NYMEX Light Sweet Crude Oil Future April 2015
| Trading Metrics calculated at close of trading on 27-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2014 |
27-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
80.44 |
80.39 |
-0.05 |
-0.1% |
80.96 |
| High |
80.75 |
80.39 |
-0.36 |
-0.4% |
81.43 |
| Low |
79.79 |
78.87 |
-0.92 |
-1.2% |
78.88 |
| Close |
80.47 |
80.24 |
-0.23 |
-0.3% |
80.47 |
| Range |
0.96 |
1.52 |
0.56 |
58.3% |
2.55 |
| ATR |
1.94 |
1.92 |
-0.02 |
-1.3% |
0.00 |
| Volume |
17,649 |
10,369 |
-7,280 |
-41.2% |
60,938 |
|
| Daily Pivots for day following 27-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.39 |
83.84 |
81.08 |
|
| R3 |
82.87 |
82.32 |
80.66 |
|
| R2 |
81.35 |
81.35 |
80.52 |
|
| R1 |
80.80 |
80.80 |
80.38 |
80.32 |
| PP |
79.83 |
79.83 |
79.83 |
79.59 |
| S1 |
79.28 |
79.28 |
80.10 |
78.80 |
| S2 |
78.31 |
78.31 |
79.96 |
|
| S3 |
76.79 |
77.76 |
79.82 |
|
| S4 |
75.27 |
76.24 |
79.40 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.91 |
86.74 |
81.87 |
|
| R3 |
85.36 |
84.19 |
81.17 |
|
| R2 |
82.81 |
82.81 |
80.94 |
|
| R1 |
81.64 |
81.64 |
80.70 |
80.95 |
| PP |
80.26 |
80.26 |
80.26 |
79.92 |
| S1 |
79.09 |
79.09 |
80.24 |
78.40 |
| S2 |
77.71 |
77.71 |
80.00 |
|
| S3 |
75.16 |
76.54 |
79.77 |
|
| S4 |
72.61 |
73.99 |
79.07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
81.43 |
78.87 |
2.56 |
3.2% |
1.77 |
2.2% |
54% |
False |
True |
12,400 |
| 10 |
83.28 |
77.71 |
5.57 |
6.9% |
2.23 |
2.8% |
45% |
False |
False |
12,815 |
| 20 |
91.36 |
77.71 |
13.65 |
17.0% |
2.15 |
2.7% |
19% |
False |
False |
12,279 |
| 40 |
93.43 |
77.71 |
15.72 |
19.6% |
1.67 |
2.1% |
16% |
False |
False |
8,875 |
| 60 |
95.01 |
77.71 |
17.30 |
21.6% |
1.37 |
1.7% |
15% |
False |
False |
6,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.85 |
|
2.618 |
84.37 |
|
1.618 |
82.85 |
|
1.000 |
81.91 |
|
0.618 |
81.33 |
|
HIGH |
80.39 |
|
0.618 |
79.81 |
|
0.500 |
79.63 |
|
0.382 |
79.45 |
|
LOW |
78.87 |
|
0.618 |
77.93 |
|
1.000 |
77.35 |
|
1.618 |
76.41 |
|
2.618 |
74.89 |
|
4.250 |
72.41 |
|
|
| Fisher Pivots for day following 27-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
80.04 |
80.19 |
| PP |
79.83 |
80.15 |
| S1 |
79.63 |
80.10 |
|