NYMEX Light Sweet Crude Oil Future January 2015
| Trading Metrics calculated at close of trading on 20-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2014 |
20-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
81.89 |
82.00 |
0.11 |
0.1% |
84.47 |
| High |
83.28 |
82.25 |
-1.03 |
-1.2% |
84.67 |
| Low |
81.30 |
80.27 |
-1.03 |
-1.3% |
78.64 |
| Close |
81.62 |
81.38 |
-0.24 |
-0.3% |
81.62 |
| Range |
1.98 |
1.98 |
0.00 |
0.0% |
6.03 |
| ATR |
2.33 |
2.31 |
-0.03 |
-1.1% |
0.00 |
| Volume |
70,007 |
52,677 |
-17,330 |
-24.8% |
333,063 |
|
| Daily Pivots for day following 20-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.24 |
86.29 |
82.47 |
|
| R3 |
85.26 |
84.31 |
81.92 |
|
| R2 |
83.28 |
83.28 |
81.74 |
|
| R1 |
82.33 |
82.33 |
81.56 |
81.82 |
| PP |
81.30 |
81.30 |
81.30 |
81.04 |
| S1 |
80.35 |
80.35 |
81.20 |
79.84 |
| S2 |
79.32 |
79.32 |
81.02 |
|
| S3 |
77.34 |
78.37 |
80.84 |
|
| S4 |
75.36 |
76.39 |
80.29 |
|
|
| 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 |
84.30 |
78.64 |
5.66 |
7.0% |
3.06 |
3.8% |
48% |
False |
False |
65,395 |
| 10 |
88.81 |
78.64 |
10.17 |
12.5% |
2.69 |
3.3% |
27% |
False |
False |
62,471 |
| 20 |
93.07 |
78.64 |
14.43 |
17.7% |
2.36 |
2.9% |
19% |
False |
False |
54,886 |
| 40 |
94.16 |
78.64 |
15.52 |
19.1% |
1.92 |
2.4% |
18% |
False |
False |
39,794 |
| 60 |
98.71 |
78.64 |
20.07 |
24.7% |
1.68 |
2.1% |
14% |
False |
False |
32,104 |
| 80 |
101.88 |
78.64 |
23.24 |
28.6% |
1.52 |
1.9% |
12% |
False |
False |
27,073 |
| 100 |
102.53 |
78.64 |
23.89 |
29.4% |
1.38 |
1.7% |
11% |
False |
False |
23,375 |
| 120 |
102.53 |
78.64 |
23.89 |
29.4% |
1.26 |
1.5% |
11% |
False |
False |
20,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.67 |
|
2.618 |
87.43 |
|
1.618 |
85.45 |
|
1.000 |
84.23 |
|
0.618 |
83.47 |
|
HIGH |
82.25 |
|
0.618 |
81.49 |
|
0.500 |
81.26 |
|
0.382 |
81.03 |
|
LOW |
80.27 |
|
0.618 |
79.05 |
|
1.000 |
78.29 |
|
1.618 |
77.07 |
|
2.618 |
75.09 |
|
4.250 |
71.86 |
|
|
| Fisher Pivots for day following 20-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
81.34 |
81.29 |
| PP |
81.30 |
81.20 |
| S1 |
81.26 |
81.11 |
|