NYMEX Light Sweet Crude Oil Future April 2015
| Trading Metrics calculated at close of trading on 17-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2014 |
17-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
78.35 |
80.75 |
2.40 |
3.1% |
83.85 |
| High |
82.27 |
81.90 |
-0.37 |
-0.4% |
83.90 |
| Low |
77.71 |
80.47 |
2.76 |
3.6% |
77.71 |
| Close |
80.48 |
80.59 |
0.11 |
0.1% |
80.59 |
| Range |
4.56 |
1.43 |
-3.13 |
-68.6% |
6.19 |
| ATR |
2.00 |
1.96 |
-0.04 |
-2.0% |
0.00 |
| Volume |
14,073 |
14,670 |
597 |
4.2% |
68,138 |
|
| Daily Pivots for day following 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.28 |
84.36 |
81.38 |
|
| R3 |
83.85 |
82.93 |
80.98 |
|
| R2 |
82.42 |
82.42 |
80.85 |
|
| R1 |
81.50 |
81.50 |
80.72 |
81.25 |
| PP |
80.99 |
80.99 |
80.99 |
80.86 |
| S1 |
80.07 |
80.07 |
80.46 |
79.82 |
| S2 |
79.56 |
79.56 |
80.33 |
|
| S3 |
78.13 |
78.64 |
80.20 |
|
| S4 |
76.70 |
77.21 |
79.80 |
|
|
| Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.30 |
96.14 |
83.99 |
|
| R3 |
93.11 |
89.95 |
82.29 |
|
| R2 |
86.92 |
86.92 |
81.72 |
|
| R1 |
83.76 |
83.76 |
81.16 |
82.25 |
| PP |
80.73 |
80.73 |
80.73 |
79.98 |
| S1 |
77.57 |
77.57 |
80.02 |
76.06 |
| S2 |
74.54 |
74.54 |
79.46 |
|
| S3 |
68.35 |
71.38 |
78.89 |
|
| S4 |
62.16 |
65.19 |
77.19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.90 |
77.71 |
6.19 |
7.7% |
2.55 |
3.2% |
47% |
False |
False |
13,627 |
| 10 |
87.50 |
77.71 |
9.79 |
12.1% |
2.28 |
2.8% |
29% |
False |
False |
12,299 |
| 20 |
91.36 |
77.71 |
13.65 |
16.9% |
1.93 |
2.4% |
21% |
False |
False |
10,868 |
| 40 |
93.50 |
77.71 |
15.79 |
19.6% |
1.49 |
1.9% |
18% |
False |
False |
7,611 |
| 60 |
97.06 |
77.71 |
19.35 |
24.0% |
1.29 |
1.6% |
15% |
False |
False |
6,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.98 |
|
2.618 |
85.64 |
|
1.618 |
84.21 |
|
1.000 |
83.33 |
|
0.618 |
82.78 |
|
HIGH |
81.90 |
|
0.618 |
81.35 |
|
0.500 |
81.19 |
|
0.382 |
81.02 |
|
LOW |
80.47 |
|
0.618 |
79.59 |
|
1.000 |
79.04 |
|
1.618 |
78.16 |
|
2.618 |
76.73 |
|
4.250 |
74.39 |
|
|
| Fisher Pivots for day following 17-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
81.19 |
80.39 |
| PP |
80.99 |
80.19 |
| S1 |
80.79 |
79.99 |
|