NYMEX Light Sweet Crude Oil Future February 2015
| Trading Metrics calculated at close of trading on 08-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2014 |
08-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
87.98 |
86.71 |
-1.27 |
-1.4% |
91.15 |
| High |
88.23 |
86.87 |
-1.36 |
-1.5% |
92.47 |
| Low |
86.70 |
85.16 |
-1.54 |
-1.8% |
86.17 |
| Close |
87.05 |
85.90 |
-1.15 |
-1.3% |
87.26 |
| Range |
1.53 |
1.71 |
0.18 |
11.8% |
6.30 |
| ATR |
1.65 |
1.66 |
0.02 |
1.1% |
0.00 |
| Volume |
18,398 |
29,906 |
11,508 |
62.6% |
135,463 |
|
| Daily Pivots for day following 08-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.11 |
90.21 |
86.84 |
|
| R3 |
89.40 |
88.50 |
86.37 |
|
| R2 |
87.69 |
87.69 |
86.21 |
|
| R1 |
86.79 |
86.79 |
86.06 |
86.39 |
| PP |
85.98 |
85.98 |
85.98 |
85.77 |
| S1 |
85.08 |
85.08 |
85.74 |
84.68 |
| S2 |
84.27 |
84.27 |
85.59 |
|
| S3 |
82.56 |
83.37 |
85.43 |
|
| S4 |
80.85 |
81.66 |
84.96 |
|
|
| 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 |
88.99 |
85.16 |
3.83 |
4.5% |
1.95 |
2.3% |
19% |
False |
True |
27,807 |
| 10 |
92.47 |
85.16 |
7.31 |
8.5% |
1.90 |
2.2% |
10% |
False |
True |
24,586 |
| 20 |
92.63 |
85.16 |
7.47 |
8.7% |
1.71 |
2.0% |
10% |
False |
True |
20,020 |
| 40 |
95.39 |
85.16 |
10.23 |
11.9% |
1.46 |
1.7% |
7% |
False |
True |
14,952 |
| 60 |
98.68 |
85.16 |
13.52 |
15.7% |
1.29 |
1.5% |
5% |
False |
True |
12,067 |
| 80 |
101.33 |
85.16 |
16.17 |
18.8% |
1.17 |
1.4% |
5% |
False |
True |
9,909 |
| 100 |
101.33 |
85.16 |
16.17 |
18.8% |
1.06 |
1.2% |
5% |
False |
True |
8,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.14 |
|
2.618 |
91.35 |
|
1.618 |
89.64 |
|
1.000 |
88.58 |
|
0.618 |
87.93 |
|
HIGH |
86.87 |
|
0.618 |
86.22 |
|
0.500 |
86.02 |
|
0.382 |
85.81 |
|
LOW |
85.16 |
|
0.618 |
84.10 |
|
1.000 |
83.45 |
|
1.618 |
82.39 |
|
2.618 |
80.68 |
|
4.250 |
77.89 |
|
|
| Fisher Pivots for day following 08-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
86.02 |
86.75 |
| PP |
85.98 |
86.47 |
| S1 |
85.94 |
86.18 |
|