NYMEX Light Sweet Crude Oil Future November 2014
Trading Metrics calculated at close of trading on 24-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2014 |
24-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
90.70 |
91.72 |
1.02 |
1.1% |
91.24 |
High |
92.09 |
93.29 |
1.20 |
1.3% |
94.12 |
Low |
90.58 |
91.15 |
0.57 |
0.6% |
89.76 |
Close |
91.56 |
92.80 |
1.24 |
1.4% |
91.65 |
Range |
1.51 |
2.14 |
0.63 |
41.7% |
4.36 |
ATR |
1.66 |
1.69 |
0.03 |
2.1% |
0.00 |
Volume |
247,770 |
282,634 |
34,864 |
14.1% |
830,370 |
|
Daily Pivots for day following 24-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.83 |
97.96 |
93.98 |
|
R3 |
96.69 |
95.82 |
93.39 |
|
R2 |
94.55 |
94.55 |
93.19 |
|
R1 |
93.68 |
93.68 |
93.00 |
94.12 |
PP |
92.41 |
92.41 |
92.41 |
92.63 |
S1 |
91.54 |
91.54 |
92.60 |
91.98 |
S2 |
90.27 |
90.27 |
92.41 |
|
S3 |
88.13 |
89.40 |
92.21 |
|
S4 |
85.99 |
87.26 |
91.62 |
|
|
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 |
93.60 |
90.41 |
3.19 |
3.4% |
1.61 |
1.7% |
75% |
False |
False |
235,642 |
10 |
94.12 |
89.56 |
4.56 |
4.9% |
1.87 |
2.0% |
71% |
False |
False |
190,962 |
20 |
95.07 |
89.56 |
5.51 |
5.9% |
1.79 |
1.9% |
59% |
False |
False |
138,928 |
40 |
99.41 |
89.56 |
9.85 |
10.6% |
1.57 |
1.7% |
33% |
False |
False |
94,386 |
60 |
103.54 |
89.56 |
13.98 |
15.1% |
1.46 |
1.6% |
23% |
False |
False |
74,313 |
80 |
104.44 |
89.56 |
14.88 |
16.0% |
1.34 |
1.4% |
22% |
False |
False |
60,731 |
100 |
104.44 |
89.56 |
14.88 |
16.0% |
1.24 |
1.3% |
22% |
False |
False |
50,447 |
120 |
104.44 |
89.56 |
14.88 |
16.0% |
1.17 |
1.3% |
22% |
False |
False |
43,217 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.39 |
2.618 |
98.89 |
1.618 |
96.75 |
1.000 |
95.43 |
0.618 |
94.61 |
HIGH |
93.29 |
0.618 |
92.47 |
0.500 |
92.22 |
0.382 |
91.97 |
LOW |
91.15 |
0.618 |
89.83 |
1.000 |
89.01 |
1.618 |
87.69 |
2.618 |
85.55 |
4.250 |
82.06 |
|
|
Fisher Pivots for day following 24-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
92.61 |
92.48 |
PP |
92.41 |
92.17 |
S1 |
92.22 |
91.85 |
|