NYMEX Light Sweet Crude Oil Future February 2015
| Trading Metrics calculated at close of trading on 06-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2014 |
06-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
88.65 |
87.26 |
-1.39 |
-1.6% |
91.15 |
| High |
88.99 |
88.34 |
-0.65 |
-0.7% |
92.47 |
| Low |
86.85 |
86.56 |
-0.29 |
-0.3% |
86.17 |
| Close |
87.26 |
88.11 |
0.85 |
1.0% |
87.26 |
| Range |
2.14 |
1.78 |
-0.36 |
-16.8% |
6.30 |
| ATR |
1.65 |
1.66 |
0.01 |
0.6% |
0.00 |
| Volume |
36,916 |
23,334 |
-13,582 |
-36.8% |
135,463 |
|
| Daily Pivots for day following 06-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.01 |
92.34 |
89.09 |
|
| R3 |
91.23 |
90.56 |
88.60 |
|
| R2 |
89.45 |
89.45 |
88.44 |
|
| R1 |
88.78 |
88.78 |
88.27 |
89.12 |
| PP |
87.67 |
87.67 |
87.67 |
87.84 |
| S1 |
87.00 |
87.00 |
87.95 |
87.34 |
| S2 |
85.89 |
85.89 |
87.78 |
|
| S3 |
84.11 |
85.22 |
87.62 |
|
| S4 |
82.33 |
83.44 |
87.13 |
|
|
| 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% |
2.43 |
2.8% |
31% |
False |
False |
28,692 |
| 10 |
92.47 |
86.17 |
6.30 |
7.2% |
1.85 |
2.1% |
31% |
False |
False |
22,592 |
| 20 |
92.63 |
86.17 |
6.46 |
7.3% |
1.68 |
1.9% |
30% |
False |
False |
19,557 |
| 40 |
95.71 |
86.17 |
9.54 |
10.8% |
1.42 |
1.6% |
20% |
False |
False |
13,977 |
| 60 |
98.68 |
86.17 |
12.51 |
14.2% |
1.28 |
1.4% |
16% |
False |
False |
11,417 |
| 80 |
101.33 |
86.17 |
15.16 |
17.2% |
1.15 |
1.3% |
13% |
False |
False |
9,448 |
| 100 |
101.33 |
86.17 |
15.16 |
17.2% |
1.03 |
1.2% |
13% |
False |
False |
7,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.91 |
|
2.618 |
93.00 |
|
1.618 |
91.22 |
|
1.000 |
90.12 |
|
0.618 |
89.44 |
|
HIGH |
88.34 |
|
0.618 |
87.66 |
|
0.500 |
87.45 |
|
0.382 |
87.24 |
|
LOW |
86.56 |
|
0.618 |
85.46 |
|
1.000 |
84.78 |
|
1.618 |
83.68 |
|
2.618 |
81.90 |
|
4.250 |
79.00 |
|
|
| Fisher Pivots for day following 06-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
87.89 |
87.93 |
| PP |
87.67 |
87.76 |
| S1 |
87.45 |
87.58 |
|