NYMEX Light Sweet Crude Oil Future February 2015
| Trading Metrics calculated at close of trading on 03-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2014 |
03-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
88.67 |
88.65 |
-0.02 |
0.0% |
91.15 |
| High |
88.77 |
88.99 |
0.22 |
0.2% |
92.47 |
| Low |
86.17 |
86.85 |
0.68 |
0.8% |
86.17 |
| Close |
88.47 |
87.26 |
-1.21 |
-1.4% |
87.26 |
| Range |
2.60 |
2.14 |
-0.46 |
-17.7% |
6.30 |
| ATR |
1.61 |
1.65 |
0.04 |
2.4% |
0.00 |
| Volume |
30,482 |
36,916 |
6,434 |
21.1% |
135,463 |
|
| Daily Pivots for day following 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.12 |
92.83 |
88.44 |
|
| R3 |
91.98 |
90.69 |
87.85 |
|
| R2 |
89.84 |
89.84 |
87.65 |
|
| R1 |
88.55 |
88.55 |
87.46 |
88.13 |
| PP |
87.70 |
87.70 |
87.70 |
87.49 |
| S1 |
86.41 |
86.41 |
87.06 |
85.99 |
| S2 |
85.56 |
85.56 |
86.87 |
|
| S3 |
83.42 |
84.27 |
86.67 |
|
| S4 |
81.28 |
82.13 |
86.08 |
|
|
| Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.53 |
103.70 |
90.73 |
|
| R3 |
101.23 |
97.40 |
88.99 |
|
| R2 |
94.93 |
94.93 |
88.42 |
|
| R1 |
91.10 |
91.10 |
87.84 |
89.87 |
| PP |
88.63 |
88.63 |
88.63 |
88.02 |
| S1 |
84.80 |
84.80 |
86.68 |
83.57 |
| S2 |
82.33 |
82.33 |
86.11 |
|
| S3 |
76.03 |
78.50 |
85.53 |
|
| S4 |
69.73 |
72.20 |
83.80 |
|
|
| 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 |
7.2% |
2.35 |
2.7% |
17% |
False |
False |
27,092 |
| 10 |
92.47 |
86.17 |
6.30 |
7.2% |
1.81 |
2.1% |
17% |
False |
False |
21,333 |
| 20 |
92.63 |
86.17 |
6.46 |
7.4% |
1.67 |
1.9% |
17% |
False |
False |
18,896 |
| 40 |
95.94 |
86.17 |
9.77 |
11.2% |
1.40 |
1.6% |
11% |
False |
False |
13,581 |
| 60 |
98.82 |
86.17 |
12.65 |
14.5% |
1.28 |
1.5% |
9% |
False |
False |
11,097 |
| 80 |
101.33 |
86.17 |
15.16 |
17.4% |
1.14 |
1.3% |
7% |
False |
False |
9,185 |
| 100 |
101.33 |
86.17 |
15.16 |
17.4% |
1.02 |
1.2% |
7% |
False |
False |
7,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.09 |
|
2.618 |
94.59 |
|
1.618 |
92.45 |
|
1.000 |
91.13 |
|
0.618 |
90.31 |
|
HIGH |
88.99 |
|
0.618 |
88.17 |
|
0.500 |
87.92 |
|
0.382 |
87.67 |
|
LOW |
86.85 |
|
0.618 |
85.53 |
|
1.000 |
84.71 |
|
1.618 |
83.39 |
|
2.618 |
81.25 |
|
4.250 |
77.76 |
|
|
| Fisher Pivots for day following 03-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
87.92 |
88.45 |
| PP |
87.70 |
88.05 |
| S1 |
87.48 |
87.66 |
|