NYMEX Light Sweet Crude Oil Future January 2015
| 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 |
89.26 |
87.85 |
-1.41 |
-1.6% |
91.86 |
| High |
89.69 |
89.01 |
-0.68 |
-0.8% |
93.07 |
| Low |
87.45 |
87.10 |
-0.35 |
-0.4% |
86.57 |
| Close |
87.87 |
88.65 |
0.78 |
0.9% |
87.87 |
| Range |
2.24 |
1.91 |
-0.33 |
-14.7% |
6.50 |
| ATR |
1.80 |
1.80 |
0.01 |
0.4% |
0.00 |
| Volume |
81,120 |
55,929 |
-25,191 |
-31.1% |
271,283 |
|
| Daily Pivots for day following 06-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.98 |
93.23 |
89.70 |
|
| R3 |
92.07 |
91.32 |
89.18 |
|
| R2 |
90.16 |
90.16 |
89.00 |
|
| R1 |
89.41 |
89.41 |
88.83 |
89.79 |
| PP |
88.25 |
88.25 |
88.25 |
88.44 |
| S1 |
87.50 |
87.50 |
88.47 |
87.88 |
| S2 |
86.34 |
86.34 |
88.30 |
|
| S3 |
84.43 |
85.59 |
88.12 |
|
| S4 |
82.52 |
83.68 |
87.60 |
|
|
| Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.67 |
104.77 |
91.45 |
|
| R3 |
102.17 |
98.27 |
89.66 |
|
| R2 |
95.67 |
95.67 |
89.06 |
|
| R1 |
91.77 |
91.77 |
88.47 |
90.47 |
| PP |
89.17 |
89.17 |
89.17 |
88.52 |
| S1 |
85.27 |
85.27 |
87.27 |
83.97 |
| S2 |
82.67 |
82.67 |
86.68 |
|
| S3 |
76.17 |
78.77 |
86.08 |
|
| S4 |
69.67 |
72.27 |
84.30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.07 |
86.57 |
6.50 |
7.3% |
2.62 |
3.0% |
32% |
False |
False |
57,989 |
| 10 |
93.07 |
86.57 |
6.50 |
7.3% |
2.02 |
2.3% |
32% |
False |
False |
47,301 |
| 20 |
93.07 |
86.57 |
6.50 |
7.3% |
1.83 |
2.1% |
32% |
False |
False |
38,359 |
| 40 |
96.26 |
86.57 |
9.69 |
10.9% |
1.56 |
1.8% |
21% |
False |
False |
28,806 |
| 60 |
99.36 |
86.57 |
12.79 |
14.4% |
1.41 |
1.6% |
16% |
False |
False |
24,446 |
| 80 |
102.53 |
86.57 |
15.96 |
18.0% |
1.29 |
1.5% |
13% |
False |
False |
20,361 |
| 100 |
102.53 |
86.57 |
15.96 |
18.0% |
1.17 |
1.3% |
13% |
False |
False |
17,512 |
| 120 |
102.53 |
86.57 |
15.96 |
18.0% |
1.09 |
1.2% |
13% |
False |
False |
15,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.13 |
|
2.618 |
94.01 |
|
1.618 |
92.10 |
|
1.000 |
90.92 |
|
0.618 |
90.19 |
|
HIGH |
89.01 |
|
0.618 |
88.28 |
|
0.500 |
88.06 |
|
0.382 |
87.83 |
|
LOW |
87.10 |
|
0.618 |
85.92 |
|
1.000 |
85.19 |
|
1.618 |
84.01 |
|
2.618 |
82.10 |
|
4.250 |
78.98 |
|
|
| Fisher Pivots for day following 06-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
88.45 |
88.48 |
| PP |
88.25 |
88.30 |
| S1 |
88.06 |
88.13 |
|