NYMEX Light Sweet Crude Oil Future November 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 |
91.91 |
93.68 |
1.77 |
1.9% |
92.92 |
High |
94.12 |
94.01 |
-0.11 |
-0.1% |
93.03 |
Low |
91.52 |
92.72 |
1.20 |
1.3% |
89.56 |
Close |
93.81 |
93.20 |
-0.61 |
-0.7% |
91.37 |
Range |
2.60 |
1.29 |
-1.31 |
-50.4% |
3.47 |
ATR |
1.76 |
1.72 |
-0.03 |
-1.9% |
0.00 |
Volume |
149,068 |
157,911 |
8,843 |
5.9% |
643,095 |
|
Daily Pivots for day following 17-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.18 |
96.48 |
93.91 |
|
R3 |
95.89 |
95.19 |
93.55 |
|
R2 |
94.60 |
94.60 |
93.44 |
|
R1 |
93.90 |
93.90 |
93.32 |
93.61 |
PP |
93.31 |
93.31 |
93.31 |
93.16 |
S1 |
92.61 |
92.61 |
93.08 |
92.32 |
S2 |
92.02 |
92.02 |
92.96 |
|
S3 |
90.73 |
91.32 |
92.85 |
|
S4 |
89.44 |
90.03 |
92.49 |
|
|
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% |
2.13 |
2.3% |
80% |
False |
False |
146,282 |
10 |
94.58 |
89.56 |
5.02 |
5.4% |
1.89 |
2.0% |
73% |
False |
False |
120,846 |
20 |
95.07 |
89.56 |
5.51 |
5.9% |
1.67 |
1.8% |
66% |
False |
False |
93,957 |
40 |
100.93 |
89.56 |
11.37 |
12.2% |
1.52 |
1.6% |
32% |
False |
False |
69,968 |
60 |
104.44 |
89.56 |
14.88 |
16.0% |
1.42 |
1.5% |
24% |
False |
False |
56,107 |
80 |
104.44 |
89.56 |
14.88 |
16.0% |
1.30 |
1.4% |
24% |
False |
False |
46,507 |
100 |
104.44 |
89.56 |
14.88 |
16.0% |
1.20 |
1.3% |
24% |
False |
False |
39,036 |
120 |
104.44 |
89.56 |
14.88 |
16.0% |
1.14 |
1.2% |
24% |
False |
False |
33,603 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.49 |
2.618 |
97.39 |
1.618 |
96.10 |
1.000 |
95.30 |
0.618 |
94.81 |
HIGH |
94.01 |
0.618 |
93.52 |
0.500 |
93.37 |
0.382 |
93.21 |
LOW |
92.72 |
0.618 |
91.92 |
1.000 |
91.43 |
1.618 |
90.63 |
2.618 |
89.34 |
4.250 |
87.24 |
|
|
Fisher Pivots for day following 17-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
93.37 |
92.78 |
PP |
93.31 |
92.36 |
S1 |
93.26 |
91.94 |
|