NYMEX Light Sweet Crude Oil Future January 2015
Trading Metrics calculated at close of trading on 23-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2014 |
23-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
90.86 |
90.04 |
-0.82 |
-0.9% |
90.22 |
High |
91.07 |
91.04 |
-0.03 |
0.0% |
92.97 |
Low |
89.65 |
89.95 |
0.30 |
0.3% |
89.08 |
Close |
90.11 |
90.56 |
0.45 |
0.5% |
90.92 |
Range |
1.42 |
1.09 |
-0.33 |
-23.2% |
3.89 |
ATR |
1.48 |
1.45 |
-0.03 |
-1.9% |
0.00 |
Volume |
22,115 |
23,047 |
932 |
4.2% |
121,603 |
|
Daily Pivots for day following 23-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.79 |
93.26 |
91.16 |
|
R3 |
92.70 |
92.17 |
90.86 |
|
R2 |
91.61 |
91.61 |
90.76 |
|
R1 |
91.08 |
91.08 |
90.66 |
91.35 |
PP |
90.52 |
90.52 |
90.52 |
90.65 |
S1 |
89.99 |
89.99 |
90.46 |
90.26 |
S2 |
89.43 |
89.43 |
90.36 |
|
S3 |
88.34 |
88.90 |
90.26 |
|
S4 |
87.25 |
87.81 |
89.96 |
|
|
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 |
92.89 |
89.65 |
3.24 |
3.6% |
1.23 |
1.4% |
28% |
False |
False |
22,720 |
10 |
92.97 |
89.04 |
3.93 |
4.3% |
1.64 |
1.8% |
39% |
False |
False |
28,650 |
20 |
94.16 |
89.04 |
5.12 |
5.7% |
1.50 |
1.7% |
30% |
False |
False |
25,076 |
40 |
98.09 |
89.04 |
9.05 |
10.0% |
1.34 |
1.5% |
17% |
False |
False |
20,907 |
60 |
101.87 |
89.04 |
12.83 |
14.2% |
1.25 |
1.4% |
12% |
False |
False |
18,054 |
80 |
102.53 |
89.04 |
13.49 |
14.9% |
1.15 |
1.3% |
11% |
False |
False |
15,758 |
100 |
102.53 |
89.04 |
13.49 |
14.9% |
1.04 |
1.1% |
11% |
False |
False |
13,358 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.67 |
2.618 |
93.89 |
1.618 |
92.80 |
1.000 |
92.13 |
0.618 |
91.71 |
HIGH |
91.04 |
0.618 |
90.62 |
0.500 |
90.50 |
0.382 |
90.37 |
LOW |
89.95 |
0.618 |
89.28 |
1.000 |
88.86 |
1.618 |
88.19 |
2.618 |
87.10 |
4.250 |
85.32 |
|
|
Fisher Pivots for day following 23-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
90.54 |
90.55 |
PP |
90.52 |
90.53 |
S1 |
90.50 |
90.52 |
|