NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 23-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2014 |
23-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
91.08 |
90.21 |
-0.87 |
-1.0% |
90.60 |
High |
91.34 |
91.42 |
0.08 |
0.1% |
93.41 |
Low |
89.87 |
90.04 |
0.17 |
0.2% |
89.30 |
Close |
90.34 |
90.91 |
0.57 |
0.6% |
91.14 |
Range |
1.47 |
1.38 |
-0.09 |
-6.1% |
4.11 |
ATR |
1.60 |
1.58 |
-0.02 |
-1.0% |
0.00 |
Volume |
70,070 |
75,743 |
5,673 |
8.1% |
414,205 |
|
Daily Pivots for day following 23-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.93 |
94.30 |
91.67 |
|
R3 |
93.55 |
92.92 |
91.29 |
|
R2 |
92.17 |
92.17 |
91.16 |
|
R1 |
91.54 |
91.54 |
91.04 |
91.86 |
PP |
90.79 |
90.79 |
90.79 |
90.95 |
S1 |
90.16 |
90.16 |
90.78 |
90.48 |
S2 |
89.41 |
89.41 |
90.66 |
|
S3 |
88.03 |
88.78 |
90.53 |
|
S4 |
86.65 |
87.40 |
90.15 |
|
|
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 |
93.35 |
89.87 |
3.48 |
3.8% |
1.36 |
1.5% |
30% |
False |
False |
81,949 |
10 |
93.41 |
89.13 |
4.28 |
4.7% |
1.77 |
1.9% |
42% |
False |
False |
89,010 |
20 |
94.42 |
89.13 |
5.29 |
5.8% |
1.65 |
1.8% |
34% |
False |
False |
78,301 |
40 |
98.92 |
89.13 |
9.79 |
10.8% |
1.48 |
1.6% |
18% |
False |
False |
70,186 |
60 |
102.71 |
89.13 |
13.58 |
14.9% |
1.39 |
1.5% |
13% |
False |
False |
68,026 |
80 |
103.66 |
89.13 |
14.53 |
16.0% |
1.30 |
1.4% |
12% |
False |
False |
65,167 |
100 |
103.66 |
89.13 |
14.53 |
16.0% |
1.22 |
1.3% |
12% |
False |
False |
60,152 |
120 |
103.66 |
89.13 |
14.53 |
16.0% |
1.19 |
1.3% |
12% |
False |
False |
57,169 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.29 |
2.618 |
95.03 |
1.618 |
93.65 |
1.000 |
92.80 |
0.618 |
92.27 |
HIGH |
91.42 |
0.618 |
90.89 |
0.500 |
90.73 |
0.382 |
90.57 |
LOW |
90.04 |
0.618 |
89.19 |
1.000 |
88.66 |
1.618 |
87.81 |
2.618 |
86.43 |
4.250 |
84.18 |
|
|
Fisher Pivots for day following 23-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
90.85 |
90.86 |
PP |
90.79 |
90.82 |
S1 |
90.73 |
90.77 |
|