NYMEX Light Sweet Crude Oil Future February 2015
| Trading Metrics calculated at close of trading on 09-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2014 |
09-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
86.71 |
86.32 |
-0.39 |
-0.4% |
91.15 |
| High |
86.87 |
86.32 |
-0.55 |
-0.6% |
92.47 |
| Low |
85.16 |
82.78 |
-2.38 |
-2.8% |
86.17 |
| Close |
85.90 |
84.43 |
-1.47 |
-1.7% |
87.26 |
| Range |
1.71 |
3.54 |
1.83 |
107.0% |
6.30 |
| ATR |
1.66 |
1.80 |
0.13 |
8.0% |
0.00 |
| Volume |
29,906 |
30,411 |
505 |
1.7% |
135,463 |
|
| Daily Pivots for day following 09-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.13 |
93.32 |
86.38 |
|
| R3 |
91.59 |
89.78 |
85.40 |
|
| R2 |
88.05 |
88.05 |
85.08 |
|
| R1 |
86.24 |
86.24 |
84.75 |
85.38 |
| PP |
84.51 |
84.51 |
84.51 |
84.08 |
| S1 |
82.70 |
82.70 |
84.11 |
81.84 |
| S2 |
80.97 |
80.97 |
83.78 |
|
| S3 |
77.43 |
79.16 |
83.46 |
|
| S4 |
73.89 |
75.62 |
82.48 |
|
|
| 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 |
82.78 |
6.21 |
7.4% |
2.14 |
2.5% |
27% |
False |
True |
27,793 |
| 10 |
92.47 |
82.78 |
9.69 |
11.5% |
2.13 |
2.5% |
17% |
False |
True |
25,480 |
| 20 |
92.63 |
82.78 |
9.85 |
11.7% |
1.77 |
2.1% |
17% |
False |
True |
20,350 |
| 40 |
95.25 |
82.78 |
12.47 |
14.8% |
1.53 |
1.8% |
13% |
False |
True |
15,563 |
| 60 |
98.68 |
82.78 |
15.90 |
18.8% |
1.35 |
1.6% |
10% |
False |
True |
12,484 |
| 80 |
101.33 |
82.78 |
18.55 |
22.0% |
1.20 |
1.4% |
9% |
False |
True |
10,238 |
| 100 |
101.33 |
82.78 |
18.55 |
22.0% |
1.09 |
1.3% |
9% |
False |
True |
8,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.37 |
|
2.618 |
95.59 |
|
1.618 |
92.05 |
|
1.000 |
89.86 |
|
0.618 |
88.51 |
|
HIGH |
86.32 |
|
0.618 |
84.97 |
|
0.500 |
84.55 |
|
0.382 |
84.13 |
|
LOW |
82.78 |
|
0.618 |
80.59 |
|
1.000 |
79.24 |
|
1.618 |
77.05 |
|
2.618 |
73.51 |
|
4.250 |
67.74 |
|
|
| Fisher Pivots for day following 09-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
84.55 |
85.51 |
| PP |
84.51 |
85.15 |
| S1 |
84.47 |
84.79 |
|