NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 26-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2014 |
26-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
92.17 |
91.70 |
-0.47 |
-0.5% |
91.08 |
High |
92.75 |
92.90 |
0.15 |
0.2% |
92.90 |
Low |
91.33 |
91.45 |
0.12 |
0.1% |
89.87 |
Close |
91.78 |
92.62 |
0.84 |
0.9% |
92.62 |
Range |
1.42 |
1.45 |
0.03 |
2.1% |
3.03 |
ATR |
1.60 |
1.59 |
-0.01 |
-0.7% |
0.00 |
Volume |
120,798 |
101,957 |
-18,841 |
-15.6% |
463,637 |
|
Daily Pivots for day following 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.67 |
96.10 |
93.42 |
|
R3 |
95.22 |
94.65 |
93.02 |
|
R2 |
93.77 |
93.77 |
92.89 |
|
R1 |
93.20 |
93.20 |
92.75 |
93.49 |
PP |
92.32 |
92.32 |
92.32 |
92.47 |
S1 |
91.75 |
91.75 |
92.49 |
92.04 |
S2 |
90.87 |
90.87 |
92.35 |
|
S3 |
89.42 |
90.30 |
92.22 |
|
S4 |
87.97 |
88.85 |
91.82 |
|
|
Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.89 |
99.78 |
94.29 |
|
R3 |
97.86 |
96.75 |
93.45 |
|
R2 |
94.83 |
94.83 |
93.18 |
|
R1 |
93.72 |
93.72 |
92.90 |
94.28 |
PP |
91.80 |
91.80 |
91.80 |
92.07 |
S1 |
90.69 |
90.69 |
92.34 |
91.25 |
S2 |
88.77 |
88.77 |
92.06 |
|
S3 |
85.74 |
87.66 |
91.79 |
|
S4 |
82.71 |
84.63 |
90.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
92.90 |
89.87 |
3.03 |
3.3% |
1.56 |
1.7% |
91% |
True |
False |
92,727 |
10 |
93.41 |
89.30 |
4.11 |
4.4% |
1.64 |
1.8% |
81% |
False |
False |
87,784 |
20 |
94.42 |
89.13 |
5.29 |
5.7% |
1.76 |
1.9% |
66% |
False |
False |
88,383 |
40 |
96.98 |
89.13 |
7.85 |
8.5% |
1.49 |
1.6% |
44% |
False |
False |
73,975 |
60 |
101.34 |
89.13 |
12.21 |
13.2% |
1.42 |
1.5% |
29% |
False |
False |
70,971 |
80 |
103.66 |
89.13 |
14.53 |
15.7% |
1.33 |
1.4% |
24% |
False |
False |
67,909 |
100 |
103.66 |
89.13 |
14.53 |
15.7% |
1.24 |
1.3% |
24% |
False |
False |
62,313 |
120 |
103.66 |
89.13 |
14.53 |
15.7% |
1.20 |
1.3% |
24% |
False |
False |
58,937 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.06 |
2.618 |
96.70 |
1.618 |
95.25 |
1.000 |
94.35 |
0.618 |
93.80 |
HIGH |
92.90 |
0.618 |
92.35 |
0.500 |
92.18 |
0.382 |
92.00 |
LOW |
91.45 |
0.618 |
90.55 |
1.000 |
90.00 |
1.618 |
89.10 |
2.618 |
87.65 |
4.250 |
85.29 |
|
|
Fisher Pivots for day following 26-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
92.47 |
92.30 |
PP |
92.32 |
91.98 |
S1 |
92.18 |
91.67 |
|