NYMEX Light Sweet Crude Oil Future November 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 |
91.24 |
91.91 |
0.67 |
0.7% |
92.92 |
High |
92.06 |
94.12 |
2.06 |
2.2% |
93.03 |
Low |
89.76 |
91.52 |
1.76 |
2.0% |
89.56 |
Close |
91.99 |
93.81 |
1.82 |
2.0% |
91.37 |
Range |
2.30 |
2.60 |
0.30 |
13.0% |
3.47 |
ATR |
1.69 |
1.76 |
0.06 |
3.8% |
0.00 |
Volume |
104,815 |
149,068 |
44,253 |
42.2% |
643,095 |
|
Daily Pivots for day following 16-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.95 |
99.98 |
95.24 |
|
R3 |
98.35 |
97.38 |
94.53 |
|
R2 |
95.75 |
95.75 |
94.29 |
|
R1 |
94.78 |
94.78 |
94.05 |
95.27 |
PP |
93.15 |
93.15 |
93.15 |
93.39 |
S1 |
92.18 |
92.18 |
93.57 |
92.67 |
S2 |
90.55 |
90.55 |
93.33 |
|
S3 |
87.95 |
89.58 |
93.10 |
|
S4 |
85.35 |
86.98 |
92.38 |
|
|
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 |
94.12 |
89.56 |
4.56 |
4.9% |
2.23 |
2.4% |
93% |
True |
False |
138,720 |
10 |
94.93 |
89.56 |
5.37 |
5.7% |
2.02 |
2.2% |
79% |
False |
False |
115,404 |
20 |
95.07 |
89.56 |
5.51 |
5.9% |
1.68 |
1.8% |
77% |
False |
False |
88,549 |
40 |
101.22 |
89.56 |
11.66 |
12.4% |
1.52 |
1.6% |
36% |
False |
False |
67,071 |
60 |
104.44 |
89.56 |
14.88 |
15.9% |
1.41 |
1.5% |
29% |
False |
False |
53,821 |
80 |
104.44 |
89.56 |
14.88 |
15.9% |
1.29 |
1.4% |
29% |
False |
False |
44,666 |
100 |
104.44 |
89.56 |
14.88 |
15.9% |
1.20 |
1.3% |
29% |
False |
False |
37,544 |
120 |
104.44 |
89.56 |
14.88 |
15.9% |
1.13 |
1.2% |
29% |
False |
False |
32,323 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.17 |
2.618 |
100.93 |
1.618 |
98.33 |
1.000 |
96.72 |
0.618 |
95.73 |
HIGH |
94.12 |
0.618 |
93.13 |
0.500 |
92.82 |
0.382 |
92.51 |
LOW |
91.52 |
0.618 |
89.91 |
1.000 |
88.92 |
1.618 |
87.31 |
2.618 |
84.71 |
4.250 |
80.47 |
|
|
Fisher Pivots for day following 16-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
93.48 |
93.19 |
PP |
93.15 |
92.56 |
S1 |
92.82 |
91.94 |
|