NYMEX Light Sweet Crude Oil Future November 2014
Trading Metrics calculated at close of trading on 01-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2014 |
01-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
94.34 |
91.36 |
-2.98 |
-3.2% |
91.69 |
High |
94.90 |
92.96 |
-1.94 |
-2.0% |
93.86 |
Low |
90.86 |
90.47 |
-0.39 |
-0.4% |
90.41 |
Close |
91.16 |
90.73 |
-0.43 |
-0.5% |
93.54 |
Range |
4.04 |
2.49 |
-1.55 |
-38.4% |
3.45 |
ATR |
1.86 |
1.90 |
0.05 |
2.4% |
0.00 |
Volume |
429,251 |
389,246 |
-40,005 |
-9.3% |
1,267,378 |
|
Daily Pivots for day following 01-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.86 |
97.28 |
92.10 |
|
R3 |
96.37 |
94.79 |
91.41 |
|
R2 |
93.88 |
93.88 |
91.19 |
|
R1 |
92.30 |
92.30 |
90.96 |
91.85 |
PP |
91.39 |
91.39 |
91.39 |
91.16 |
S1 |
89.81 |
89.81 |
90.50 |
89.36 |
S2 |
88.90 |
88.90 |
90.27 |
|
S3 |
86.41 |
87.32 |
90.05 |
|
S4 |
83.92 |
84.83 |
89.36 |
|
|
Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.95 |
101.70 |
95.44 |
|
R3 |
99.50 |
98.25 |
94.49 |
|
R2 |
96.05 |
96.05 |
94.17 |
|
R1 |
94.80 |
94.80 |
93.86 |
95.43 |
PP |
92.60 |
92.60 |
92.60 |
92.92 |
S1 |
91.35 |
91.35 |
93.22 |
91.98 |
S2 |
89.15 |
89.15 |
92.91 |
|
S3 |
85.70 |
87.90 |
92.59 |
|
S4 |
82.25 |
84.45 |
91.64 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.90 |
90.47 |
4.43 |
4.9% |
2.31 |
2.5% |
6% |
False |
True |
317,497 |
10 |
94.90 |
90.41 |
4.49 |
4.9% |
1.96 |
2.2% |
7% |
False |
False |
276,569 |
20 |
94.90 |
89.56 |
5.34 |
5.9% |
1.92 |
2.1% |
22% |
False |
False |
198,708 |
40 |
97.35 |
89.56 |
7.79 |
8.6% |
1.68 |
1.9% |
15% |
False |
False |
129,167 |
60 |
101.27 |
89.56 |
11.71 |
12.9% |
1.58 |
1.7% |
10% |
False |
False |
98,946 |
80 |
104.44 |
89.56 |
14.88 |
16.4% |
1.43 |
1.6% |
8% |
False |
False |
79,808 |
100 |
104.44 |
89.56 |
14.88 |
16.4% |
1.31 |
1.4% |
8% |
False |
False |
65,960 |
120 |
104.44 |
89.56 |
14.88 |
16.4% |
1.23 |
1.4% |
8% |
False |
False |
56,148 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.54 |
2.618 |
99.48 |
1.618 |
96.99 |
1.000 |
95.45 |
0.618 |
94.50 |
HIGH |
92.96 |
0.618 |
92.01 |
0.500 |
91.72 |
0.382 |
91.42 |
LOW |
90.47 |
0.618 |
88.93 |
1.000 |
87.98 |
1.618 |
86.44 |
2.618 |
83.95 |
4.250 |
79.89 |
|
|
Fisher Pivots for day following 01-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
91.72 |
92.69 |
PP |
91.39 |
92.03 |
S1 |
91.06 |
91.38 |
|