NYMEX Light Sweet Crude Oil Future February 2015
Trading Metrics calculated at close of trading on 19-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2014 |
19-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
91.34 |
90.83 |
-0.51 |
-0.6% |
89.99 |
High |
92.07 |
91.17 |
-0.90 |
-1.0% |
92.63 |
Low |
90.78 |
90.28 |
-0.50 |
-0.6% |
89.03 |
Close |
90.90 |
90.76 |
-0.14 |
-0.2% |
90.76 |
Range |
1.29 |
0.89 |
-0.40 |
-31.0% |
3.60 |
ATR |
1.39 |
1.36 |
-0.04 |
-2.6% |
0.00 |
Volume |
12,074 |
13,956 |
1,882 |
15.6% |
68,798 |
|
Daily Pivots for day following 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.41 |
92.97 |
91.25 |
|
R3 |
92.52 |
92.08 |
91.00 |
|
R2 |
91.63 |
91.63 |
90.92 |
|
R1 |
91.19 |
91.19 |
90.84 |
90.97 |
PP |
90.74 |
90.74 |
90.74 |
90.62 |
S1 |
90.30 |
90.30 |
90.68 |
90.08 |
S2 |
89.85 |
89.85 |
90.60 |
|
S3 |
88.96 |
89.41 |
90.52 |
|
S4 |
88.07 |
88.52 |
90.27 |
|
|
Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.61 |
99.78 |
92.74 |
|
R3 |
98.01 |
96.18 |
91.75 |
|
R2 |
94.41 |
94.41 |
91.42 |
|
R1 |
92.58 |
92.58 |
91.09 |
93.50 |
PP |
90.81 |
90.81 |
90.81 |
91.26 |
S1 |
88.98 |
88.98 |
90.43 |
89.90 |
S2 |
87.21 |
87.21 |
90.10 |
|
S3 |
83.61 |
85.38 |
89.77 |
|
S4 |
80.01 |
81.78 |
88.78 |
|
|
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% |
1.44 |
1.6% |
48% |
False |
False |
13,759 |
10 |
92.63 |
89.00 |
3.63 |
4.0% |
1.53 |
1.7% |
48% |
False |
False |
16,459 |
20 |
93.83 |
89.00 |
4.83 |
5.3% |
1.32 |
1.5% |
36% |
False |
False |
13,125 |
40 |
98.21 |
89.00 |
9.21 |
10.1% |
1.21 |
1.3% |
19% |
False |
False |
9,651 |
60 |
101.17 |
89.00 |
12.17 |
13.4% |
1.11 |
1.2% |
14% |
False |
False |
8,072 |
80 |
101.33 |
89.00 |
12.33 |
13.6% |
0.98 |
1.1% |
14% |
False |
False |
6,727 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.95 |
2.618 |
93.50 |
1.618 |
92.61 |
1.000 |
92.06 |
0.618 |
91.72 |
HIGH |
91.17 |
0.618 |
90.83 |
0.500 |
90.73 |
0.382 |
90.62 |
LOW |
90.28 |
0.618 |
89.73 |
1.000 |
89.39 |
1.618 |
88.84 |
2.618 |
87.95 |
4.250 |
86.50 |
|
|
Fisher Pivots for day following 19-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
90.75 |
91.41 |
PP |
90.74 |
91.19 |
S1 |
90.73 |
90.98 |
|