NYMEX Light Sweet Crude Oil Future November 2014
Trading Metrics calculated at close of trading on 19-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2014 |
19-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
92.82 |
91.96 |
-0.86 |
-0.9% |
91.24 |
High |
93.60 |
92.24 |
-1.36 |
-1.5% |
94.12 |
Low |
91.81 |
91.15 |
-0.66 |
-0.7% |
89.76 |
Close |
91.98 |
91.65 |
-0.33 |
-0.4% |
91.65 |
Range |
1.79 |
1.09 |
-0.70 |
-39.1% |
4.36 |
ATR |
1.73 |
1.68 |
-0.05 |
-2.6% |
0.00 |
Volume |
168,113 |
250,463 |
82,350 |
49.0% |
830,370 |
|
Daily Pivots for day following 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.95 |
94.39 |
92.25 |
|
R3 |
93.86 |
93.30 |
91.95 |
|
R2 |
92.77 |
92.77 |
91.85 |
|
R1 |
92.21 |
92.21 |
91.75 |
91.95 |
PP |
91.68 |
91.68 |
91.68 |
91.55 |
S1 |
91.12 |
91.12 |
91.55 |
90.86 |
S2 |
90.59 |
90.59 |
91.45 |
|
S3 |
89.50 |
90.03 |
91.35 |
|
S4 |
88.41 |
88.94 |
91.05 |
|
|
Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.92 |
102.65 |
94.05 |
|
R3 |
100.56 |
98.29 |
92.85 |
|
R2 |
96.20 |
96.20 |
92.45 |
|
R1 |
93.93 |
93.93 |
92.05 |
95.07 |
PP |
91.84 |
91.84 |
91.84 |
92.41 |
S1 |
89.57 |
89.57 |
91.25 |
90.71 |
S2 |
87.48 |
87.48 |
90.85 |
|
S3 |
83.12 |
85.21 |
90.45 |
|
S4 |
78.76 |
80.85 |
89.25 |
|
|
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 |
4.8% |
1.81 |
2.0% |
43% |
False |
False |
166,074 |
10 |
94.12 |
89.56 |
4.56 |
5.0% |
1.85 |
2.0% |
46% |
False |
False |
147,346 |
20 |
95.07 |
89.56 |
5.51 |
6.0% |
1.68 |
1.8% |
38% |
False |
False |
108,060 |
40 |
100.27 |
89.56 |
10.71 |
11.7% |
1.53 |
1.7% |
20% |
False |
False |
78,023 |
60 |
103.82 |
89.56 |
14.26 |
15.6% |
1.42 |
1.6% |
15% |
False |
False |
62,578 |
80 |
104.44 |
89.56 |
14.88 |
16.2% |
1.31 |
1.4% |
14% |
False |
False |
51,545 |
100 |
104.44 |
89.56 |
14.88 |
16.2% |
1.21 |
1.3% |
14% |
False |
False |
43,104 |
120 |
104.44 |
89.56 |
14.88 |
16.2% |
1.15 |
1.3% |
14% |
False |
False |
36,998 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.87 |
2.618 |
95.09 |
1.618 |
94.00 |
1.000 |
93.33 |
0.618 |
92.91 |
HIGH |
92.24 |
0.618 |
91.82 |
0.500 |
91.70 |
0.382 |
91.57 |
LOW |
91.15 |
0.618 |
90.48 |
1.000 |
90.06 |
1.618 |
89.39 |
2.618 |
88.30 |
4.250 |
86.52 |
|
|
Fisher Pivots for day following 19-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
91.70 |
92.58 |
PP |
91.68 |
92.27 |
S1 |
91.67 |
91.96 |
|