NYMEX Light Sweet Crude Oil Future February 2015
Trading Metrics calculated at close of trading on 23-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2014 |
23-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
90.51 |
89.94 |
-0.57 |
-0.6% |
89.99 |
High |
90.91 |
90.75 |
-0.16 |
-0.2% |
92.63 |
Low |
89.53 |
89.78 |
0.25 |
0.3% |
89.03 |
Close |
89.98 |
90.34 |
0.36 |
0.4% |
90.76 |
Range |
1.38 |
0.97 |
-0.41 |
-29.7% |
3.60 |
ATR |
1.36 |
1.33 |
-0.03 |
-2.0% |
0.00 |
Volume |
10,742 |
11,581 |
839 |
7.8% |
68,798 |
|
Daily Pivots for day following 23-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.20 |
92.74 |
90.87 |
|
R3 |
92.23 |
91.77 |
90.61 |
|
R2 |
91.26 |
91.26 |
90.52 |
|
R1 |
90.80 |
90.80 |
90.43 |
91.03 |
PP |
90.29 |
90.29 |
90.29 |
90.41 |
S1 |
89.83 |
89.83 |
90.25 |
90.06 |
S2 |
89.32 |
89.32 |
90.16 |
|
S3 |
88.35 |
88.86 |
90.07 |
|
S4 |
87.38 |
87.89 |
89.81 |
|
|
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 |
92.53 |
89.53 |
3.00 |
3.3% |
1.12 |
1.2% |
27% |
False |
False |
12,299 |
10 |
92.63 |
89.00 |
3.63 |
4.0% |
1.52 |
1.7% |
37% |
False |
False |
15,818 |
20 |
93.83 |
89.00 |
4.83 |
5.3% |
1.37 |
1.5% |
28% |
False |
False |
13,220 |
40 |
97.63 |
89.00 |
8.63 |
9.6% |
1.22 |
1.3% |
16% |
False |
False |
9,875 |
60 |
101.11 |
89.00 |
12.11 |
13.4% |
1.12 |
1.2% |
11% |
False |
False |
8,314 |
80 |
101.33 |
89.00 |
12.33 |
13.6% |
1.00 |
1.1% |
11% |
False |
False |
6,969 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.87 |
2.618 |
93.29 |
1.618 |
92.32 |
1.000 |
91.72 |
0.618 |
91.35 |
HIGH |
90.75 |
0.618 |
90.38 |
0.500 |
90.27 |
0.382 |
90.15 |
LOW |
89.78 |
0.618 |
89.18 |
1.000 |
88.81 |
1.618 |
88.21 |
2.618 |
87.24 |
4.250 |
85.66 |
|
|
Fisher Pivots for day following 23-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
90.32 |
90.35 |
PP |
90.29 |
90.35 |
S1 |
90.27 |
90.34 |
|