NYMEX Light Sweet Crude Oil Future October 2014
Trading Metrics calculated at close of trading on 16-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2014 |
16-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
92.13 |
92.81 |
0.68 |
0.7% |
93.49 |
High |
93.03 |
95.19 |
2.16 |
2.3% |
93.94 |
Low |
90.63 |
92.46 |
1.83 |
2.0% |
90.43 |
Close |
92.92 |
94.88 |
1.96 |
2.1% |
92.27 |
Range |
2.40 |
2.73 |
0.33 |
13.8% |
3.51 |
ATR |
1.78 |
1.84 |
0.07 |
3.8% |
0.00 |
Volume |
260,506 |
294,723 |
34,217 |
13.1% |
1,550,115 |
|
Daily Pivots for day following 16-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.37 |
101.35 |
96.38 |
|
R3 |
99.64 |
98.62 |
95.63 |
|
R2 |
96.91 |
96.91 |
95.38 |
|
R1 |
95.89 |
95.89 |
95.13 |
96.40 |
PP |
94.18 |
94.18 |
94.18 |
94.43 |
S1 |
93.16 |
93.16 |
94.63 |
93.67 |
S2 |
91.45 |
91.45 |
94.38 |
|
S3 |
88.72 |
90.43 |
94.13 |
|
S4 |
85.99 |
87.70 |
93.38 |
|
|
Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.74 |
101.02 |
94.20 |
|
R3 |
99.23 |
97.51 |
93.24 |
|
R2 |
95.72 |
95.72 |
92.91 |
|
R1 |
94.00 |
94.00 |
92.59 |
93.11 |
PP |
92.21 |
92.21 |
92.21 |
91.77 |
S1 |
90.49 |
90.49 |
91.95 |
89.60 |
S2 |
88.70 |
88.70 |
91.63 |
|
S3 |
85.19 |
86.98 |
91.30 |
|
S4 |
81.68 |
83.47 |
90.34 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.19 |
90.43 |
4.76 |
5.0% |
2.33 |
2.5% |
93% |
True |
False |
310,295 |
10 |
95.83 |
90.43 |
5.40 |
5.7% |
2.10 |
2.2% |
82% |
False |
False |
291,526 |
20 |
96.00 |
90.43 |
5.57 |
5.9% |
1.77 |
1.9% |
80% |
False |
False |
256,197 |
40 |
102.20 |
90.43 |
11.77 |
12.4% |
1.60 |
1.7% |
38% |
False |
False |
184,979 |
60 |
105.55 |
90.43 |
15.12 |
15.9% |
1.51 |
1.6% |
29% |
False |
False |
139,406 |
80 |
105.55 |
90.43 |
15.12 |
15.9% |
1.37 |
1.4% |
29% |
False |
False |
111,379 |
100 |
105.55 |
90.43 |
15.12 |
15.9% |
1.29 |
1.4% |
29% |
False |
False |
92,282 |
120 |
105.55 |
90.43 |
15.12 |
15.9% |
1.22 |
1.3% |
29% |
False |
False |
78,398 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.79 |
2.618 |
102.34 |
1.618 |
99.61 |
1.000 |
97.92 |
0.618 |
96.88 |
HIGH |
95.19 |
0.618 |
94.15 |
0.500 |
93.83 |
0.382 |
93.50 |
LOW |
92.46 |
0.618 |
90.77 |
1.000 |
89.73 |
1.618 |
88.04 |
2.618 |
85.31 |
4.250 |
80.86 |
|
|
Fisher Pivots for day following 16-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
94.53 |
94.22 |
PP |
94.18 |
93.57 |
S1 |
93.83 |
92.91 |
|