NYMEX Light Sweet Crude Oil Future April 2015
| Trading Metrics calculated at close of trading on 16-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2014 |
16-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
80.11 |
78.35 |
-1.76 |
-2.2% |
86.60 |
| High |
80.22 |
82.27 |
2.05 |
2.6% |
87.50 |
| Low |
78.34 |
77.71 |
-0.63 |
-0.8% |
81.99 |
| Close |
79.21 |
80.48 |
1.27 |
1.6% |
84.03 |
| Range |
1.88 |
4.56 |
2.68 |
142.6% |
5.51 |
| ATR |
1.80 |
2.00 |
0.20 |
10.9% |
0.00 |
| Volume |
14,912 |
14,073 |
-839 |
-5.6% |
54,857 |
|
| Daily Pivots for day following 16-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.83 |
91.72 |
82.99 |
|
| R3 |
89.27 |
87.16 |
81.73 |
|
| R2 |
84.71 |
84.71 |
81.32 |
|
| R1 |
82.60 |
82.60 |
80.90 |
83.66 |
| PP |
80.15 |
80.15 |
80.15 |
80.68 |
| S1 |
78.04 |
78.04 |
80.06 |
79.10 |
| S2 |
75.59 |
75.59 |
79.64 |
|
| S3 |
71.03 |
73.48 |
79.23 |
|
| S4 |
66.47 |
68.92 |
77.97 |
|
|
| 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 |
84.25 |
77.71 |
6.54 |
8.1% |
2.71 |
3.4% |
42% |
False |
True |
13,343 |
| 10 |
87.98 |
77.71 |
10.27 |
12.8% |
2.34 |
2.9% |
27% |
False |
True |
12,432 |
| 20 |
91.36 |
77.71 |
13.65 |
17.0% |
1.90 |
2.4% |
20% |
False |
True |
10,327 |
| 40 |
93.50 |
77.71 |
15.79 |
19.6% |
1.49 |
1.8% |
18% |
False |
True |
7,292 |
| 60 |
97.18 |
77.71 |
19.47 |
24.2% |
1.28 |
1.6% |
14% |
False |
True |
5,820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.65 |
|
2.618 |
94.21 |
|
1.618 |
89.65 |
|
1.000 |
86.83 |
|
0.618 |
85.09 |
|
HIGH |
82.27 |
|
0.618 |
80.53 |
|
0.500 |
79.99 |
|
0.382 |
79.45 |
|
LOW |
77.71 |
|
0.618 |
74.89 |
|
1.000 |
73.15 |
|
1.618 |
70.33 |
|
2.618 |
65.77 |
|
4.250 |
58.33 |
|
|
| Fisher Pivots for day following 16-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
80.32 |
80.50 |
| PP |
80.15 |
80.49 |
| S1 |
79.99 |
80.49 |
|