NYMEX Light Sweet Crude Oil Future January 2015
| Trading Metrics calculated at close of trading on 15-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2014 |
15-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
83.67 |
81.25 |
-2.42 |
-2.9% |
87.85 |
| High |
84.30 |
81.28 |
-3.02 |
-3.6% |
89.01 |
| Low |
80.29 |
78.90 |
-1.39 |
-1.7% |
82.41 |
| Close |
80.74 |
80.36 |
-0.38 |
-0.5% |
84.73 |
| Range |
4.01 |
2.38 |
-1.63 |
-40.6% |
6.60 |
| ATR |
2.14 |
2.16 |
0.02 |
0.8% |
0.00 |
| Volume |
48,860 |
87,091 |
38,231 |
78.2% |
294,901 |
|
| Daily Pivots for day following 15-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.32 |
86.22 |
81.67 |
|
| R3 |
84.94 |
83.84 |
81.01 |
|
| R2 |
82.56 |
82.56 |
80.80 |
|
| R1 |
81.46 |
81.46 |
80.58 |
80.82 |
| PP |
80.18 |
80.18 |
80.18 |
79.86 |
| S1 |
79.08 |
79.08 |
80.14 |
78.44 |
| S2 |
77.80 |
77.80 |
79.92 |
|
| S3 |
75.42 |
76.70 |
79.71 |
|
| S4 |
73.04 |
74.32 |
79.05 |
|
|
| 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 |
86.72 |
78.90 |
7.82 |
9.7% |
2.90 |
3.6% |
19% |
False |
True |
65,760 |
| 10 |
89.69 |
78.90 |
10.79 |
13.4% |
2.50 |
3.1% |
14% |
False |
True |
62,173 |
| 20 |
93.07 |
78.90 |
14.17 |
17.6% |
2.10 |
2.6% |
10% |
False |
True |
48,660 |
| 40 |
94.16 |
78.90 |
15.26 |
19.0% |
1.78 |
2.2% |
10% |
False |
True |
36,605 |
| 60 |
99.36 |
78.90 |
20.46 |
25.5% |
1.58 |
2.0% |
7% |
False |
True |
29,723 |
| 80 |
102.53 |
78.90 |
23.63 |
29.4% |
1.45 |
1.8% |
6% |
False |
True |
25,042 |
| 100 |
102.53 |
78.90 |
23.63 |
29.4% |
1.32 |
1.6% |
6% |
False |
True |
21,543 |
| 120 |
102.53 |
78.90 |
23.63 |
29.4% |
1.20 |
1.5% |
6% |
False |
True |
18,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.40 |
|
2.618 |
87.51 |
|
1.618 |
85.13 |
|
1.000 |
83.66 |
|
0.618 |
82.75 |
|
HIGH |
81.28 |
|
0.618 |
80.37 |
|
0.500 |
80.09 |
|
0.382 |
79.81 |
|
LOW |
78.90 |
|
0.618 |
77.43 |
|
1.000 |
76.52 |
|
1.618 |
75.05 |
|
2.618 |
72.67 |
|
4.250 |
68.79 |
|
|
| Fisher Pivots for day following 15-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
80.27 |
81.79 |
| PP |
80.18 |
81.31 |
| S1 |
80.09 |
80.84 |
|