NYMEX Light Sweet Crude Oil Future January 2015
Trading Metrics calculated at close of trading on 22-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2014 |
22-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
91.07 |
90.86 |
-0.21 |
-0.2% |
90.22 |
High |
91.39 |
91.07 |
-0.32 |
-0.4% |
92.97 |
Low |
90.43 |
89.65 |
-0.78 |
-0.9% |
89.08 |
Close |
90.92 |
90.11 |
-0.81 |
-0.9% |
90.92 |
Range |
0.96 |
1.42 |
0.46 |
47.9% |
3.89 |
ATR |
1.48 |
1.48 |
0.00 |
-0.3% |
0.00 |
Volume |
22,829 |
22,115 |
-714 |
-3.1% |
121,603 |
|
Daily Pivots for day following 22-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.54 |
93.74 |
90.89 |
|
R3 |
93.12 |
92.32 |
90.50 |
|
R2 |
91.70 |
91.70 |
90.37 |
|
R1 |
90.90 |
90.90 |
90.24 |
90.59 |
PP |
90.28 |
90.28 |
90.28 |
90.12 |
S1 |
89.48 |
89.48 |
89.98 |
89.17 |
S2 |
88.86 |
88.86 |
89.85 |
|
S3 |
87.44 |
88.06 |
89.72 |
|
S4 |
86.02 |
86.64 |
89.33 |
|
|
Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.66 |
100.68 |
93.06 |
|
R3 |
98.77 |
96.79 |
91.99 |
|
R2 |
94.88 |
94.88 |
91.63 |
|
R1 |
92.90 |
92.90 |
91.28 |
93.89 |
PP |
90.99 |
90.99 |
90.99 |
91.49 |
S1 |
89.01 |
89.01 |
90.56 |
90.00 |
S2 |
87.10 |
87.10 |
90.21 |
|
S3 |
83.21 |
85.12 |
89.85 |
|
S4 |
79.32 |
81.23 |
88.78 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
92.97 |
89.65 |
3.32 |
3.7% |
1.47 |
1.6% |
14% |
False |
True |
22,223 |
10 |
92.97 |
89.04 |
3.93 |
4.4% |
1.64 |
1.8% |
27% |
False |
False |
29,418 |
20 |
94.16 |
89.04 |
5.12 |
5.7% |
1.49 |
1.6% |
21% |
False |
False |
24,703 |
40 |
98.71 |
89.04 |
9.67 |
10.7% |
1.34 |
1.5% |
11% |
False |
False |
20,713 |
60 |
101.88 |
89.04 |
12.84 |
14.2% |
1.24 |
1.4% |
8% |
False |
False |
17,803 |
80 |
102.53 |
89.04 |
13.49 |
15.0% |
1.14 |
1.3% |
8% |
False |
False |
15,497 |
100 |
102.53 |
89.04 |
13.49 |
15.0% |
1.04 |
1.2% |
8% |
False |
False |
13,174 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.11 |
2.618 |
94.79 |
1.618 |
93.37 |
1.000 |
92.49 |
0.618 |
91.95 |
HIGH |
91.07 |
0.618 |
90.53 |
0.500 |
90.36 |
0.382 |
90.19 |
LOW |
89.65 |
0.618 |
88.77 |
1.000 |
88.23 |
1.618 |
87.35 |
2.618 |
85.93 |
4.250 |
83.62 |
|
|
Fisher Pivots for day following 22-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
90.36 |
91.05 |
PP |
90.28 |
90.73 |
S1 |
90.19 |
90.42 |
|