NYMEX Light Sweet Crude Oil Future March 2015
| Trading Metrics calculated at close of trading on 13-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2014 |
13-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
82.87 |
83.90 |
1.03 |
1.2% |
86.78 |
| High |
84.51 |
84.10 |
-0.41 |
-0.5% |
87.93 |
| Low |
81.96 |
82.64 |
0.68 |
0.8% |
81.96 |
| Close |
84.24 |
84.01 |
-0.23 |
-0.3% |
84.24 |
| Range |
2.55 |
1.46 |
-1.09 |
-42.7% |
5.97 |
| ATR |
1.77 |
1.76 |
-0.01 |
-0.7% |
0.00 |
| Volume |
37,832 |
41,961 |
4,129 |
10.9% |
178,761 |
|
| Daily Pivots for day following 13-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.96 |
87.45 |
84.81 |
|
| R3 |
86.50 |
85.99 |
84.41 |
|
| R2 |
85.04 |
85.04 |
84.28 |
|
| R1 |
84.53 |
84.53 |
84.14 |
84.79 |
| PP |
83.58 |
83.58 |
83.58 |
83.71 |
| S1 |
83.07 |
83.07 |
83.88 |
83.33 |
| S2 |
82.12 |
82.12 |
83.74 |
|
| S3 |
80.66 |
81.61 |
83.61 |
|
| S4 |
79.20 |
80.15 |
83.21 |
|
|
| Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.62 |
99.40 |
87.52 |
|
| R3 |
96.65 |
93.43 |
85.88 |
|
| R2 |
90.68 |
90.68 |
85.33 |
|
| R1 |
87.46 |
87.46 |
84.79 |
86.09 |
| PP |
84.71 |
84.71 |
84.71 |
84.02 |
| S1 |
81.49 |
81.49 |
83.69 |
80.12 |
| S2 |
78.74 |
78.74 |
83.15 |
|
| S3 |
72.77 |
75.52 |
82.60 |
|
| S4 |
66.80 |
69.55 |
80.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
87.79 |
81.96 |
5.83 |
6.9% |
2.12 |
2.5% |
35% |
False |
False |
37,889 |
| 10 |
91.92 |
81.96 |
9.96 |
11.9% |
2.23 |
2.7% |
21% |
False |
False |
38,382 |
| 20 |
92.32 |
81.96 |
10.36 |
12.3% |
1.72 |
2.0% |
20% |
False |
False |
30,212 |
| 40 |
93.80 |
81.96 |
11.84 |
14.1% |
1.44 |
1.7% |
17% |
False |
False |
22,435 |
| 60 |
98.02 |
81.96 |
16.06 |
19.1% |
1.29 |
1.5% |
13% |
False |
False |
18,377 |
| 80 |
100.52 |
81.96 |
18.56 |
22.1% |
1.18 |
1.4% |
11% |
False |
False |
15,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.31 |
|
2.618 |
87.92 |
|
1.618 |
86.46 |
|
1.000 |
85.56 |
|
0.618 |
85.00 |
|
HIGH |
84.10 |
|
0.618 |
83.54 |
|
0.500 |
83.37 |
|
0.382 |
83.20 |
|
LOW |
82.64 |
|
0.618 |
81.74 |
|
1.000 |
81.18 |
|
1.618 |
80.28 |
|
2.618 |
78.82 |
|
4.250 |
76.44 |
|
|
| Fisher Pivots for day following 13-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
83.80 |
84.01 |
| PP |
83.58 |
84.01 |
| S1 |
83.37 |
84.01 |
|