 |
81.57 |
0.77 |
1.0% |
79.10 |
| Close |
81.91 |
82.49 |
0.58 |
0.7% |
82.06 |
| Range |
1.93 |
1.66 |
-0.27 |
-14.0% |
6.03 |
| ATR |
2.39 |
2.34 |
-0.05 |
-2.2% |
0.00 |
| Volume |
301,044 |
297,522 |
-3,522 |
-1.2% |
1,137,407 |
|
| Daily Pivots for day following 21-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.41 |
86.61 |
83.40 |
|
| R3 |
85.75 |
84.95 |
82.95 |
|
| R2 |
84.09 |
84.09 |
82.79 |
|
| R1 |
83.29 |
83.29 |
82.64 |
83.69 |
| PP |
82.43 |
82.43 |
82.43 |
82.63 |
| S1 |
81.63 |
81.63 |
82.34 |
82.03 |
| S2 |
80.77 |
80.77 |
82.19 |
|
| S3 |
79.11 |
79.97 |
82.03 |
|
| S4 |
77.45 |
78.31 |
81.58 |
|
|
| Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.19 |
97.15 |
85.38 |
|
| R3 |
94.16 |
91.12 |
83.72 |
|
| R2 |
88.13 |
88.13 |
83.17 |
|
| R1 |
85.09 |
85.09 |
82.61 |
83.60 |
| PP |
82.10 |
82.10 |
82.10 |
81.35 |
| S1 |
79.06 |
79.06 |
81.51 |
77.57 |
| S2 |
76.07 |
76.07 |
80.95 |
|
| S3 |
70.04 |
73.03 |
80.40 |
|
| S4 |
64.01 |
67.00 |
78.74 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
84.06 |
79.10 |
4.96 |
6.0% |
2.58 |
3.1% |
68% |
False |
False |
267,393 |
| 10 |
87.78 |
79.10 |
8.68 |
10.5% |
2.71 |
3.3% |
39% |
False |
False |
225,653 |
| 20 |
93.82 |
79.10 |
14.72 |
17.8% |
2.47 |
3.0% |
23% |
False |
False |
177,232 |
| 40 |
94.42 |
79.10 |
15.32 |
18.6% |
2.06 |
2.5% |
22% |
False |
False |
127,766 |
| 60 |
98.92 |
79.10 |
19.82 |
24.0% |
1.81 |
2.2% |
17% |
False |
False |
105,868 |
| 80 |
102.71 |
79.10 |
23.61 |
28.6% |
1.66 |
2.0% |
14% |
False |
False |
95,328 |
| 100 |
103.66 |
79.10 |
24.56 |
29.8% |
1.54 |
1.9% |
14% |
False |
False |
87,580 |
| 120 |
103.66 |
79.10 |
24.56 |
29.8% |
1.43 |
1.7% |
14% |
False |
False |
79,665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.29 |
|
2.618 |
87.58 |
|
1.618 |
85.92 |
|
1.000 |
84.89 |
|
0.618 |
84.26 |
|
HIGH |
83.23 |
|
0.618 |
82.60 |
|
0.500 |
82.40 |
|
0.382 |
82.20 |
|
LOW |
81.57 |
|
0.618 |
80.54 |
|
1.000 |
79.91 |
|
1.618 |
78.88 |
|
2.618 |
77.22 |
|
4.250 |
74.52 |
|
|
| Fisher Pivots for day following 21-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
82.46 |
82.42 |
| PP |
82.43 |
82.34 |
| S1 |
82.40 |
82.27 |
|