NYMEX Light Sweet Crude Oil Future October 2014
| Trading Metrics calculated at close of trading on 17-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2014 |
17-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
92.81 |
94.71 |
1.90 |
2.0% |
93.49 |
| High |
95.19 |
95.06 |
-0.13 |
-0.1% |
93.94 |
| Low |
92.46 |
93.74 |
1.28 |
1.4% |
90.43 |
| Close |
94.88 |
94.42 |
-0.46 |
-0.5% |
92.27 |
| Range |
2.73 |
1.32 |
-1.41 |
-51.6% |
3.51 |
| ATR |
1.84 |
1.81 |
-0.04 |
-2.0% |
0.00 |
| Volume |
294,723 |
305,832 |
11,109 |
3.8% |
1,550,115 |
|
| Daily Pivots for day following 17-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.37 |
97.71 |
95.15 |
|
| R3 |
97.05 |
96.39 |
94.78 |
|
| R2 |
95.73 |
95.73 |
94.66 |
|
| R1 |
95.07 |
95.07 |
94.54 |
94.74 |
| PP |
94.41 |
94.41 |
94.41 |
94.24 |
| S1 |
93.75 |
93.75 |
94.30 |
93.42 |
| S2 |
93.09 |
93.09 |
94.18 |
|
| S3 |
91.77 |
92.43 |
94.06 |
|
| S4 |
90.45 |
91.11 |
93.69 |
|
|
| 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% |
2.23 |
2.4% |
84% |
False |
False |
312,400 |
| 10 |
95.39 |
90.43 |
4.96 |
5.3% |
1.96 |
2.1% |
80% |
False |
False |
292,670 |
| 20 |
96.00 |
90.43 |
5.57 |
5.9% |
1.75 |
1.9% |
72% |
False |
False |
257,613 |
| 40 |
101.82 |
90.43 |
11.39 |
12.1% |
1.60 |
1.7% |
35% |
False |
False |
190,708 |
| 60 |
105.52 |
90.43 |
15.09 |
16.0% |
1.50 |
1.6% |
26% |
False |
False |
143,897 |
| 80 |
105.55 |
90.43 |
15.12 |
16.0% |
1.38 |
1.5% |
26% |
False |
False |
114,983 |
| 100 |
105.55 |
90.43 |
15.12 |
16.0% |
1.29 |
1.4% |
26% |
False |
False |
95,195 |
| 120 |
105.55 |
90.43 |
15.12 |
16.0% |
1.23 |
1.3% |
26% |
False |
False |
80,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.67 |
|
2.618 |
98.52 |
|
1.618 |
97.20 |
|
1.000 |
96.38 |
|
0.618 |
95.88 |
|
HIGH |
95.06 |
|
0.618 |
94.56 |
|
0.500 |
94.40 |
|
0.382 |
94.24 |
|
LOW |
93.74 |
|
0.618 |
92.92 |
|
1.000 |
92.42 |
|
1.618 |
91.60 |
|
2.618 |
90.28 |
|
4.250 |
88.13 |
|
|
| Fisher Pivots for day following 17-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
94.41 |
93.92 |
| PP |
94.41 |
93.41 |
| S1 |
94.40 |
92.91 |
|