NYMEX Light Sweet Crude Oil Future February 2015
Trading Metrics calculated at close of trading on 18-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2014 |
18-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
92.19 |
91.34 |
-0.85 |
-0.9% |
92.17 |
High |
92.53 |
92.07 |
-0.46 |
-0.5% |
92.38 |
Low |
91.45 |
90.78 |
-0.67 |
-0.7% |
89.00 |
Close |
91.84 |
90.90 |
-0.94 |
-1.0% |
90.34 |
Range |
1.08 |
1.29 |
0.21 |
19.4% |
3.38 |
ATR |
1.40 |
1.39 |
-0.01 |
-0.6% |
0.00 |
Volume |
13,145 |
12,074 |
-1,071 |
-8.1% |
95,797 |
|
Daily Pivots for day following 18-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.12 |
94.30 |
91.61 |
|
R3 |
93.83 |
93.01 |
91.25 |
|
R2 |
92.54 |
92.54 |
91.14 |
|
R1 |
91.72 |
91.72 |
91.02 |
91.49 |
PP |
91.25 |
91.25 |
91.25 |
91.13 |
S1 |
90.43 |
90.43 |
90.78 |
90.20 |
S2 |
89.96 |
89.96 |
90.66 |
|
S3 |
88.67 |
89.14 |
90.55 |
|
S4 |
87.38 |
87.85 |
90.19 |
|
|
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 |
89.03 |
3.60 |
4.0% |
1.56 |
1.7% |
52% |
False |
False |
15,536 |
10 |
93.36 |
89.00 |
4.36 |
4.8% |
1.60 |
1.8% |
44% |
False |
False |
16,026 |
20 |
93.83 |
89.00 |
4.83 |
5.3% |
1.35 |
1.5% |
39% |
False |
False |
12,757 |
40 |
98.68 |
89.00 |
9.68 |
10.6% |
1.21 |
1.3% |
20% |
False |
False |
9,537 |
60 |
101.33 |
89.00 |
12.33 |
13.6% |
1.10 |
1.2% |
15% |
False |
False |
7,886 |
80 |
101.33 |
89.00 |
12.33 |
13.6% |
0.98 |
1.1% |
15% |
False |
False |
6,576 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.55 |
2.618 |
95.45 |
1.618 |
94.16 |
1.000 |
93.36 |
0.618 |
92.87 |
HIGH |
92.07 |
0.618 |
91.58 |
0.500 |
91.43 |
0.382 |
91.27 |
LOW |
90.78 |
0.618 |
89.98 |
1.000 |
89.49 |
1.618 |
88.69 |
2.618 |
87.40 |
4.250 |
85.30 |
|
|
Fisher Pivots for day following 18-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
91.43 |
91.55 |
PP |
91.25 |
91.33 |
S1 |
91.08 |
91.12 |
|