NYMEX Light Sweet Crude Oil Future February 2015
Trading Metrics calculated at close of trading on 25-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2014 |
25-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
90.28 |
91.14 |
0.86 |
1.0% |
89.99 |
High |
91.49 |
91.70 |
0.21 |
0.2% |
92.63 |
Low |
89.71 |
90.45 |
0.74 |
0.8% |
89.03 |
Close |
91.10 |
90.92 |
-0.18 |
-0.2% |
90.76 |
Range |
1.78 |
1.25 |
-0.53 |
-29.8% |
3.60 |
ATR |
1.36 |
1.35 |
-0.01 |
-0.6% |
0.00 |
Volume |
16,783 |
21,475 |
4,692 |
28.0% |
68,798 |
|
Daily Pivots for day following 25-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.77 |
94.10 |
91.61 |
|
R3 |
93.52 |
92.85 |
91.26 |
|
R2 |
92.27 |
92.27 |
91.15 |
|
R1 |
91.60 |
91.60 |
91.03 |
91.31 |
PP |
91.02 |
91.02 |
91.02 |
90.88 |
S1 |
90.35 |
90.35 |
90.81 |
90.06 |
S2 |
89.77 |
89.77 |
90.69 |
|
S3 |
88.52 |
89.10 |
90.58 |
|
S4 |
87.27 |
87.85 |
90.23 |
|
|
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 |
91.70 |
89.53 |
2.17 |
2.4% |
1.25 |
1.4% |
64% |
True |
False |
14,907 |
10 |
92.63 |
89.03 |
3.60 |
4.0% |
1.41 |
1.5% |
53% |
False |
False |
15,221 |
20 |
93.83 |
89.00 |
4.83 |
5.3% |
1.45 |
1.6% |
40% |
False |
False |
14,381 |
40 |
96.27 |
89.00 |
7.27 |
8.0% |
1.23 |
1.4% |
26% |
False |
False |
10,599 |
60 |
100.76 |
89.00 |
11.76 |
12.9% |
1.15 |
1.3% |
16% |
False |
False |
8,831 |
80 |
101.33 |
89.00 |
12.33 |
13.6% |
1.03 |
1.1% |
16% |
False |
False |
7,423 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.01 |
2.618 |
94.97 |
1.618 |
93.72 |
1.000 |
92.95 |
0.618 |
92.47 |
HIGH |
91.70 |
0.618 |
91.22 |
0.500 |
91.08 |
0.382 |
90.93 |
LOW |
90.45 |
0.618 |
89.68 |
1.000 |
89.20 |
1.618 |
88.43 |
2.618 |
87.18 |
4.250 |
85.14 |
|
|
Fisher Pivots for day following 25-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
91.08 |
90.85 |
PP |
91.02 |
90.78 |
S1 |
90.97 |
90.71 |
|