NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 02-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2014 |
02-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
90.54 |
89.81 |
-0.73 |
-0.8% |
91.08 |
High |
91.95 |
90.31 |
-1.64 |
-1.8% |
92.90 |
Low |
89.47 |
87.22 |
-2.25 |
-2.5% |
89.87 |
Close |
89.74 |
89.88 |
0.14 |
0.2% |
92.62 |
Range |
2.48 |
3.09 |
0.61 |
24.6% |
3.03 |
ATR |
1.81 |
1.90 |
0.09 |
5.0% |
0.00 |
Volume |
168,573 |
149,530 |
-19,043 |
-11.3% |
463,637 |
|
Daily Pivots for day following 02-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.41 |
97.23 |
91.58 |
|
R3 |
95.32 |
94.14 |
90.73 |
|
R2 |
92.23 |
92.23 |
90.45 |
|
R1 |
91.05 |
91.05 |
90.16 |
91.64 |
PP |
89.14 |
89.14 |
89.14 |
89.43 |
S1 |
87.96 |
87.96 |
89.60 |
88.55 |
S2 |
86.05 |
86.05 |
89.31 |
|
S3 |
82.96 |
84.87 |
89.03 |
|
S4 |
79.87 |
81.78 |
88.18 |
|
|
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 |
87.22 |
6.60 |
7.3% |
2.51 |
2.8% |
40% |
False |
True |
127,462 |
10 |
93.82 |
87.22 |
6.60 |
7.3% |
2.00 |
2.2% |
40% |
False |
True |
107,602 |
20 |
93.82 |
87.22 |
6.60 |
7.3% |
1.93 |
2.1% |
40% |
False |
True |
97,888 |
40 |
96.98 |
87.22 |
9.76 |
10.9% |
1.66 |
1.8% |
27% |
False |
True |
80,567 |
60 |
100.35 |
87.22 |
13.13 |
14.6% |
1.54 |
1.7% |
20% |
False |
True |
76,394 |
80 |
103.66 |
87.22 |
16.44 |
18.3% |
1.42 |
1.6% |
16% |
False |
True |
72,002 |
100 |
103.66 |
87.22 |
16.44 |
18.3% |
1.32 |
1.5% |
16% |
False |
True |
66,109 |
120 |
103.66 |
87.22 |
16.44 |
18.3% |
1.26 |
1.4% |
16% |
False |
True |
61,848 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.44 |
2.618 |
98.40 |
1.618 |
95.31 |
1.000 |
93.40 |
0.618 |
92.22 |
HIGH |
90.31 |
0.618 |
89.13 |
0.500 |
88.77 |
0.382 |
88.40 |
LOW |
87.22 |
0.618 |
85.31 |
1.000 |
84.13 |
1.618 |
82.22 |
2.618 |
79.13 |
4.250 |
74.09 |
|
|
Fisher Pivots for day following 02-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
89.51 |
90.52 |
PP |
89.14 |
90.31 |
S1 |
88.77 |
90.09 |
|