NYMEX Light Sweet Crude Oil Future January 2015
Trading Metrics calculated at close of trading on 26-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2014 |
26-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
91.60 |
91.29 |
-0.31 |
-0.3% |
90.86 |
High |
92.17 |
92.23 |
0.06 |
0.1% |
92.23 |
Low |
90.84 |
90.96 |
0.12 |
0.1% |
89.65 |
Close |
91.30 |
92.02 |
0.72 |
0.8% |
92.02 |
Range |
1.33 |
1.27 |
-0.06 |
-4.5% |
2.58 |
ATR |
1.47 |
1.46 |
-0.01 |
-1.0% |
0.00 |
Volume |
49,610 |
35,871 |
-13,739 |
-27.7% |
167,914 |
|
Daily Pivots for day following 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.55 |
95.05 |
92.72 |
|
R3 |
94.28 |
93.78 |
92.37 |
|
R2 |
93.01 |
93.01 |
92.25 |
|
R1 |
92.51 |
92.51 |
92.14 |
92.76 |
PP |
91.74 |
91.74 |
91.74 |
91.86 |
S1 |
91.24 |
91.24 |
91.90 |
91.49 |
S2 |
90.47 |
90.47 |
91.79 |
|
S3 |
89.20 |
89.97 |
91.67 |
|
S4 |
87.93 |
88.70 |
91.32 |
|
|
Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.04 |
98.11 |
93.44 |
|
R3 |
96.46 |
95.53 |
92.73 |
|
R2 |
93.88 |
93.88 |
92.49 |
|
R1 |
92.95 |
92.95 |
92.26 |
93.42 |
PP |
91.30 |
91.30 |
91.30 |
91.53 |
S1 |
90.37 |
90.37 |
91.78 |
90.84 |
S2 |
88.72 |
88.72 |
91.55 |
|
S3 |
86.14 |
87.79 |
91.31 |
|
S4 |
83.56 |
85.21 |
90.60 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
92.23 |
89.65 |
2.58 |
2.8% |
1.41 |
1.5% |
92% |
True |
False |
33,582 |
10 |
92.97 |
89.08 |
3.89 |
4.2% |
1.50 |
1.6% |
76% |
False |
False |
28,951 |
20 |
94.16 |
89.04 |
5.12 |
5.6% |
1.60 |
1.7% |
58% |
False |
False |
29,333 |
40 |
96.50 |
89.04 |
7.46 |
8.1% |
1.35 |
1.5% |
40% |
False |
False |
23,067 |
60 |
100.63 |
89.04 |
11.59 |
12.6% |
1.27 |
1.4% |
26% |
False |
False |
19,763 |
80 |
102.53 |
89.04 |
13.49 |
14.7% |
1.18 |
1.3% |
22% |
False |
False |
17,059 |
100 |
102.53 |
89.04 |
13.49 |
14.7% |
1.07 |
1.2% |
22% |
False |
False |
14,488 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.63 |
2.618 |
95.55 |
1.618 |
94.28 |
1.000 |
93.50 |
0.618 |
93.01 |
HIGH |
92.23 |
0.618 |
91.74 |
0.500 |
91.60 |
0.382 |
91.45 |
LOW |
90.96 |
0.618 |
90.18 |
1.000 |
89.69 |
1.618 |
88.91 |
2.618 |
87.64 |
4.250 |
85.56 |
|
|
Fisher Pivots for day following 26-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
91.88 |
91.72 |
PP |
91.74 |
91.42 |
S1 |
91.60 |
91.13 |
|