NYMEX Light Sweet Crude Oil Future February 2015
| Trading Metrics calculated at close of trading on 02-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2014 |
02-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
89.50 |
88.67 |
-0.83 |
-0.9% |
90.51 |
| High |
90.72 |
88.77 |
-1.95 |
-2.1% |
91.72 |
| Low |
88.46 |
86.17 |
-2.29 |
-2.6% |
89.53 |
| Close |
88.66 |
88.47 |
-0.19 |
-0.2% |
91.57 |
| Range |
2.26 |
2.60 |
0.34 |
15.0% |
2.19 |
| ATR |
1.53 |
1.61 |
0.08 |
5.0% |
0.00 |
| Volume |
35,735 |
30,482 |
-5,253 |
-14.7% |
77,869 |
|
| Daily Pivots for day following 02-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.60 |
94.64 |
89.90 |
|
| R3 |
93.00 |
92.04 |
89.19 |
|
| R2 |
90.40 |
90.40 |
88.95 |
|
| R1 |
89.44 |
89.44 |
88.71 |
88.62 |
| PP |
87.80 |
87.80 |
87.80 |
87.40 |
| S1 |
86.84 |
86.84 |
88.23 |
86.02 |
| S2 |
85.20 |
85.20 |
87.99 |
|
| S3 |
82.60 |
84.24 |
87.76 |
|
| S4 |
80.00 |
81.64 |
87.04 |
|
|
| Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.51 |
96.73 |
92.77 |
|
| R3 |
95.32 |
94.54 |
92.17 |
|
| R2 |
93.13 |
93.13 |
91.97 |
|
| R1 |
92.35 |
92.35 |
91.77 |
92.74 |
| PP |
90.94 |
90.94 |
90.94 |
91.14 |
| S1 |
90.16 |
90.16 |
91.37 |
90.55 |
| S2 |
88.75 |
88.75 |
91.17 |
|
| S3 |
86.56 |
87.97 |
90.97 |
|
| S4 |
84.37 |
85.78 |
90.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
92.47 |
86.17 |
6.30 |
7.1% |
2.12 |
2.4% |
37% |
False |
True |
23,167 |
| 10 |
92.47 |
86.17 |
6.30 |
7.1% |
1.69 |
1.9% |
37% |
False |
True |
19,037 |
| 20 |
93.36 |
86.17 |
7.19 |
8.1% |
1.65 |
1.9% |
32% |
False |
True |
17,531 |
| 40 |
95.94 |
86.17 |
9.77 |
11.0% |
1.37 |
1.6% |
24% |
False |
True |
12,776 |
| 60 |
99.09 |
86.17 |
12.92 |
14.6% |
1.26 |
1.4% |
18% |
False |
True |
10,517 |
| 80 |
101.33 |
86.17 |
15.16 |
17.1% |
1.12 |
1.3% |
15% |
False |
True |
8,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.82 |
|
2.618 |
95.58 |
|
1.618 |
92.98 |
|
1.000 |
91.37 |
|
0.618 |
90.38 |
|
HIGH |
88.77 |
|
0.618 |
87.78 |
|
0.500 |
87.47 |
|
0.382 |
87.16 |
|
LOW |
86.17 |
|
0.618 |
84.56 |
|
1.000 |
83.57 |
|
1.618 |
81.96 |
|
2.618 |
79.36 |
|
4.250 |
75.12 |
|
|
| Fisher Pivots for day following 02-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
88.14 |
89.32 |
| PP |
87.80 |
89.04 |
| S1 |
87.47 |
88.75 |
|