NYMEX Light Sweet Crude Oil Future April 2015
| Trading Metrics calculated at close of trading on 10-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2014 |
10-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
85.79 |
82.37 |
-3.42 |
-4.0% |
86.60 |
| High |
85.79 |
84.25 |
-1.54 |
-1.8% |
87.50 |
| Low |
82.51 |
81.99 |
-0.52 |
-0.6% |
81.99 |
| Close |
84.04 |
84.03 |
-0.01 |
0.0% |
84.03 |
| Range |
3.28 |
2.26 |
-1.02 |
-31.1% |
5.51 |
| ATR |
1.58 |
1.63 |
0.05 |
3.0% |
0.00 |
| Volume |
13,494 |
13,251 |
-243 |
-1.8% |
54,857 |
|
| Daily Pivots for day following 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.20 |
89.38 |
85.27 |
|
| R3 |
87.94 |
87.12 |
84.65 |
|
| R2 |
85.68 |
85.68 |
84.44 |
|
| R1 |
84.86 |
84.86 |
84.24 |
85.27 |
| PP |
83.42 |
83.42 |
83.42 |
83.63 |
| S1 |
82.60 |
82.60 |
83.82 |
83.01 |
| S2 |
81.16 |
81.16 |
83.62 |
|
| S3 |
78.90 |
80.34 |
83.41 |
|
| S4 |
76.64 |
78.08 |
82.79 |
|
|
| Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.04 |
98.04 |
87.06 |
|
| R3 |
95.53 |
92.53 |
85.55 |
|
| R2 |
90.02 |
90.02 |
85.04 |
|
| R1 |
87.02 |
87.02 |
84.54 |
85.77 |
| PP |
84.51 |
84.51 |
84.51 |
83.88 |
| S1 |
81.51 |
81.51 |
83.52 |
80.26 |
| S2 |
79.00 |
79.00 |
83.02 |
|
| S3 |
73.49 |
76.00 |
82.51 |
|
| S4 |
67.98 |
70.49 |
81.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
87.50 |
81.99 |
5.51 |
6.6% |
2.01 |
2.4% |
37% |
False |
True |
10,971 |
| 10 |
91.36 |
81.99 |
9.37 |
11.2% |
2.05 |
2.4% |
22% |
False |
True |
11,353 |
| 20 |
92.17 |
81.99 |
10.18 |
12.1% |
1.61 |
1.9% |
20% |
False |
True |
8,574 |
| 40 |
93.50 |
81.99 |
11.51 |
13.7% |
1.28 |
1.5% |
18% |
False |
True |
6,246 |
| 60 |
97.35 |
81.99 |
15.36 |
18.3% |
1.14 |
1.4% |
13% |
False |
True |
5,144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.86 |
|
2.618 |
90.17 |
|
1.618 |
87.91 |
|
1.000 |
86.51 |
|
0.618 |
85.65 |
|
HIGH |
84.25 |
|
0.618 |
83.39 |
|
0.500 |
83.12 |
|
0.382 |
82.85 |
|
LOW |
81.99 |
|
0.618 |
80.59 |
|
1.000 |
79.73 |
|
1.618 |
78.33 |
|
2.618 |
76.07 |
|
4.250 |
72.39 |
|
|
| Fisher Pivots for day following 10-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
83.73 |
84.11 |
| PP |
83.42 |
84.08 |
| S1 |
83.12 |
84.06 |
|