NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 01-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2014 |
01-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
93.29 |
90.54 |
-2.75 |
-2.9% |
91.08 |
High |
93.82 |
91.95 |
-1.87 |
-2.0% |
92.90 |
Low |
89.97 |
89.47 |
-0.50 |
-0.6% |
89.87 |
Close |
90.27 |
89.74 |
-0.53 |
-0.6% |
92.62 |
Range |
3.85 |
2.48 |
-1.37 |
-35.6% |
3.03 |
ATR |
1.76 |
1.81 |
0.05 |
2.9% |
0.00 |
Volume |
114,166 |
168,573 |
54,407 |
47.7% |
463,637 |
|
Daily Pivots for day following 01-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.83 |
96.26 |
91.10 |
|
R3 |
95.35 |
93.78 |
90.42 |
|
R2 |
92.87 |
92.87 |
90.19 |
|
R1 |
91.30 |
91.30 |
89.97 |
90.85 |
PP |
90.39 |
90.39 |
90.39 |
90.16 |
S1 |
88.82 |
88.82 |
89.51 |
88.37 |
S2 |
87.91 |
87.91 |
89.29 |
|
S3 |
85.43 |
86.34 |
89.06 |
|
S4 |
82.95 |
83.86 |
88.38 |
|
|
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 |
89.47 |
4.35 |
4.8% |
2.18 |
2.4% |
6% |
False |
True |
121,715 |
10 |
93.82 |
89.47 |
4.35 |
4.8% |
1.85 |
2.1% |
6% |
False |
True |
101,398 |
20 |
94.10 |
89.13 |
4.97 |
5.5% |
1.83 |
2.0% |
12% |
False |
False |
94,481 |
40 |
96.98 |
89.13 |
7.85 |
8.7% |
1.61 |
1.8% |
8% |
False |
False |
78,671 |
60 |
100.54 |
89.13 |
11.41 |
12.7% |
1.52 |
1.7% |
5% |
False |
False |
74,982 |
80 |
103.66 |
89.13 |
14.53 |
16.2% |
1.40 |
1.6% |
4% |
False |
False |
71,006 |
100 |
103.66 |
89.13 |
14.53 |
16.2% |
1.29 |
1.4% |
4% |
False |
False |
65,000 |
120 |
103.66 |
89.13 |
14.53 |
16.2% |
1.24 |
1.4% |
4% |
False |
False |
60,859 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.49 |
2.618 |
98.44 |
1.618 |
95.96 |
1.000 |
94.43 |
0.618 |
93.48 |
HIGH |
91.95 |
0.618 |
91.00 |
0.500 |
90.71 |
0.382 |
90.42 |
LOW |
89.47 |
0.618 |
87.94 |
1.000 |
86.99 |
1.618 |
85.46 |
2.618 |
82.98 |
4.250 |
78.93 |
|
|
Fisher Pivots for day following 01-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
90.71 |
91.65 |
PP |
90.39 |
91.01 |
S1 |
90.06 |
90.38 |
|