NYMEX Light Sweet Crude Oil Future January 2015
Trading Metrics calculated at close of trading on 29-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2014 |
29-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
91.29 |
91.86 |
0.57 |
0.6% |
90.86 |
High |
92.23 |
92.83 |
0.60 |
0.7% |
92.23 |
Low |
90.96 |
91.32 |
0.36 |
0.4% |
89.65 |
Close |
92.02 |
92.78 |
0.76 |
0.8% |
92.02 |
Range |
1.27 |
1.51 |
0.24 |
18.9% |
2.58 |
ATR |
1.46 |
1.46 |
0.00 |
0.2% |
0.00 |
Volume |
35,871 |
37,267 |
1,396 |
3.9% |
167,914 |
|
Daily Pivots for day following 29-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.84 |
96.32 |
93.61 |
|
R3 |
95.33 |
94.81 |
93.20 |
|
R2 |
93.82 |
93.82 |
93.06 |
|
R1 |
93.30 |
93.30 |
92.92 |
93.56 |
PP |
92.31 |
92.31 |
92.31 |
92.44 |
S1 |
91.79 |
91.79 |
92.64 |
92.05 |
S2 |
90.80 |
90.80 |
92.50 |
|
S3 |
89.29 |
90.28 |
92.36 |
|
S4 |
87.78 |
88.77 |
91.95 |
|
|
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 |
92.83 |
89.95 |
2.88 |
3.1% |
1.43 |
1.5% |
98% |
True |
False |
36,613 |
10 |
92.97 |
89.65 |
3.32 |
3.6% |
1.45 |
1.6% |
94% |
False |
False |
29,418 |
20 |
94.16 |
89.04 |
5.12 |
5.5% |
1.64 |
1.8% |
73% |
False |
False |
30,067 |
40 |
96.50 |
89.04 |
7.46 |
8.0% |
1.36 |
1.5% |
50% |
False |
False |
23,565 |
60 |
100.55 |
89.04 |
11.51 |
12.4% |
1.29 |
1.4% |
32% |
False |
False |
20,255 |
80 |
102.53 |
89.04 |
13.49 |
14.5% |
1.19 |
1.3% |
28% |
False |
False |
17,310 |
100 |
102.53 |
89.04 |
13.49 |
14.5% |
1.07 |
1.2% |
28% |
False |
False |
14,822 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.25 |
2.618 |
96.78 |
1.618 |
95.27 |
1.000 |
94.34 |
0.618 |
93.76 |
HIGH |
92.83 |
0.618 |
92.25 |
0.500 |
92.08 |
0.382 |
91.90 |
LOW |
91.32 |
0.618 |
90.39 |
1.000 |
89.81 |
1.618 |
88.88 |
2.618 |
87.37 |
4.250 |
84.90 |
|
|
Fisher Pivots for day following 29-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
92.55 |
92.47 |
PP |
92.31 |
92.15 |
S1 |
92.08 |
91.84 |
|