NYMEX Light Sweet Crude Oil Future January 2015
Trading Metrics calculated at close of trading on 15-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2014 |
15-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
91.25 |
90.22 |
-1.03 |
-1.1% |
92.35 |
High |
91.83 |
91.07 |
-0.76 |
-0.8% |
92.50 |
Low |
90.31 |
89.08 |
-1.23 |
-1.4% |
89.04 |
Close |
90.48 |
91.03 |
0.55 |
0.6% |
90.48 |
Range |
1.52 |
1.99 |
0.47 |
30.9% |
3.46 |
ATR |
1.46 |
1.49 |
0.04 |
2.6% |
0.00 |
Volume |
39,845 |
32,603 |
-7,242 |
-18.2% |
168,920 |
|
Daily Pivots for day following 15-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.36 |
95.69 |
92.12 |
|
R3 |
94.37 |
93.70 |
91.58 |
|
R2 |
92.38 |
92.38 |
91.39 |
|
R1 |
91.71 |
91.71 |
91.21 |
92.05 |
PP |
90.39 |
90.39 |
90.39 |
90.56 |
S1 |
89.72 |
89.72 |
90.85 |
90.06 |
S2 |
88.40 |
88.40 |
90.67 |
|
S3 |
86.41 |
87.73 |
90.48 |
|
S4 |
84.42 |
85.74 |
89.94 |
|
|
Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.05 |
99.23 |
92.38 |
|
R3 |
97.59 |
95.77 |
91.43 |
|
R2 |
94.13 |
94.13 |
91.11 |
|
R1 |
92.31 |
92.31 |
90.80 |
91.49 |
PP |
90.67 |
90.67 |
90.67 |
90.27 |
S1 |
88.85 |
88.85 |
90.16 |
88.03 |
S2 |
87.21 |
87.21 |
89.85 |
|
S3 |
83.75 |
85.39 |
89.53 |
|
S4 |
80.29 |
81.93 |
88.58 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
92.20 |
89.04 |
3.16 |
3.5% |
1.80 |
2.0% |
63% |
False |
False |
36,614 |
10 |
94.16 |
89.04 |
5.12 |
5.6% |
1.82 |
2.0% |
39% |
False |
False |
30,716 |
20 |
94.16 |
89.04 |
5.12 |
5.6% |
1.41 |
1.5% |
39% |
False |
False |
23,962 |
40 |
99.36 |
89.04 |
10.32 |
11.3% |
1.29 |
1.4% |
19% |
False |
False |
19,947 |
60 |
102.53 |
89.04 |
13.49 |
14.8% |
1.20 |
1.3% |
15% |
False |
False |
16,630 |
80 |
102.53 |
89.04 |
13.49 |
14.8% |
1.08 |
1.2% |
15% |
False |
False |
14,335 |
100 |
102.53 |
89.04 |
13.49 |
14.8% |
1.00 |
1.1% |
15% |
False |
False |
12,248 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.53 |
2.618 |
96.28 |
1.618 |
94.29 |
1.000 |
93.06 |
0.618 |
92.30 |
HIGH |
91.07 |
0.618 |
90.31 |
0.500 |
90.08 |
0.382 |
89.84 |
LOW |
89.08 |
0.618 |
87.85 |
1.000 |
87.09 |
1.618 |
85.86 |
2.618 |
83.87 |
4.250 |
80.62 |
|
|
Fisher Pivots for day following 15-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
90.71 |
90.83 |
PP |
90.39 |
90.63 |
S1 |
90.08 |
90.44 |
|