NYMEX Light Sweet Crude Oil Future June 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 |
80.32 |
80.27 |
-0.05 |
-0.1% |
80.70 |
| High |
80.67 |
80.52 |
-0.15 |
-0.2% |
81.10 |
| Low |
79.70 |
78.83 |
-0.87 |
-1.1% |
78.63 |
| Close |
80.42 |
80.16 |
-0.26 |
-0.3% |
80.42 |
| Range |
0.97 |
1.69 |
0.72 |
74.2% |
2.47 |
| ATR |
1.95 |
1.93 |
-0.02 |
-0.9% |
0.00 |
| Volume |
38,487 |
32,403 |
-6,084 |
-15.8% |
157,636 |
|
| Daily Pivots for day following 27-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.91 |
84.22 |
81.09 |
|
| R3 |
83.22 |
82.53 |
80.62 |
|
| R2 |
81.53 |
81.53 |
80.47 |
|
| R1 |
80.84 |
80.84 |
80.31 |
80.34 |
| PP |
79.84 |
79.84 |
79.84 |
79.59 |
| S1 |
79.15 |
79.15 |
80.01 |
78.65 |
| S2 |
78.15 |
78.15 |
79.85 |
|
| S3 |
76.46 |
77.46 |
79.70 |
|
| S4 |
74.77 |
75.77 |
79.23 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.46 |
86.41 |
81.78 |
|
| R3 |
84.99 |
83.94 |
81.10 |
|
| R2 |
82.52 |
82.52 |
80.87 |
|
| R1 |
81.47 |
81.47 |
80.65 |
80.76 |
| PP |
80.05 |
80.05 |
80.05 |
79.70 |
| S1 |
79.00 |
79.00 |
80.19 |
78.29 |
| S2 |
77.58 |
77.58 |
79.97 |
|
| S3 |
75.11 |
76.53 |
79.74 |
|
| S4 |
72.64 |
74.06 |
79.06 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.70 |
|
2.618 |
84.94 |
|
1.618 |
83.25 |
|
1.000 |
82.21 |
|
0.618 |
81.56 |
|
HIGH |
80.52 |
|
0.618 |
79.87 |
|
0.500 |
79.68 |
|
0.382 |
79.48 |
|
LOW |
78.83 |
|
0.618 |
77.79 |
|
1.000 |
77.14 |
|
1.618 |
76.10 |
|
2.618 |
74.41 |
|
4.250 |
71.65 |
|
|
| Fisher Pivots for day following 27-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
80.00 |
80.06 |
| PP |
79.84 |
79.96 |
| S1 |
79.68 |
79.87 |
|