NYMEX Light Sweet Crude Oil Future October 2014
| Trading Metrics calculated at close of trading on 19-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2014 |
19-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
93.97 |
92.97 |
-1.00 |
-1.1% |
92.13 |
| High |
94.82 |
93.22 |
-1.60 |
-1.7% |
95.19 |
| Low |
92.85 |
91.85 |
-1.00 |
-1.1% |
90.63 |
| Close |
93.07 |
92.41 |
-0.66 |
-0.7% |
92.41 |
| Range |
1.97 |
1.37 |
-0.60 |
-30.5% |
4.56 |
| ATR |
1.82 |
1.79 |
-0.03 |
-1.8% |
0.00 |
| Volume |
170,772 |
92,780 |
-77,992 |
-45.7% |
1,124,613 |
|
| Daily Pivots for day following 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.60 |
95.88 |
93.16 |
|
| R3 |
95.23 |
94.51 |
92.79 |
|
| R2 |
93.86 |
93.86 |
92.66 |
|
| R1 |
93.14 |
93.14 |
92.54 |
92.82 |
| PP |
92.49 |
92.49 |
92.49 |
92.33 |
| S1 |
91.77 |
91.77 |
92.28 |
91.45 |
| S2 |
91.12 |
91.12 |
92.16 |
|
| S3 |
89.75 |
90.40 |
92.03 |
|
| S4 |
88.38 |
89.03 |
91.66 |
|
|
| Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.42 |
103.98 |
94.92 |
|
| R3 |
101.86 |
99.42 |
93.66 |
|
| R2 |
97.30 |
97.30 |
93.25 |
|
| R1 |
94.86 |
94.86 |
92.83 |
96.08 |
| PP |
92.74 |
92.74 |
92.74 |
93.36 |
| S1 |
90.30 |
90.30 |
91.99 |
91.52 |
| S2 |
88.18 |
88.18 |
91.57 |
|
| S3 |
83.62 |
85.74 |
91.16 |
|
| S4 |
79.06 |
81.18 |
89.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.19 |
90.63 |
4.56 |
4.9% |
1.96 |
2.1% |
39% |
False |
False |
224,922 |
| 10 |
95.19 |
90.43 |
4.76 |
5.2% |
1.96 |
2.1% |
42% |
False |
False |
267,472 |
| 20 |
96.00 |
90.43 |
5.57 |
6.0% |
1.78 |
1.9% |
36% |
False |
False |
249,116 |
| 40 |
101.18 |
90.43 |
10.75 |
11.6% |
1.62 |
1.8% |
18% |
False |
False |
192,429 |
| 60 |
104.93 |
90.43 |
14.50 |
15.7% |
1.51 |
1.6% |
14% |
False |
False |
147,338 |
| 80 |
105.55 |
90.43 |
15.12 |
16.4% |
1.40 |
1.5% |
13% |
False |
False |
117,947 |
| 100 |
105.55 |
90.43 |
15.12 |
16.4% |
1.30 |
1.4% |
13% |
False |
False |
97,581 |
| 120 |
105.55 |
90.43 |
15.12 |
16.4% |
1.24 |
1.3% |
13% |
False |
False |
82,949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.04 |
|
2.618 |
96.81 |
|
1.618 |
95.44 |
|
1.000 |
94.59 |
|
0.618 |
94.07 |
|
HIGH |
93.22 |
|
0.618 |
92.70 |
|
0.500 |
92.54 |
|
0.382 |
92.37 |
|
LOW |
91.85 |
|
0.618 |
91.00 |
|
1.000 |
90.48 |
|
1.618 |
89.63 |
|
2.618 |
88.26 |
|
4.250 |
86.03 |
|
|
| Fisher Pivots for day following 19-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
92.54 |
93.46 |
| PP |
92.49 |
93.11 |
| S1 |
92.45 |
92.76 |
|