NYMEX Light Sweet Crude Oil Future February 2015
Trading Metrics calculated at close of trading on 24-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2014 |
24-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
89.94 |
90.28 |
0.34 |
0.4% |
89.99 |
High |
90.75 |
91.49 |
0.74 |
0.8% |
92.63 |
Low |
89.78 |
89.71 |
-0.07 |
-0.1% |
89.03 |
Close |
90.34 |
91.10 |
0.76 |
0.8% |
90.76 |
Range |
0.97 |
1.78 |
0.81 |
83.5% |
3.60 |
ATR |
1.33 |
1.36 |
0.03 |
2.4% |
0.00 |
Volume |
11,581 |
16,783 |
5,202 |
44.9% |
68,798 |
|
Daily Pivots for day following 24-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.11 |
95.38 |
92.08 |
|
R3 |
94.33 |
93.60 |
91.59 |
|
R2 |
92.55 |
92.55 |
91.43 |
|
R1 |
91.82 |
91.82 |
91.26 |
92.19 |
PP |
90.77 |
90.77 |
90.77 |
90.95 |
S1 |
90.04 |
90.04 |
90.94 |
90.41 |
S2 |
88.99 |
88.99 |
90.77 |
|
S3 |
87.21 |
88.26 |
90.61 |
|
S4 |
85.43 |
86.48 |
90.12 |
|
|
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 |
92.07 |
89.53 |
2.54 |
2.8% |
1.26 |
1.4% |
62% |
False |
False |
13,027 |
10 |
92.63 |
89.00 |
3.63 |
4.0% |
1.52 |
1.7% |
58% |
False |
False |
15,455 |
20 |
93.83 |
89.00 |
4.83 |
5.3% |
1.42 |
1.6% |
43% |
False |
False |
13,786 |
40 |
97.42 |
89.00 |
8.42 |
9.2% |
1.24 |
1.4% |
25% |
False |
False |
10,172 |
60 |
101.11 |
89.00 |
12.11 |
13.3% |
1.14 |
1.3% |
17% |
False |
False |
8,521 |
80 |
101.33 |
89.00 |
12.33 |
13.5% |
1.02 |
1.1% |
17% |
False |
False |
7,168 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.06 |
2.618 |
96.15 |
1.618 |
94.37 |
1.000 |
93.27 |
0.618 |
92.59 |
HIGH |
91.49 |
0.618 |
90.81 |
0.500 |
90.60 |
0.382 |
90.39 |
LOW |
89.71 |
0.618 |
88.61 |
1.000 |
87.93 |
1.618 |
86.83 |
2.618 |
85.05 |
4.250 |
82.15 |
|
|
Fisher Pivots for day following 24-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
90.93 |
90.90 |
PP |
90.77 |
90.71 |
S1 |
90.60 |
90.51 |
|