NYMEX Light Sweet Crude Oil Future February 2015
Trading Metrics calculated at close of trading on 17-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2014 |
17-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
90.79 |
92.19 |
1.40 |
1.5% |
92.17 |
High |
92.63 |
92.53 |
-0.10 |
-0.1% |
92.38 |
Low |
90.47 |
91.45 |
0.98 |
1.1% |
89.00 |
Close |
92.35 |
91.84 |
-0.51 |
-0.6% |
90.34 |
Range |
2.16 |
1.08 |
-1.08 |
-50.0% |
3.38 |
ATR |
1.42 |
1.40 |
-0.02 |
-1.7% |
0.00 |
Volume |
13,501 |
13,145 |
-356 |
-2.6% |
95,797 |
|
Daily Pivots for day following 17-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.18 |
94.59 |
92.43 |
|
R3 |
94.10 |
93.51 |
92.14 |
|
R2 |
93.02 |
93.02 |
92.04 |
|
R1 |
92.43 |
92.43 |
91.94 |
92.19 |
PP |
91.94 |
91.94 |
91.94 |
91.82 |
S1 |
91.35 |
91.35 |
91.74 |
91.11 |
S2 |
90.86 |
90.86 |
91.64 |
|
S3 |
89.78 |
90.27 |
91.54 |
|
S4 |
88.70 |
89.19 |
91.25 |
|
|
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 |
92.63 |
89.00 |
3.63 |
4.0% |
1.78 |
1.9% |
78% |
False |
False |
17,883 |
10 |
93.67 |
89.00 |
4.67 |
5.1% |
1.58 |
1.7% |
61% |
False |
False |
16,029 |
20 |
93.83 |
89.00 |
4.83 |
5.3% |
1.31 |
1.4% |
59% |
False |
False |
12,768 |
40 |
98.68 |
89.00 |
9.68 |
10.5% |
1.20 |
1.3% |
29% |
False |
False |
9,468 |
60 |
101.33 |
89.00 |
12.33 |
13.4% |
1.09 |
1.2% |
23% |
False |
False |
7,719 |
80 |
101.33 |
89.00 |
12.33 |
13.4% |
0.97 |
1.1% |
23% |
False |
False |
6,441 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.12 |
2.618 |
95.36 |
1.618 |
94.28 |
1.000 |
93.61 |
0.618 |
93.20 |
HIGH |
92.53 |
0.618 |
92.12 |
0.500 |
91.99 |
0.382 |
91.86 |
LOW |
91.45 |
0.618 |
90.78 |
1.000 |
90.37 |
1.618 |
89.70 |
2.618 |
88.62 |
4.250 |
86.86 |
|
|
Fisher Pivots for day following 17-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
91.99 |
91.50 |
PP |
91.94 |
91.17 |
S1 |
91.89 |
90.83 |
|