NYMEX Light Sweet Crude Oil Future January 2015
| Trading Metrics calculated at close of trading on 13-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2014 |
13-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
83.33 |
84.47 |
1.14 |
1.4% |
87.85 |
| High |
85.13 |
84.67 |
-0.46 |
-0.5% |
89.01 |
| Low |
82.41 |
83.03 |
0.62 |
0.8% |
82.41 |
| Close |
84.73 |
84.53 |
-0.20 |
-0.2% |
84.73 |
| Range |
2.72 |
1.64 |
-1.08 |
-39.7% |
6.60 |
| ATR |
2.01 |
1.98 |
-0.02 |
-1.1% |
0.00 |
| Volume |
68,604 |
58,762 |
-9,842 |
-14.3% |
294,901 |
|
| Daily Pivots for day following 13-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.00 |
88.40 |
85.43 |
|
| R3 |
87.36 |
86.76 |
84.98 |
|
| R2 |
85.72 |
85.72 |
84.83 |
|
| R1 |
85.12 |
85.12 |
84.68 |
85.42 |
| PP |
84.08 |
84.08 |
84.08 |
84.23 |
| S1 |
83.48 |
83.48 |
84.38 |
83.78 |
| S2 |
82.44 |
82.44 |
84.23 |
|
| S3 |
80.80 |
81.84 |
84.08 |
|
| S4 |
79.16 |
80.20 |
83.63 |
|
|
| Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.18 |
101.56 |
88.36 |
|
| R3 |
98.58 |
94.96 |
86.55 |
|
| R2 |
91.98 |
91.98 |
85.94 |
|
| R1 |
88.36 |
88.36 |
85.34 |
86.87 |
| PP |
85.38 |
85.38 |
85.38 |
84.64 |
| S1 |
81.76 |
81.76 |
84.13 |
80.27 |
| S2 |
78.78 |
78.78 |
83.52 |
|
| S3 |
72.18 |
75.16 |
82.92 |
|
| S4 |
65.58 |
68.56 |
81.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
88.81 |
82.41 |
6.40 |
7.6% |
2.32 |
2.7% |
33% |
False |
False |
59,546 |
| 10 |
93.07 |
82.41 |
10.66 |
12.6% |
2.47 |
2.9% |
20% |
False |
False |
58,767 |
| 20 |
93.07 |
82.41 |
10.66 |
12.6% |
1.96 |
2.3% |
20% |
False |
False |
44,093 |
| 40 |
94.16 |
82.41 |
11.75 |
13.9% |
1.68 |
2.0% |
18% |
False |
False |
34,027 |
| 60 |
99.36 |
82.41 |
16.95 |
20.1% |
1.51 |
1.8% |
13% |
False |
False |
27,995 |
| 80 |
102.53 |
82.41 |
20.12 |
23.8% |
1.39 |
1.6% |
11% |
False |
False |
23,495 |
| 100 |
102.53 |
82.41 |
20.12 |
23.8% |
1.26 |
1.5% |
11% |
False |
False |
20,287 |
| 120 |
102.53 |
82.41 |
20.12 |
23.8% |
1.16 |
1.4% |
11% |
False |
False |
17,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.64 |
|
2.618 |
88.96 |
|
1.618 |
87.32 |
|
1.000 |
86.31 |
|
0.618 |
85.68 |
|
HIGH |
84.67 |
|
0.618 |
84.04 |
|
0.500 |
83.85 |
|
0.382 |
83.66 |
|
LOW |
83.03 |
|
0.618 |
82.02 |
|
1.000 |
81.39 |
|
1.618 |
80.38 |
|
2.618 |
78.74 |
|
4.250 |
76.06 |
|
|
| Fisher Pivots for day following 13-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
84.30 |
84.57 |
| PP |
84.08 |
84.55 |
| S1 |
83.85 |
84.54 |
|