NYMEX Light Sweet Crude Oil Future October 2014
| Trading Metrics calculated at close of trading on 22-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2014 |
22-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
92.97 |
92.22 |
-0.75 |
-0.8% |
92.13 |
| High |
93.22 |
92.64 |
-0.58 |
-0.6% |
95.19 |
| Low |
91.85 |
91.20 |
-0.65 |
-0.7% |
90.63 |
| Close |
92.41 |
91.52 |
-0.89 |
-1.0% |
92.41 |
| Range |
1.37 |
1.44 |
0.07 |
5.1% |
4.56 |
| ATR |
1.79 |
1.76 |
-0.02 |
-1.4% |
0.00 |
| Volume |
92,780 |
20,275 |
-72,505 |
-78.1% |
1,124,613 |
|
| Daily Pivots for day following 22-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.11 |
95.25 |
92.31 |
|
| R3 |
94.67 |
93.81 |
91.92 |
|
| R2 |
93.23 |
93.23 |
91.78 |
|
| R1 |
92.37 |
92.37 |
91.65 |
92.08 |
| PP |
91.79 |
91.79 |
91.79 |
91.64 |
| S1 |
90.93 |
90.93 |
91.39 |
90.64 |
| S2 |
90.35 |
90.35 |
91.26 |
|
| S3 |
88.91 |
89.49 |
91.12 |
|
| S4 |
87.47 |
88.05 |
90.73 |
|
|
| 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 |
91.20 |
3.99 |
4.4% |
1.77 |
1.9% |
8% |
False |
True |
176,876 |
| 10 |
95.19 |
90.43 |
4.76 |
5.2% |
1.92 |
2.1% |
23% |
False |
False |
241,701 |
| 20 |
96.00 |
90.43 |
5.57 |
6.1% |
1.80 |
2.0% |
20% |
False |
False |
240,557 |
| 40 |
100.89 |
90.43 |
10.46 |
11.4% |
1.62 |
1.8% |
10% |
False |
False |
191,142 |
| 60 |
104.50 |
90.43 |
14.07 |
15.4% |
1.51 |
1.7% |
8% |
False |
False |
146,875 |
| 80 |
105.55 |
90.43 |
15.12 |
16.5% |
1.41 |
1.5% |
7% |
False |
False |
117,971 |
| 100 |
105.55 |
90.43 |
15.12 |
16.5% |
1.30 |
1.4% |
7% |
False |
False |
97,685 |
| 120 |
105.55 |
90.43 |
15.12 |
16.5% |
1.24 |
1.4% |
7% |
False |
False |
83,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.76 |
|
2.618 |
96.41 |
|
1.618 |
94.97 |
|
1.000 |
94.08 |
|
0.618 |
93.53 |
|
HIGH |
92.64 |
|
0.618 |
92.09 |
|
0.500 |
91.92 |
|
0.382 |
91.75 |
|
LOW |
91.20 |
|
0.618 |
90.31 |
|
1.000 |
89.76 |
|
1.618 |
88.87 |
|
2.618 |
87.43 |
|
4.250 |
85.08 |
|
|
| Fisher Pivots for day following 22-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
91.92 |
93.01 |
| PP |
91.79 |
92.51 |
| S1 |
91.65 |
92.02 |
|