NYMEX Light Sweet Crude Oil Future January 2015
| Trading Metrics calculated at close of trading on 09-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2014 |
09-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
87.10 |
86.62 |
-0.48 |
-0.6% |
91.86 |
| High |
87.23 |
86.72 |
-0.51 |
-0.6% |
93.07 |
| Low |
85.52 |
82.95 |
-2.57 |
-3.0% |
86.57 |
| Close |
86.19 |
84.69 |
-1.50 |
-1.7% |
87.87 |
| Range |
1.71 |
3.77 |
2.06 |
120.5% |
6.50 |
| ATR |
1.81 |
1.95 |
0.14 |
7.7% |
0.00 |
| Volume |
66,669 |
65,485 |
-1,184 |
-1.8% |
271,283 |
|
| Daily Pivots for day following 09-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.10 |
94.16 |
86.76 |
|
| R3 |
92.33 |
90.39 |
85.73 |
|
| R2 |
88.56 |
88.56 |
85.38 |
|
| R1 |
86.62 |
86.62 |
85.04 |
85.71 |
| PP |
84.79 |
84.79 |
84.79 |
84.33 |
| S1 |
82.85 |
82.85 |
84.34 |
81.94 |
| S2 |
81.02 |
81.02 |
84.00 |
|
| S3 |
77.25 |
79.08 |
83.65 |
|
| S4 |
73.48 |
75.31 |
82.62 |
|
|
| 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 |
89.69 |
82.95 |
6.74 |
8.0% |
2.28 |
2.7% |
26% |
False |
True |
61,483 |
| 10 |
93.07 |
82.95 |
10.12 |
11.9% |
2.31 |
2.7% |
17% |
False |
True |
53,345 |
| 20 |
93.07 |
82.95 |
10.12 |
11.9% |
1.92 |
2.3% |
17% |
False |
True |
41,347 |
| 40 |
95.54 |
82.95 |
12.59 |
14.9% |
1.67 |
2.0% |
14% |
False |
True |
31,913 |
| 60 |
99.36 |
82.95 |
16.41 |
19.4% |
1.48 |
1.7% |
11% |
False |
True |
26,651 |
| 80 |
102.53 |
82.95 |
19.58 |
23.1% |
1.35 |
1.6% |
9% |
False |
True |
22,106 |
| 100 |
102.53 |
82.95 |
19.58 |
23.1% |
1.23 |
1.5% |
9% |
False |
True |
19,112 |
| 120 |
102.53 |
82.95 |
19.58 |
23.1% |
1.13 |
1.3% |
9% |
False |
True |
16,536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.74 |
|
2.618 |
96.59 |
|
1.618 |
92.82 |
|
1.000 |
90.49 |
|
0.618 |
89.05 |
|
HIGH |
86.72 |
|
0.618 |
85.28 |
|
0.500 |
84.84 |
|
0.382 |
84.39 |
|
LOW |
82.95 |
|
0.618 |
80.62 |
|
1.000 |
79.18 |
|
1.618 |
76.85 |
|
2.618 |
73.08 |
|
4.250 |
66.93 |
|
|
| Fisher Pivots for day following 09-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
84.84 |
85.88 |
| PP |
84.79 |
85.48 |
| S1 |
84.74 |
85.09 |
|