NYMEX Light Sweet Crude Oil Future November 2014
Trading Metrics calculated at close of trading on 18-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2014 |
18-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
93.68 |
92.82 |
-0.86 |
-0.9% |
92.92 |
High |
94.01 |
93.60 |
-0.41 |
-0.4% |
93.03 |
Low |
92.72 |
91.81 |
-0.91 |
-1.0% |
89.56 |
Close |
93.20 |
91.98 |
-1.22 |
-1.3% |
91.37 |
Range |
1.29 |
1.79 |
0.50 |
38.8% |
3.47 |
ATR |
1.72 |
1.73 |
0.00 |
0.3% |
0.00 |
Volume |
157,911 |
168,113 |
10,202 |
6.5% |
643,095 |
|
Daily Pivots for day following 18-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.83 |
96.70 |
92.96 |
|
R3 |
96.04 |
94.91 |
92.47 |
|
R2 |
94.25 |
94.25 |
92.31 |
|
R1 |
93.12 |
93.12 |
92.14 |
92.79 |
PP |
92.46 |
92.46 |
92.46 |
92.30 |
S1 |
91.33 |
91.33 |
91.82 |
91.00 |
S2 |
90.67 |
90.67 |
91.65 |
|
S3 |
88.88 |
89.54 |
91.49 |
|
S4 |
87.09 |
87.75 |
91.00 |
|
|
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 |
89.76 |
4.36 |
4.7% |
1.90 |
2.1% |
51% |
False |
False |
141,518 |
10 |
94.25 |
89.56 |
4.69 |
5.1% |
1.95 |
2.1% |
52% |
False |
False |
130,114 |
20 |
95.07 |
89.56 |
5.51 |
6.0% |
1.72 |
1.9% |
44% |
False |
False |
98,384 |
40 |
100.93 |
89.56 |
11.37 |
12.4% |
1.53 |
1.7% |
21% |
False |
False |
73,315 |
60 |
104.44 |
89.56 |
14.88 |
16.2% |
1.43 |
1.6% |
16% |
False |
False |
58,653 |
80 |
104.44 |
89.56 |
14.88 |
16.2% |
1.31 |
1.4% |
16% |
False |
False |
48,513 |
100 |
104.44 |
89.56 |
14.88 |
16.2% |
1.21 |
1.3% |
16% |
False |
False |
40,669 |
120 |
104.44 |
89.56 |
14.88 |
16.2% |
1.15 |
1.2% |
16% |
False |
False |
34,957 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.21 |
2.618 |
98.29 |
1.618 |
96.50 |
1.000 |
95.39 |
0.618 |
94.71 |
HIGH |
93.60 |
0.618 |
92.92 |
0.500 |
92.71 |
0.382 |
92.49 |
LOW |
91.81 |
0.618 |
90.70 |
1.000 |
90.02 |
1.618 |
88.91 |
2.618 |
87.12 |
4.250 |
84.20 |
|
|
Fisher Pivots for day following 18-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
92.71 |
92.82 |
PP |
92.46 |
92.54 |
S1 |
92.22 |
92.26 |
|