NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 22-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2014 |
22-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
91.30 |
91.08 |
-0.22 |
-0.2% |
90.60 |
High |
91.67 |
91.34 |
-0.33 |
-0.4% |
93.41 |
Low |
90.64 |
89.87 |
-0.77 |
-0.8% |
89.30 |
Close |
91.14 |
90.34 |
-0.80 |
-0.9% |
91.14 |
Range |
1.03 |
1.47 |
0.44 |
42.7% |
4.11 |
ATR |
1.61 |
1.60 |
-0.01 |
-0.6% |
0.00 |
Volume |
77,030 |
70,070 |
-6,960 |
-9.0% |
414,205 |
|
Daily Pivots for day following 22-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.93 |
94.10 |
91.15 |
|
R3 |
93.46 |
92.63 |
90.74 |
|
R2 |
91.99 |
91.99 |
90.61 |
|
R1 |
91.16 |
91.16 |
90.47 |
90.84 |
PP |
90.52 |
90.52 |
90.52 |
90.36 |
S1 |
89.69 |
89.69 |
90.21 |
89.37 |
S2 |
89.05 |
89.05 |
90.07 |
|
S3 |
87.58 |
88.22 |
89.94 |
|
S4 |
86.11 |
86.75 |
89.53 |
|
|
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 |
89.87 |
3.54 |
3.9% |
1.58 |
1.7% |
13% |
False |
True |
79,368 |
10 |
93.41 |
89.13 |
4.28 |
4.7% |
1.75 |
1.9% |
28% |
False |
False |
89,084 |
20 |
94.42 |
89.13 |
5.29 |
5.9% |
1.62 |
1.8% |
23% |
False |
False |
77,098 |
40 |
99.36 |
89.13 |
10.23 |
11.3% |
1.48 |
1.6% |
12% |
False |
False |
69,912 |
60 |
102.72 |
89.13 |
13.59 |
15.0% |
1.38 |
1.5% |
9% |
False |
False |
67,536 |
80 |
103.66 |
89.13 |
14.53 |
16.1% |
1.30 |
1.4% |
8% |
False |
False |
64,708 |
100 |
103.66 |
89.13 |
14.53 |
16.1% |
1.22 |
1.3% |
8% |
False |
False |
59,903 |
120 |
103.66 |
89.13 |
14.53 |
16.1% |
1.18 |
1.3% |
8% |
False |
False |
56,845 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.59 |
2.618 |
95.19 |
1.618 |
93.72 |
1.000 |
92.81 |
0.618 |
92.25 |
HIGH |
91.34 |
0.618 |
90.78 |
0.500 |
90.61 |
0.382 |
90.43 |
LOW |
89.87 |
0.618 |
88.96 |
1.000 |
88.40 |
1.618 |
87.49 |
2.618 |
86.02 |
4.250 |
83.62 |
|
|
Fisher Pivots for day following 22-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
90.61 |
91.38 |
PP |
90.52 |
91.03 |
S1 |
90.43 |
90.69 |
|