NYMEX Light Sweet Crude Oil Future November 2014
Trading Metrics calculated at close of trading on 15-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2014 |
15-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
92.09 |
91.24 |
-0.85 |
-0.9% |
92.92 |
High |
92.66 |
92.06 |
-0.60 |
-0.6% |
93.03 |
Low |
91.12 |
89.76 |
-1.36 |
-1.5% |
89.56 |
Close |
91.37 |
91.99 |
0.62 |
0.7% |
91.37 |
Range |
1.54 |
2.30 |
0.76 |
49.4% |
3.47 |
ATR |
1.65 |
1.69 |
0.05 |
2.8% |
0.00 |
Volume |
127,683 |
104,815 |
-22,868 |
-17.9% |
643,095 |
|
Daily Pivots for day following 15-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.17 |
97.38 |
93.26 |
|
R3 |
95.87 |
95.08 |
92.62 |
|
R2 |
93.57 |
93.57 |
92.41 |
|
R1 |
92.78 |
92.78 |
92.20 |
93.18 |
PP |
91.27 |
91.27 |
91.27 |
91.47 |
S1 |
90.48 |
90.48 |
91.78 |
90.88 |
S2 |
88.97 |
88.97 |
91.57 |
|
S3 |
86.67 |
88.18 |
91.36 |
|
S4 |
84.37 |
85.88 |
90.73 |
|
|
Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.73 |
100.02 |
93.28 |
|
R3 |
98.26 |
96.55 |
92.32 |
|
R2 |
94.79 |
94.79 |
92.01 |
|
R1 |
93.08 |
93.08 |
91.69 |
92.20 |
PP |
91.32 |
91.32 |
91.32 |
90.88 |
S1 |
89.61 |
89.61 |
91.05 |
88.73 |
S2 |
87.85 |
87.85 |
90.73 |
|
S3 |
84.38 |
86.14 |
90.42 |
|
S4 |
80.91 |
82.67 |
89.46 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
93.01 |
89.56 |
3.45 |
3.8% |
1.99 |
2.2% |
70% |
False |
False |
132,788 |
10 |
94.94 |
89.56 |
5.38 |
5.8% |
2.06 |
2.2% |
45% |
False |
False |
110,508 |
20 |
95.07 |
89.56 |
5.51 |
6.0% |
1.64 |
1.8% |
44% |
False |
False |
84,453 |
40 |
101.22 |
89.56 |
11.66 |
12.7% |
1.48 |
1.6% |
21% |
False |
False |
64,122 |
60 |
104.44 |
89.56 |
14.88 |
16.2% |
1.38 |
1.5% |
16% |
False |
False |
51,776 |
80 |
104.44 |
89.56 |
14.88 |
16.2% |
1.26 |
1.4% |
16% |
False |
False |
43,029 |
100 |
104.44 |
89.56 |
14.88 |
16.2% |
1.18 |
1.3% |
16% |
False |
False |
36,161 |
120 |
104.44 |
89.56 |
14.88 |
16.2% |
1.11 |
1.2% |
16% |
False |
False |
31,099 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.84 |
2.618 |
98.08 |
1.618 |
95.78 |
1.000 |
94.36 |
0.618 |
93.48 |
HIGH |
92.06 |
0.618 |
91.18 |
0.500 |
90.91 |
0.382 |
90.64 |
LOW |
89.76 |
0.618 |
88.34 |
1.000 |
87.46 |
1.618 |
86.04 |
2.618 |
83.74 |
4.250 |
79.99 |
|
|
Fisher Pivots for day following 15-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
91.63 |
91.70 |
PP |
91.27 |
91.40 |
S1 |
90.91 |
91.11 |
|