NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 25-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2014 |
25-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
90.98 |
92.17 |
1.19 |
1.3% |
90.60 |
High |
92.52 |
92.75 |
0.23 |
0.2% |
93.41 |
Low |
90.43 |
91.33 |
0.90 |
1.0% |
89.30 |
Close |
92.07 |
91.78 |
-0.29 |
-0.3% |
91.14 |
Range |
2.09 |
1.42 |
-0.67 |
-32.1% |
4.11 |
ATR |
1.62 |
1.60 |
-0.01 |
-0.9% |
0.00 |
Volume |
95,069 |
120,798 |
25,729 |
27.1% |
414,205 |
|
Daily Pivots for day following 25-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.21 |
95.42 |
92.56 |
|
R3 |
94.79 |
94.00 |
92.17 |
|
R2 |
93.37 |
93.37 |
92.04 |
|
R1 |
92.58 |
92.58 |
91.91 |
92.27 |
PP |
91.95 |
91.95 |
91.95 |
91.80 |
S1 |
91.16 |
91.16 |
91.65 |
90.85 |
S2 |
90.53 |
90.53 |
91.52 |
|
S3 |
89.11 |
89.74 |
91.39 |
|
S4 |
87.69 |
88.32 |
91.00 |
|
|
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 |
92.75 |
89.87 |
2.88 |
3.1% |
1.48 |
1.6% |
66% |
True |
False |
87,742 |
10 |
93.41 |
89.30 |
4.11 |
4.5% |
1.65 |
1.8% |
60% |
False |
False |
92,097 |
20 |
94.42 |
89.13 |
5.29 |
5.8% |
1.73 |
1.9% |
50% |
False |
False |
85,335 |
40 |
97.34 |
89.13 |
8.21 |
8.9% |
1.49 |
1.6% |
32% |
False |
False |
72,884 |
60 |
102.34 |
89.13 |
13.21 |
14.4% |
1.42 |
1.5% |
20% |
False |
False |
70,195 |
80 |
103.66 |
89.13 |
14.53 |
15.8% |
1.33 |
1.4% |
18% |
False |
False |
67,106 |
100 |
103.66 |
89.13 |
14.53 |
15.8% |
1.24 |
1.3% |
18% |
False |
False |
61,544 |
120 |
103.66 |
89.13 |
14.53 |
15.8% |
1.20 |
1.3% |
18% |
False |
False |
58,433 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.79 |
2.618 |
96.47 |
1.618 |
95.05 |
1.000 |
94.17 |
0.618 |
93.63 |
HIGH |
92.75 |
0.618 |
92.21 |
0.500 |
92.04 |
0.382 |
91.87 |
LOW |
91.33 |
0.618 |
90.45 |
1.000 |
89.91 |
1.618 |
89.03 |
2.618 |
87.61 |
4.250 |
85.30 |
|
|
Fisher Pivots for day following 25-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
92.04 |
91.65 |
PP |
91.95 |
91.52 |
S1 |
91.87 |
91.40 |
|