NYMEX Light Sweet Crude Oil Future February 2015
Trading Metrics calculated at close of trading on 22-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2014 |
22-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
90.83 |
90.51 |
-0.32 |
-0.4% |
89.99 |
High |
91.17 |
90.91 |
-0.26 |
-0.3% |
92.63 |
Low |
90.28 |
89.53 |
-0.75 |
-0.8% |
89.03 |
Close |
90.76 |
89.98 |
-0.78 |
-0.9% |
90.76 |
Range |
0.89 |
1.38 |
0.49 |
55.1% |
3.60 |
ATR |
1.36 |
1.36 |
0.00 |
0.1% |
0.00 |
Volume |
13,956 |
10,742 |
-3,214 |
-23.0% |
68,798 |
|
Daily Pivots for day following 22-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.28 |
93.51 |
90.74 |
|
R3 |
92.90 |
92.13 |
90.36 |
|
R2 |
91.52 |
91.52 |
90.23 |
|
R1 |
90.75 |
90.75 |
90.11 |
90.45 |
PP |
90.14 |
90.14 |
90.14 |
89.99 |
S1 |
89.37 |
89.37 |
89.85 |
89.07 |
S2 |
88.76 |
88.76 |
89.73 |
|
S3 |
87.38 |
87.99 |
89.60 |
|
S4 |
86.00 |
86.61 |
89.22 |
|
|
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 |
89.53 |
3.10 |
3.4% |
1.36 |
1.5% |
15% |
False |
True |
12,683 |
10 |
92.63 |
89.00 |
3.63 |
4.0% |
1.52 |
1.7% |
27% |
False |
False |
16,522 |
20 |
93.83 |
89.00 |
4.83 |
5.4% |
1.35 |
1.5% |
20% |
False |
False |
13,110 |
40 |
98.12 |
89.00 |
9.12 |
10.1% |
1.22 |
1.4% |
11% |
False |
False |
9,810 |
60 |
101.11 |
89.00 |
12.11 |
13.5% |
1.11 |
1.2% |
8% |
False |
False |
8,175 |
80 |
101.33 |
89.00 |
12.33 |
13.7% |
0.99 |
1.1% |
8% |
False |
False |
6,837 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.78 |
2.618 |
94.52 |
1.618 |
93.14 |
1.000 |
92.29 |
0.618 |
91.76 |
HIGH |
90.91 |
0.618 |
90.38 |
0.500 |
90.22 |
0.382 |
90.06 |
LOW |
89.53 |
0.618 |
88.68 |
1.000 |
88.15 |
1.618 |
87.30 |
2.618 |
85.92 |
4.250 |
83.67 |
|
|
Fisher Pivots for day following 22-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
90.22 |
90.80 |
PP |
90.14 |
90.53 |
S1 |
90.06 |
90.25 |
|