NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 18-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2014 |
18-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
92.93 |
92.26 |
-0.67 |
-0.7% |
92.48 |
High |
93.35 |
92.88 |
-0.47 |
-0.5% |
92.73 |
Low |
92.08 |
91.24 |
-0.84 |
-0.9% |
89.13 |
Close |
92.50 |
91.39 |
-1.11 |
-1.2% |
90.77 |
Range |
1.27 |
1.64 |
0.37 |
29.1% |
3.60 |
ATR |
1.65 |
1.65 |
0.00 |
-0.1% |
0.00 |
Volume |
99,405 |
87,498 |
-11,907 |
-12.0% |
473,825 |
|
Daily Pivots for day following 18-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.76 |
95.71 |
92.29 |
|
R3 |
95.12 |
94.07 |
91.84 |
|
R2 |
93.48 |
93.48 |
91.69 |
|
R1 |
92.43 |
92.43 |
91.54 |
92.14 |
PP |
91.84 |
91.84 |
91.84 |
91.69 |
S1 |
90.79 |
90.79 |
91.24 |
90.50 |
S2 |
90.20 |
90.20 |
91.09 |
|
S3 |
88.56 |
89.15 |
90.94 |
|
S4 |
86.92 |
87.51 |
90.49 |
|
|
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 |
93.41 |
89.30 |
4.11 |
4.5% |
1.83 |
2.0% |
51% |
False |
False |
96,453 |
10 |
93.75 |
89.13 |
4.62 |
5.1% |
1.87 |
2.0% |
49% |
False |
False |
88,175 |
20 |
94.42 |
89.13 |
5.29 |
5.8% |
1.64 |
1.8% |
43% |
False |
False |
76,272 |
40 |
100.08 |
89.13 |
10.95 |
12.0% |
1.47 |
1.6% |
21% |
False |
False |
69,254 |
60 |
103.66 |
89.13 |
14.53 |
15.9% |
1.39 |
1.5% |
16% |
False |
False |
67,115 |
80 |
103.66 |
89.13 |
14.53 |
15.9% |
1.29 |
1.4% |
16% |
False |
False |
63,807 |
100 |
103.66 |
89.13 |
14.53 |
15.9% |
1.22 |
1.3% |
16% |
False |
False |
59,210 |
120 |
103.66 |
89.13 |
14.53 |
15.9% |
1.18 |
1.3% |
16% |
False |
False |
56,079 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.85 |
2.618 |
97.17 |
1.618 |
95.53 |
1.000 |
94.52 |
0.618 |
93.89 |
HIGH |
92.88 |
0.618 |
92.25 |
0.500 |
92.06 |
0.382 |
91.87 |
LOW |
91.24 |
0.618 |
90.23 |
1.000 |
89.60 |
1.618 |
88.59 |
2.618 |
86.95 |
4.250 |
84.27 |
|
|
Fisher Pivots for day following 18-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
92.06 |
92.17 |
PP |
91.84 |
91.91 |
S1 |
91.61 |
91.65 |
|