NYMEX Light Sweet Crude Oil Future January 2015
| Trading Metrics calculated at close of trading on 23-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2014 |
23-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
82.17 |
80.07 |
-2.10 |
-2.6% |
84.47 |
| High |
82.63 |
82.00 |
-0.63 |
-0.8% |
84.67 |
| Low |
79.83 |
79.66 |
-0.17 |
-0.2% |
78.64 |
| Close |
80.13 |
81.75 |
1.62 |
2.0% |
81.62 |
| Range |
2.80 |
2.34 |
-0.46 |
-16.4% |
6.03 |
| ATR |
2.30 |
2.30 |
0.00 |
0.1% |
0.00 |
| Volume |
65,883 |
89,475 |
23,592 |
35.8% |
333,063 |
|
| Daily Pivots for day following 23-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.16 |
87.29 |
83.04 |
|
| R3 |
85.82 |
84.95 |
82.39 |
|
| R2 |
83.48 |
83.48 |
82.18 |
|
| R1 |
82.61 |
82.61 |
81.96 |
83.05 |
| PP |
81.14 |
81.14 |
81.14 |
81.35 |
| S1 |
80.27 |
80.27 |
81.54 |
80.71 |
| S2 |
78.80 |
78.80 |
81.32 |
|
| S3 |
76.46 |
77.93 |
81.11 |
|
| S4 |
74.12 |
75.59 |
80.46 |
|
|
| 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 |
83.28 |
79.66 |
3.62 |
4.4% |
2.15 |
2.6% |
58% |
False |
True |
67,276 |
| 10 |
85.13 |
78.64 |
6.49 |
7.9% |
2.64 |
3.2% |
48% |
False |
False |
66,804 |
| 20 |
93.07 |
78.64 |
14.43 |
17.7% |
2.48 |
3.0% |
22% |
False |
False |
60,074 |
| 40 |
94.16 |
78.64 |
15.52 |
19.0% |
2.03 |
2.5% |
20% |
False |
False |
44,133 |
| 60 |
96.80 |
78.64 |
18.16 |
22.2% |
1.73 |
2.1% |
17% |
False |
False |
34,994 |
| 80 |
101.52 |
78.64 |
22.88 |
28.0% |
1.57 |
1.9% |
14% |
False |
False |
29,492 |
| 100 |
102.53 |
78.64 |
23.89 |
29.2% |
1.44 |
1.8% |
13% |
False |
False |
25,414 |
| 120 |
102.53 |
78.64 |
23.89 |
29.2% |
1.30 |
1.6% |
13% |
False |
False |
21,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.95 |
|
2.618 |
88.13 |
|
1.618 |
85.79 |
|
1.000 |
84.34 |
|
0.618 |
83.45 |
|
HIGH |
82.00 |
|
0.618 |
81.11 |
|
0.500 |
80.83 |
|
0.382 |
80.55 |
|
LOW |
79.66 |
|
0.618 |
78.21 |
|
1.000 |
77.32 |
|
1.618 |
75.87 |
|
2.618 |
73.53 |
|
4.250 |
69.72 |
|
|
| Fisher Pivots for day following 23-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
81.44 |
81.56 |
| PP |
81.14 |
81.37 |
| S1 |
80.83 |
81.19 |
|