NYMEX Light Sweet Crude Oil Future April 2015
| Trading Metrics calculated at close of trading on 22-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2014 |
22-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
80.11 |
80.79 |
0.68 |
0.8% |
83.85 |
| High |
81.36 |
81.43 |
0.07 |
0.1% |
83.90 |
| Low |
79.85 |
79.04 |
-0.81 |
-1.0% |
77.71 |
| Close |
80.71 |
79.32 |
-1.39 |
-1.7% |
80.59 |
| Range |
1.51 |
2.39 |
0.88 |
58.3% |
6.19 |
| ATR |
1.92 |
1.96 |
0.03 |
1.7% |
0.00 |
| Volume |
10,071 |
10,102 |
31 |
0.3% |
68,138 |
|
| Daily Pivots for day following 22-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.10 |
85.60 |
80.63 |
|
| R3 |
84.71 |
83.21 |
79.98 |
|
| R2 |
82.32 |
82.32 |
79.76 |
|
| R1 |
80.82 |
80.82 |
79.54 |
80.38 |
| PP |
79.93 |
79.93 |
79.93 |
79.71 |
| S1 |
78.43 |
78.43 |
79.10 |
77.99 |
| S2 |
77.54 |
77.54 |
78.88 |
|
| S3 |
75.15 |
76.04 |
78.66 |
|
| S4 |
72.76 |
73.65 |
78.01 |
|
|
| 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 |
82.27 |
77.71 |
4.56 |
5.7% |
2.36 |
3.0% |
35% |
False |
False |
11,643 |
| 10 |
85.79 |
77.71 |
8.08 |
10.2% |
2.41 |
3.0% |
20% |
False |
False |
12,435 |
| 20 |
91.36 |
77.71 |
13.65 |
17.2% |
2.05 |
2.6% |
12% |
False |
False |
11,614 |
| 40 |
93.50 |
77.71 |
15.79 |
19.9% |
1.60 |
2.0% |
10% |
False |
False |
8,148 |
| 60 |
96.24 |
77.71 |
18.53 |
23.4% |
1.34 |
1.7% |
9% |
False |
False |
6,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.59 |
|
2.618 |
87.69 |
|
1.618 |
85.30 |
|
1.000 |
83.82 |
|
0.618 |
82.91 |
|
HIGH |
81.43 |
|
0.618 |
80.52 |
|
0.500 |
80.24 |
|
0.382 |
79.95 |
|
LOW |
79.04 |
|
0.618 |
77.56 |
|
1.000 |
76.65 |
|
1.618 |
75.17 |
|
2.618 |
72.78 |
|
4.250 |
68.88 |
|
|
| Fisher Pivots for day following 22-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
80.24 |
80.24 |
| PP |
79.93 |
79.93 |
| S1 |
79.63 |
79.63 |
|