NYMEX Light Sweet Crude Oil Future January 2015
Trading Metrics calculated at close of trading on 18-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2014 |
18-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
92.47 |
91.70 |
-0.77 |
-0.8% |
92.35 |
High |
92.89 |
92.44 |
-0.45 |
-0.5% |
92.50 |
Low |
91.71 |
90.96 |
-0.75 |
-0.8% |
89.04 |
Close |
92.11 |
91.11 |
-1.00 |
-1.1% |
90.48 |
Range |
1.18 |
1.48 |
0.30 |
25.4% |
3.46 |
ATR |
1.53 |
1.52 |
0.00 |
-0.2% |
0.00 |
Volume |
24,034 |
21,575 |
-2,459 |
-10.2% |
168,920 |
|
Daily Pivots for day following 18-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.94 |
95.01 |
91.92 |
|
R3 |
94.46 |
93.53 |
91.52 |
|
R2 |
92.98 |
92.98 |
91.38 |
|
R1 |
92.05 |
92.05 |
91.25 |
91.78 |
PP |
91.50 |
91.50 |
91.50 |
91.37 |
S1 |
90.57 |
90.57 |
90.97 |
90.30 |
S2 |
90.02 |
90.02 |
90.84 |
|
S3 |
88.54 |
89.09 |
90.70 |
|
S4 |
87.06 |
87.61 |
90.30 |
|
|
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 |
92.97 |
89.08 |
3.89 |
4.3% |
1.70 |
1.9% |
52% |
False |
False |
27,723 |
10 |
93.53 |
89.04 |
4.49 |
4.9% |
1.75 |
1.9% |
46% |
False |
False |
28,893 |
20 |
94.16 |
89.04 |
5.12 |
5.6% |
1.49 |
1.6% |
40% |
False |
False |
24,427 |
40 |
99.36 |
89.04 |
10.32 |
11.3% |
1.33 |
1.5% |
20% |
False |
False |
20,338 |
60 |
102.53 |
89.04 |
13.49 |
14.8% |
1.24 |
1.4% |
15% |
False |
False |
17,445 |
80 |
102.53 |
89.04 |
13.49 |
14.8% |
1.13 |
1.2% |
15% |
False |
False |
15,003 |
100 |
102.53 |
89.04 |
13.49 |
14.8% |
1.03 |
1.1% |
15% |
False |
False |
12,796 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.73 |
2.618 |
96.31 |
1.618 |
94.83 |
1.000 |
93.92 |
0.618 |
93.35 |
HIGH |
92.44 |
0.618 |
91.87 |
0.500 |
91.70 |
0.382 |
91.53 |
LOW |
90.96 |
0.618 |
90.05 |
1.000 |
89.48 |
1.618 |
88.57 |
2.618 |
87.09 |
4.250 |
84.67 |
|
|
Fisher Pivots for day following 18-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
91.70 |
91.81 |
PP |
91.50 |
91.57 |
S1 |
91.31 |
91.34 |
|