NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 29-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2014 |
29-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
91.70 |
92.51 |
0.81 |
0.9% |
91.08 |
High |
92.90 |
93.56 |
0.66 |
0.7% |
92.90 |
Low |
91.45 |
91.87 |
0.42 |
0.5% |
89.87 |
Close |
92.62 |
93.49 |
0.87 |
0.9% |
92.62 |
Range |
1.45 |
1.69 |
0.24 |
16.6% |
3.03 |
ATR |
1.59 |
1.60 |
0.01 |
0.4% |
0.00 |
Volume |
101,957 |
103,085 |
1,128 |
1.1% |
463,637 |
|
Daily Pivots for day following 29-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.04 |
97.46 |
94.42 |
|
R3 |
96.35 |
95.77 |
93.95 |
|
R2 |
94.66 |
94.66 |
93.80 |
|
R1 |
94.08 |
94.08 |
93.64 |
94.37 |
PP |
92.97 |
92.97 |
92.97 |
93.12 |
S1 |
92.39 |
92.39 |
93.34 |
92.68 |
S2 |
91.28 |
91.28 |
93.18 |
|
S3 |
89.59 |
90.70 |
93.03 |
|
S4 |
87.90 |
89.01 |
92.56 |
|
|
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 |
93.56 |
90.04 |
3.52 |
3.8% |
1.61 |
1.7% |
98% |
True |
False |
99,330 |
10 |
93.56 |
89.87 |
3.69 |
3.9% |
1.59 |
1.7% |
98% |
True |
False |
89,349 |
20 |
94.42 |
89.13 |
5.29 |
5.7% |
1.79 |
1.9% |
82% |
False |
False |
89,246 |
40 |
96.98 |
89.13 |
7.85 |
8.4% |
1.50 |
1.6% |
56% |
False |
False |
74,464 |
60 |
101.30 |
89.13 |
12.17 |
13.0% |
1.44 |
1.5% |
36% |
False |
False |
71,764 |
80 |
103.66 |
89.13 |
14.53 |
15.5% |
1.34 |
1.4% |
30% |
False |
False |
68,552 |
100 |
103.66 |
89.13 |
14.53 |
15.5% |
1.25 |
1.3% |
30% |
False |
False |
62,956 |
120 |
103.66 |
89.13 |
14.53 |
15.5% |
1.20 |
1.3% |
30% |
False |
False |
59,478 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.74 |
2.618 |
97.98 |
1.618 |
96.29 |
1.000 |
95.25 |
0.618 |
94.60 |
HIGH |
93.56 |
0.618 |
92.91 |
0.500 |
92.72 |
0.382 |
92.52 |
LOW |
91.87 |
0.618 |
90.83 |
1.000 |
90.18 |
1.618 |
89.14 |
2.618 |
87.45 |
4.250 |
84.69 |
|
|
Fisher Pivots for day following 29-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
93.23 |
93.14 |
PP |
92.97 |
92.79 |
S1 |
92.72 |
92.45 |
|