NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 19-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2014 |
19-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
92.26 |
91.30 |
-0.96 |
-1.0% |
90.60 |
High |
92.88 |
91.67 |
-1.21 |
-1.3% |
93.41 |
Low |
91.24 |
90.64 |
-0.60 |
-0.7% |
89.30 |
Close |
91.39 |
91.14 |
-0.25 |
-0.3% |
91.14 |
Range |
1.64 |
1.03 |
-0.61 |
-37.2% |
4.11 |
ATR |
1.65 |
1.61 |
-0.04 |
-2.7% |
0.00 |
Volume |
87,498 |
77,030 |
-10,468 |
-12.0% |
414,205 |
|
Daily Pivots for day following 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.24 |
93.72 |
91.71 |
|
R3 |
93.21 |
92.69 |
91.42 |
|
R2 |
92.18 |
92.18 |
91.33 |
|
R1 |
91.66 |
91.66 |
91.23 |
91.41 |
PP |
91.15 |
91.15 |
91.15 |
91.02 |
S1 |
90.63 |
90.63 |
91.05 |
90.38 |
S2 |
90.12 |
90.12 |
90.95 |
|
S3 |
89.09 |
89.60 |
90.86 |
|
S4 |
88.06 |
88.57 |
90.57 |
|
|
Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.61 |
101.49 |
93.40 |
|
R3 |
99.50 |
97.38 |
92.27 |
|
R2 |
95.39 |
95.39 |
91.89 |
|
R1 |
93.27 |
93.27 |
91.52 |
94.33 |
PP |
91.28 |
91.28 |
91.28 |
91.82 |
S1 |
89.16 |
89.16 |
90.76 |
90.22 |
S2 |
87.17 |
87.17 |
90.39 |
|
S3 |
83.06 |
85.05 |
90.01 |
|
S4 |
78.95 |
80.94 |
88.88 |
|
|
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% |
1.71 |
1.9% |
45% |
False |
False |
82,841 |
10 |
93.41 |
89.13 |
4.28 |
4.7% |
1.78 |
2.0% |
47% |
False |
False |
88,803 |
20 |
94.42 |
89.13 |
5.29 |
5.8% |
1.60 |
1.8% |
38% |
False |
False |
77,593 |
40 |
99.51 |
89.13 |
10.38 |
11.4% |
1.47 |
1.6% |
19% |
False |
False |
69,358 |
60 |
103.07 |
89.13 |
13.94 |
15.3% |
1.38 |
1.5% |
14% |
False |
False |
67,704 |
80 |
103.66 |
89.13 |
14.53 |
15.9% |
1.29 |
1.4% |
14% |
False |
False |
64,356 |
100 |
103.66 |
89.13 |
14.53 |
15.9% |
1.22 |
1.3% |
14% |
False |
False |
59,619 |
120 |
103.66 |
89.13 |
14.53 |
15.9% |
1.18 |
1.3% |
14% |
False |
False |
56,482 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.05 |
2.618 |
94.37 |
1.618 |
93.34 |
1.000 |
92.70 |
0.618 |
92.31 |
HIGH |
91.67 |
0.618 |
91.28 |
0.500 |
91.16 |
0.382 |
91.03 |
LOW |
90.64 |
0.618 |
90.00 |
1.000 |
89.61 |
1.618 |
88.97 |
2.618 |
87.94 |
4.250 |
86.26 |
|
|
Fisher Pivots for day following 19-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
91.16 |
92.00 |
PP |
91.15 |
91.71 |
S1 |
91.15 |
91.43 |
|