NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 30-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2014 |
30-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
92.51 |
93.29 |
0.78 |
0.8% |
91.08 |
High |
93.56 |
93.82 |
0.26 |
0.3% |
92.90 |
Low |
91.87 |
89.97 |
-1.90 |
-2.1% |
89.87 |
Close |
93.49 |
90.27 |
-3.22 |
-3.4% |
92.62 |
Range |
1.69 |
3.85 |
2.16 |
127.8% |
3.03 |
ATR |
1.60 |
1.76 |
0.16 |
10.0% |
0.00 |
Volume |
103,085 |
114,166 |
11,081 |
10.7% |
463,637 |
|
Daily Pivots for day following 30-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.90 |
100.44 |
92.39 |
|
R3 |
99.05 |
96.59 |
91.33 |
|
R2 |
95.20 |
95.20 |
90.98 |
|
R1 |
92.74 |
92.74 |
90.62 |
92.05 |
PP |
91.35 |
91.35 |
91.35 |
91.01 |
S1 |
88.89 |
88.89 |
89.92 |
88.20 |
S2 |
87.50 |
87.50 |
89.56 |
|
S3 |
83.65 |
85.04 |
89.21 |
|
S4 |
79.80 |
81.19 |
88.15 |
|
|
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 |
93.82 |
89.97 |
3.85 |
4.3% |
2.10 |
2.3% |
8% |
True |
True |
107,015 |
10 |
93.82 |
89.87 |
3.95 |
4.4% |
1.73 |
1.9% |
10% |
True |
False |
94,482 |
20 |
94.42 |
89.13 |
5.29 |
5.9% |
1.83 |
2.0% |
22% |
False |
False |
90,773 |
40 |
96.98 |
89.13 |
7.85 |
8.7% |
1.57 |
1.7% |
15% |
False |
False |
75,580 |
60 |
101.15 |
89.13 |
12.02 |
13.3% |
1.49 |
1.7% |
9% |
False |
False |
72,984 |
80 |
103.66 |
89.13 |
14.53 |
16.1% |
1.38 |
1.5% |
8% |
False |
False |
69,413 |
100 |
103.66 |
89.13 |
14.53 |
16.1% |
1.28 |
1.4% |
8% |
False |
False |
63,643 |
120 |
103.66 |
89.13 |
14.53 |
16.1% |
1.23 |
1.4% |
8% |
False |
False |
59,921 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110.18 |
2.618 |
103.90 |
1.618 |
100.05 |
1.000 |
97.67 |
0.618 |
96.20 |
HIGH |
93.82 |
0.618 |
92.35 |
0.500 |
91.90 |
0.382 |
91.44 |
LOW |
89.97 |
0.618 |
87.59 |
1.000 |
86.12 |
1.618 |
83.74 |
2.618 |
79.89 |
4.250 |
73.61 |
|
|
Fisher Pivots for day following 30-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
91.90 |
91.90 |
PP |
91.35 |
91.35 |
S1 |
90.81 |
90.81 |
|