NYMEX Light Sweet Crude Oil Future November 2014
Trading Metrics calculated at close of trading on 22-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2014 |
22-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
91.96 |
91.69 |
-0.27 |
-0.3% |
91.24 |
High |
92.24 |
91.92 |
-0.32 |
-0.3% |
94.12 |
Low |
91.15 |
90.41 |
-0.74 |
-0.8% |
89.76 |
Close |
91.65 |
90.87 |
-0.78 |
-0.9% |
91.65 |
Range |
1.09 |
1.51 |
0.42 |
38.5% |
4.36 |
ATR |
1.68 |
1.67 |
-0.01 |
-0.7% |
0.00 |
Volume |
250,463 |
229,232 |
-21,231 |
-8.5% |
830,370 |
|
Daily Pivots for day following 22-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.60 |
94.74 |
91.70 |
|
R3 |
94.09 |
93.23 |
91.29 |
|
R2 |
92.58 |
92.58 |
91.15 |
|
R1 |
91.72 |
91.72 |
91.01 |
91.40 |
PP |
91.07 |
91.07 |
91.07 |
90.90 |
S1 |
90.21 |
90.21 |
90.73 |
89.89 |
S2 |
89.56 |
89.56 |
90.59 |
|
S3 |
88.05 |
88.70 |
90.45 |
|
S4 |
86.54 |
87.19 |
90.04 |
|
|
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 |
90.41 |
3.71 |
4.1% |
1.66 |
1.8% |
12% |
False |
True |
190,957 |
10 |
94.12 |
89.56 |
4.56 |
5.0% |
1.82 |
2.0% |
29% |
False |
False |
161,873 |
20 |
95.07 |
89.56 |
5.51 |
6.1% |
1.70 |
1.9% |
24% |
False |
False |
116,319 |
40 |
100.08 |
89.56 |
10.52 |
11.6% |
1.54 |
1.7% |
12% |
False |
False |
82,831 |
60 |
103.57 |
89.56 |
14.01 |
15.4% |
1.43 |
1.6% |
9% |
False |
False |
65,919 |
80 |
104.44 |
89.56 |
14.88 |
16.4% |
1.32 |
1.5% |
9% |
False |
False |
54,294 |
100 |
104.44 |
89.56 |
14.88 |
16.4% |
1.22 |
1.3% |
9% |
False |
False |
45,325 |
120 |
104.44 |
89.56 |
14.88 |
16.4% |
1.15 |
1.3% |
9% |
False |
False |
38,873 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.34 |
2.618 |
95.87 |
1.618 |
94.36 |
1.000 |
93.43 |
0.618 |
92.85 |
HIGH |
91.92 |
0.618 |
91.34 |
0.500 |
91.17 |
0.382 |
90.99 |
LOW |
90.41 |
0.618 |
89.48 |
1.000 |
88.90 |
1.618 |
87.97 |
2.618 |
86.46 |
4.250 |
83.99 |
|
|
Fisher Pivots for day following 22-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
91.17 |
92.01 |
PP |
91.07 |
91.63 |
S1 |
90.97 |
91.25 |
|