NYMEX Light Sweet Crude Oil Future February 2015
| Trading Metrics calculated at close of trading on 27-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2014 |
27-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
81.21 |
80.75 |
-0.46 |
-0.6% |
81.63 |
| High |
81.27 |
80.79 |
-0.48 |
-0.6% |
82.17 |
| Low |
79.99 |
79.05 |
-0.94 |
-1.2% |
79.35 |
| Close |
80.64 |
80.48 |
-0.16 |
-0.2% |
80.64 |
| Range |
1.28 |
1.74 |
0.46 |
35.9% |
2.82 |
| ATR |
2.13 |
2.10 |
-0.03 |
-1.3% |
0.00 |
| Volume |
27,600 |
25,818 |
-1,782 |
-6.5% |
133,157 |
|
| Daily Pivots for day following 27-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.33 |
84.64 |
81.44 |
|
| R3 |
83.59 |
82.90 |
80.96 |
|
| R2 |
81.85 |
81.85 |
80.80 |
|
| R1 |
81.16 |
81.16 |
80.64 |
80.64 |
| PP |
80.11 |
80.11 |
80.11 |
79.84 |
| S1 |
79.42 |
79.42 |
80.32 |
78.90 |
| S2 |
78.37 |
78.37 |
80.16 |
|
| S3 |
76.63 |
77.68 |
80.00 |
|
| S4 |
74.89 |
75.94 |
79.52 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.18 |
87.73 |
82.19 |
|
| R3 |
86.36 |
84.91 |
81.42 |
|
| R2 |
83.54 |
83.54 |
81.16 |
|
| R1 |
82.09 |
82.09 |
80.90 |
81.41 |
| PP |
80.72 |
80.72 |
80.72 |
80.38 |
| S1 |
79.27 |
79.27 |
80.38 |
78.59 |
| S2 |
77.90 |
77.90 |
80.12 |
|
| S3 |
75.08 |
76.45 |
79.86 |
|
| S4 |
72.26 |
73.63 |
79.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.17 |
79.05 |
3.12 |
3.9% |
1.88 |
2.3% |
46% |
False |
True |
26,989 |
| 10 |
83.73 |
78.25 |
5.48 |
6.8% |
2.40 |
3.0% |
41% |
False |
False |
29,159 |
| 20 |
92.47 |
78.25 |
14.22 |
17.7% |
2.36 |
2.9% |
16% |
False |
False |
28,328 |
| 40 |
93.81 |
78.25 |
15.56 |
19.3% |
1.92 |
2.4% |
14% |
False |
False |
21,825 |
| 60 |
95.94 |
78.25 |
17.69 |
22.0% |
1.61 |
2.0% |
13% |
False |
False |
16,845 |
| 80 |
99.76 |
78.25 |
21.51 |
26.7% |
1.46 |
1.8% |
10% |
False |
False |
14,029 |
| 100 |
101.33 |
78.25 |
23.08 |
28.7% |
1.30 |
1.6% |
10% |
False |
False |
11,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.19 |
|
2.618 |
85.35 |
|
1.618 |
83.61 |
|
1.000 |
82.53 |
|
0.618 |
81.87 |
|
HIGH |
80.79 |
|
0.618 |
80.13 |
|
0.500 |
79.92 |
|
0.382 |
79.71 |
|
LOW |
79.05 |
|
0.618 |
77.97 |
|
1.000 |
77.31 |
|
1.618 |
76.23 |
|
2.618 |
74.49 |
|
4.250 |
71.66 |
|
|
| Fisher Pivots for day following 27-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
80.29 |
80.44 |
| PP |
80.11 |
80.39 |
| S1 |
79.92 |
80.35 |
|