NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 15-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2014 |
15-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
91.56 |
90.60 |
-0.96 |
-1.0% |
92.48 |
High |
92.18 |
91.42 |
-0.76 |
-0.8% |
92.73 |
Low |
90.55 |
89.30 |
-1.25 |
-1.4% |
89.13 |
Close |
90.77 |
91.37 |
0.60 |
0.7% |
90.77 |
Range |
1.63 |
2.12 |
0.49 |
30.1% |
3.60 |
ATR |
1.58 |
1.62 |
0.04 |
2.4% |
0.00 |
Volume |
145,094 |
87,431 |
-57,663 |
-39.7% |
473,825 |
|
Daily Pivots for day following 15-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.06 |
96.33 |
92.54 |
|
R3 |
94.94 |
94.21 |
91.95 |
|
R2 |
92.82 |
92.82 |
91.76 |
|
R1 |
92.09 |
92.09 |
91.56 |
92.46 |
PP |
90.70 |
90.70 |
90.70 |
90.88 |
S1 |
89.97 |
89.97 |
91.18 |
90.34 |
S2 |
88.58 |
88.58 |
90.98 |
|
S3 |
86.46 |
87.85 |
90.79 |
|
S4 |
84.34 |
85.73 |
90.20 |
|
|
Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.68 |
99.82 |
92.75 |
|
R3 |
98.08 |
96.22 |
91.76 |
|
R2 |
94.48 |
94.48 |
91.43 |
|
R1 |
92.62 |
92.62 |
91.10 |
91.75 |
PP |
90.88 |
90.88 |
90.88 |
90.44 |
S1 |
89.02 |
89.02 |
90.44 |
88.15 |
S2 |
87.28 |
87.28 |
90.11 |
|
S3 |
83.68 |
85.42 |
89.78 |
|
S4 |
80.08 |
81.82 |
88.79 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
92.47 |
89.13 |
3.34 |
3.7% |
1.93 |
2.1% |
67% |
False |
False |
98,800 |
10 |
94.42 |
89.13 |
5.29 |
5.8% |
1.98 |
2.2% |
42% |
False |
False |
89,143 |
20 |
94.42 |
89.13 |
5.29 |
5.8% |
1.56 |
1.7% |
42% |
False |
False |
73,760 |
40 |
100.35 |
89.13 |
11.22 |
12.3% |
1.43 |
1.6% |
20% |
False |
False |
67,424 |
60 |
103.66 |
89.13 |
14.53 |
15.9% |
1.35 |
1.5% |
15% |
False |
False |
65,846 |
80 |
103.66 |
89.13 |
14.53 |
15.9% |
1.25 |
1.4% |
15% |
False |
False |
62,421 |
100 |
103.66 |
89.13 |
14.53 |
15.9% |
1.20 |
1.3% |
15% |
False |
False |
58,079 |
120 |
103.66 |
89.13 |
14.53 |
15.9% |
1.16 |
1.3% |
15% |
False |
False |
54,780 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.43 |
2.618 |
96.97 |
1.618 |
94.85 |
1.000 |
93.54 |
0.618 |
92.73 |
HIGH |
91.42 |
0.618 |
90.61 |
0.500 |
90.36 |
0.382 |
90.11 |
LOW |
89.30 |
0.618 |
87.99 |
1.000 |
87.18 |
1.618 |
85.87 |
2.618 |
83.75 |
4.250 |
80.29 |
|
|
Fisher Pivots for day following 15-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
91.03 |
91.13 |
PP |
90.70 |
90.89 |
S1 |
90.36 |
90.66 |
|