NYMEX Light Sweet Crude Oil Future January 2015
| Trading Metrics calculated at close of trading on 17-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2014 |
17-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
79.80 |
81.89 |
2.09 |
2.6% |
84.47 |
| High |
83.58 |
83.28 |
-0.30 |
-0.4% |
84.67 |
| Low |
78.64 |
81.30 |
2.66 |
3.4% |
78.64 |
| Close |
81.50 |
81.62 |
0.12 |
0.1% |
81.62 |
| Range |
4.94 |
1.98 |
-2.96 |
-59.9% |
6.03 |
| ATR |
2.36 |
2.33 |
-0.03 |
-1.1% |
0.00 |
| Volume |
68,343 |
70,007 |
1,664 |
2.4% |
333,063 |
|
| Daily Pivots for day following 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.01 |
86.79 |
82.71 |
|
| R3 |
86.03 |
84.81 |
82.16 |
|
| R2 |
84.05 |
84.05 |
81.98 |
|
| R1 |
82.83 |
82.83 |
81.80 |
82.45 |
| PP |
82.07 |
82.07 |
82.07 |
81.88 |
| S1 |
80.85 |
80.85 |
81.44 |
80.47 |
| S2 |
80.09 |
80.09 |
81.26 |
|
| S3 |
78.11 |
78.87 |
81.08 |
|
| S4 |
76.13 |
76.89 |
80.53 |
|
|
| Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.73 |
96.71 |
84.94 |
|
| R3 |
93.70 |
90.68 |
83.28 |
|
| R2 |
87.67 |
87.67 |
82.73 |
|
| R1 |
84.65 |
84.65 |
82.17 |
83.15 |
| PP |
81.64 |
81.64 |
81.64 |
80.89 |
| S1 |
78.62 |
78.62 |
81.07 |
77.12 |
| S2 |
75.61 |
75.61 |
80.51 |
|
| S3 |
69.58 |
72.59 |
79.96 |
|
| S4 |
63.55 |
66.56 |
78.30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
84.67 |
78.64 |
6.03 |
7.4% |
2.99 |
3.7% |
49% |
False |
False |
66,612 |
| 10 |
89.01 |
78.64 |
10.37 |
12.7% |
2.68 |
3.3% |
29% |
False |
False |
62,796 |
| 20 |
93.07 |
78.64 |
14.43 |
17.7% |
2.33 |
2.9% |
21% |
False |
False |
53,358 |
| 40 |
94.16 |
78.64 |
15.52 |
19.0% |
1.89 |
2.3% |
19% |
False |
False |
39,128 |
| 60 |
98.82 |
78.64 |
20.18 |
24.7% |
1.66 |
2.0% |
15% |
False |
False |
31,374 |
| 80 |
102.15 |
78.64 |
23.51 |
28.8% |
1.51 |
1.8% |
13% |
False |
False |
26,592 |
| 100 |
102.53 |
78.64 |
23.89 |
29.3% |
1.37 |
1.7% |
12% |
False |
False |
22,871 |
| 120 |
102.53 |
78.64 |
23.89 |
29.3% |
1.25 |
1.5% |
12% |
False |
False |
19,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.70 |
|
2.618 |
88.46 |
|
1.618 |
86.48 |
|
1.000 |
85.26 |
|
0.618 |
84.50 |
|
HIGH |
83.28 |
|
0.618 |
82.52 |
|
0.500 |
82.29 |
|
0.382 |
82.06 |
|
LOW |
81.30 |
|
0.618 |
80.08 |
|
1.000 |
79.32 |
|
1.618 |
78.10 |
|
2.618 |
76.12 |
|
4.250 |
72.89 |
|
|
| Fisher Pivots for day following 17-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
82.29 |
81.45 |
| PP |
82.07 |
81.28 |
| S1 |
81.84 |
81.11 |
|