NYMEX Light Sweet Crude Oil Future February 2015
Trading Metrics calculated at close of trading on 15-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2014 |
15-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
91.01 |
89.99 |
-1.02 |
-1.1% |
92.17 |
High |
91.60 |
90.83 |
-0.77 |
-0.8% |
92.38 |
Low |
90.15 |
89.03 |
-1.12 |
-1.2% |
89.00 |
Close |
90.34 |
90.81 |
0.47 |
0.5% |
90.34 |
Range |
1.45 |
1.80 |
0.35 |
24.1% |
3.38 |
ATR |
1.33 |
1.37 |
0.03 |
2.5% |
0.00 |
Volume |
22,838 |
16,122 |
-6,716 |
-29.4% |
95,797 |
|
Daily Pivots for day following 15-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.62 |
95.02 |
91.80 |
|
R3 |
93.82 |
93.22 |
91.31 |
|
R2 |
92.02 |
92.02 |
91.14 |
|
R1 |
91.42 |
91.42 |
90.98 |
91.72 |
PP |
90.22 |
90.22 |
90.22 |
90.38 |
S1 |
89.62 |
89.62 |
90.65 |
89.92 |
S2 |
88.42 |
88.42 |
90.48 |
|
S3 |
86.62 |
87.82 |
90.32 |
|
S4 |
84.82 |
86.02 |
89.82 |
|
|
Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.71 |
98.91 |
92.20 |
|
R3 |
97.33 |
95.53 |
91.27 |
|
R2 |
93.95 |
93.95 |
90.96 |
|
R1 |
92.15 |
92.15 |
90.65 |
91.36 |
PP |
90.57 |
90.57 |
90.57 |
90.18 |
S1 |
88.77 |
88.77 |
90.03 |
87.98 |
S2 |
87.19 |
87.19 |
89.72 |
|
S3 |
83.81 |
85.39 |
89.41 |
|
S4 |
80.43 |
82.01 |
88.48 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
91.99 |
89.00 |
2.99 |
3.3% |
1.67 |
1.8% |
61% |
False |
False |
20,361 |
10 |
93.81 |
89.00 |
4.81 |
5.3% |
1.67 |
1.8% |
38% |
False |
False |
16,055 |
20 |
93.83 |
89.00 |
4.83 |
5.3% |
1.27 |
1.4% |
37% |
False |
False |
12,047 |
40 |
98.68 |
89.00 |
9.68 |
10.7% |
1.17 |
1.3% |
19% |
False |
False |
9,142 |
60 |
101.33 |
89.00 |
12.33 |
13.6% |
1.05 |
1.2% |
15% |
False |
False |
7,363 |
80 |
101.33 |
89.00 |
12.33 |
13.6% |
0.94 |
1.0% |
15% |
False |
False |
6,155 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.48 |
2.618 |
95.54 |
1.618 |
93.74 |
1.000 |
92.63 |
0.618 |
91.94 |
HIGH |
90.83 |
0.618 |
90.14 |
0.500 |
89.93 |
0.382 |
89.72 |
LOW |
89.03 |
0.618 |
87.92 |
1.000 |
87.23 |
1.618 |
86.12 |
2.618 |
84.32 |
4.250 |
81.38 |
|
|
Fisher Pivots for day following 15-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
90.52 |
90.64 |
PP |
90.22 |
90.47 |
S1 |
89.93 |
90.30 |
|