NYMEX Light Sweet Crude Oil Future January 2015
Trading Metrics calculated at close of trading on 25-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2014 |
25-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
90.53 |
91.60 |
1.07 |
1.2% |
90.22 |
High |
91.95 |
92.17 |
0.22 |
0.2% |
92.97 |
Low |
90.02 |
90.84 |
0.82 |
0.9% |
89.08 |
Close |
91.53 |
91.30 |
-0.23 |
-0.3% |
90.92 |
Range |
1.93 |
1.33 |
-0.60 |
-31.1% |
3.89 |
ATR |
1.49 |
1.47 |
-0.01 |
-0.7% |
0.00 |
Volume |
37,271 |
49,610 |
12,339 |
33.1% |
121,603 |
|
Daily Pivots for day following 25-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.43 |
94.69 |
92.03 |
|
R3 |
94.10 |
93.36 |
91.67 |
|
R2 |
92.77 |
92.77 |
91.54 |
|
R1 |
92.03 |
92.03 |
91.42 |
91.74 |
PP |
91.44 |
91.44 |
91.44 |
91.29 |
S1 |
90.70 |
90.70 |
91.18 |
90.41 |
S2 |
90.11 |
90.11 |
91.06 |
|
S3 |
88.78 |
89.37 |
90.93 |
|
S4 |
87.45 |
88.04 |
90.57 |
|
|
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 |
92.17 |
89.65 |
2.52 |
2.8% |
1.35 |
1.5% |
65% |
True |
False |
30,974 |
10 |
92.97 |
89.08 |
3.89 |
4.3% |
1.52 |
1.7% |
57% |
False |
False |
29,349 |
20 |
94.16 |
89.04 |
5.12 |
5.6% |
1.58 |
1.7% |
44% |
False |
False |
28,192 |
40 |
96.80 |
89.04 |
7.76 |
8.5% |
1.36 |
1.5% |
29% |
False |
False |
22,453 |
60 |
101.52 |
89.04 |
12.48 |
13.7% |
1.27 |
1.4% |
18% |
False |
False |
19,298 |
80 |
102.53 |
89.04 |
13.49 |
14.8% |
1.18 |
1.3% |
17% |
False |
False |
16,749 |
100 |
102.53 |
89.04 |
13.49 |
14.8% |
1.06 |
1.2% |
17% |
False |
False |
14,145 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.82 |
2.618 |
95.65 |
1.618 |
94.32 |
1.000 |
93.50 |
0.618 |
92.99 |
HIGH |
92.17 |
0.618 |
91.66 |
0.500 |
91.51 |
0.382 |
91.35 |
LOW |
90.84 |
0.618 |
90.02 |
1.000 |
89.51 |
1.618 |
88.69 |
2.618 |
87.36 |
4.250 |
85.19 |
|
|
Fisher Pivots for day following 25-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
91.51 |
91.22 |
PP |
91.44 |
91.14 |
S1 |
91.37 |
91.06 |
|