NYMEX Light Sweet Crude Oil Future January 2015
| Trading Metrics calculated at close of trading on 16-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2014 |
16-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
81.25 |
79.80 |
-1.45 |
-1.8% |
87.85 |
| High |
81.28 |
83.58 |
2.30 |
2.8% |
89.01 |
| Low |
78.90 |
78.64 |
-0.26 |
-0.3% |
82.41 |
| Close |
80.36 |
81.50 |
1.14 |
1.4% |
84.73 |
| Range |
2.38 |
4.94 |
2.56 |
107.6% |
6.60 |
| ATR |
2.16 |
2.36 |
0.20 |
9.2% |
0.00 |
| Volume |
87,091 |
68,343 |
-18,748 |
-21.5% |
294,901 |
|
| Daily Pivots for day following 16-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.06 |
93.72 |
84.22 |
|
| R3 |
91.12 |
88.78 |
82.86 |
|
| R2 |
86.18 |
86.18 |
82.41 |
|
| R1 |
83.84 |
83.84 |
81.95 |
85.01 |
| PP |
81.24 |
81.24 |
81.24 |
81.83 |
| S1 |
78.90 |
78.90 |
81.05 |
80.07 |
| S2 |
76.30 |
76.30 |
80.59 |
|
| S3 |
71.36 |
73.96 |
80.14 |
|
| S4 |
66.42 |
69.02 |
78.78 |
|
|
| 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 |
85.13 |
78.64 |
6.49 |
8.0% |
3.14 |
3.9% |
44% |
False |
True |
66,332 |
| 10 |
89.69 |
78.64 |
11.05 |
13.6% |
2.71 |
3.3% |
26% |
False |
True |
63,907 |
| 20 |
93.07 |
78.64 |
14.43 |
17.7% |
2.28 |
2.8% |
20% |
False |
True |
50,999 |
| 40 |
94.16 |
78.64 |
15.52 |
19.0% |
1.88 |
2.3% |
18% |
False |
True |
37,713 |
| 60 |
99.36 |
78.64 |
20.72 |
25.4% |
1.65 |
2.0% |
14% |
False |
True |
30,558 |
| 80 |
102.53 |
78.64 |
23.89 |
29.3% |
1.50 |
1.8% |
12% |
False |
True |
25,833 |
| 100 |
102.53 |
78.64 |
23.89 |
29.3% |
1.36 |
1.7% |
12% |
False |
True |
22,202 |
| 120 |
102.53 |
78.64 |
23.89 |
29.3% |
1.24 |
1.5% |
12% |
False |
True |
19,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.58 |
|
2.618 |
96.51 |
|
1.618 |
91.57 |
|
1.000 |
88.52 |
|
0.618 |
86.63 |
|
HIGH |
83.58 |
|
0.618 |
81.69 |
|
0.500 |
81.11 |
|
0.382 |
80.53 |
|
LOW |
78.64 |
|
0.618 |
75.59 |
|
1.000 |
73.70 |
|
1.618 |
70.65 |
|
2.618 |
65.71 |
|
4.250 |
57.65 |
|
|
| Fisher Pivots for day following 16-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
81.37 |
81.49 |
| PP |
81.24 |
81.48 |
| S1 |
81.11 |
81.47 |
|