NYMEX Light Sweet Crude Oil Future April 2015
| Trading Metrics calculated at close of trading on 20-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2014 |
20-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
80.75 |
80.96 |
0.21 |
0.3% |
83.85 |
| High |
81.90 |
81.11 |
-0.79 |
-1.0% |
83.90 |
| Low |
80.47 |
79.18 |
-1.29 |
-1.6% |
77.71 |
| Close |
80.59 |
80.19 |
-0.40 |
-0.5% |
80.59 |
| Range |
1.43 |
1.93 |
0.50 |
35.0% |
6.19 |
| ATR |
1.96 |
1.96 |
0.00 |
-0.1% |
0.00 |
| Volume |
14,670 |
9,303 |
-5,367 |
-36.6% |
68,138 |
|
| Daily Pivots for day following 20-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.95 |
85.00 |
81.25 |
|
| R3 |
84.02 |
83.07 |
80.72 |
|
| R2 |
82.09 |
82.09 |
80.54 |
|
| R1 |
81.14 |
81.14 |
80.37 |
80.65 |
| PP |
80.16 |
80.16 |
80.16 |
79.92 |
| S1 |
79.21 |
79.21 |
80.01 |
78.72 |
| S2 |
78.23 |
78.23 |
79.84 |
|
| S3 |
76.30 |
77.28 |
79.66 |
|
| S4 |
74.37 |
75.35 |
79.13 |
|
|
| 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 |
83.28 |
77.71 |
5.57 |
6.9% |
2.69 |
3.3% |
45% |
False |
False |
13,229 |
| 10 |
87.30 |
77.71 |
9.59 |
12.0% |
2.30 |
2.9% |
26% |
False |
False |
12,492 |
| 20 |
91.36 |
77.71 |
13.65 |
17.0% |
1.97 |
2.5% |
18% |
False |
False |
11,172 |
| 40 |
93.50 |
77.71 |
15.79 |
19.7% |
1.53 |
1.9% |
16% |
False |
False |
7,752 |
| 60 |
96.85 |
77.71 |
19.14 |
23.9% |
1.31 |
1.6% |
13% |
False |
False |
6,104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.31 |
|
2.618 |
86.16 |
|
1.618 |
84.23 |
|
1.000 |
83.04 |
|
0.618 |
82.30 |
|
HIGH |
81.11 |
|
0.618 |
80.37 |
|
0.500 |
80.15 |
|
0.382 |
79.92 |
|
LOW |
79.18 |
|
0.618 |
77.99 |
|
1.000 |
77.25 |
|
1.618 |
76.06 |
|
2.618 |
74.13 |
|
4.250 |
70.98 |
|
|
| Fisher Pivots for day following 20-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
80.18 |
80.12 |
| PP |
80.16 |
80.06 |
| S1 |
80.15 |
79.99 |
|