NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 24-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2014 |
24-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
90.21 |
90.98 |
0.77 |
0.9% |
90.60 |
High |
91.42 |
92.52 |
1.10 |
1.2% |
93.41 |
Low |
90.04 |
90.43 |
0.39 |
0.4% |
89.30 |
Close |
90.91 |
92.07 |
1.16 |
1.3% |
91.14 |
Range |
1.38 |
2.09 |
0.71 |
51.4% |
4.11 |
ATR |
1.58 |
1.62 |
0.04 |
2.3% |
0.00 |
Volume |
75,743 |
95,069 |
19,326 |
25.5% |
414,205 |
|
Daily Pivots for day following 24-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.94 |
97.10 |
93.22 |
|
R3 |
95.85 |
95.01 |
92.64 |
|
R2 |
93.76 |
93.76 |
92.45 |
|
R1 |
92.92 |
92.92 |
92.26 |
93.34 |
PP |
91.67 |
91.67 |
91.67 |
91.89 |
S1 |
90.83 |
90.83 |
91.88 |
91.25 |
S2 |
89.58 |
89.58 |
91.69 |
|
S3 |
87.49 |
88.74 |
91.50 |
|
S4 |
85.40 |
86.65 |
90.92 |
|
|
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 |
92.88 |
89.87 |
3.01 |
3.3% |
1.52 |
1.7% |
73% |
False |
False |
81,082 |
10 |
93.41 |
89.13 |
4.28 |
4.6% |
1.79 |
1.9% |
69% |
False |
False |
89,289 |
20 |
94.42 |
89.13 |
5.29 |
5.7% |
1.70 |
1.9% |
56% |
False |
False |
81,653 |
40 |
98.67 |
89.13 |
9.54 |
10.4% |
1.50 |
1.6% |
31% |
False |
False |
71,450 |
60 |
102.71 |
89.13 |
13.58 |
14.7% |
1.41 |
1.5% |
22% |
False |
False |
69,075 |
80 |
103.66 |
89.13 |
14.53 |
15.8% |
1.32 |
1.4% |
20% |
False |
False |
66,004 |
100 |
103.66 |
89.13 |
14.53 |
15.8% |
1.24 |
1.3% |
20% |
False |
False |
60,704 |
120 |
103.66 |
89.13 |
14.53 |
15.8% |
1.19 |
1.3% |
20% |
False |
False |
57,641 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.40 |
2.618 |
97.99 |
1.618 |
95.90 |
1.000 |
94.61 |
0.618 |
93.81 |
HIGH |
92.52 |
0.618 |
91.72 |
0.500 |
91.48 |
0.382 |
91.23 |
LOW |
90.43 |
0.618 |
89.14 |
1.000 |
88.34 |
1.618 |
87.05 |
2.618 |
84.96 |
4.250 |
81.55 |
|
|
Fisher Pivots for day following 24-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
91.87 |
91.78 |
PP |
91.67 |
91.49 |
S1 |
91.48 |
91.20 |
|