NYMEX Light Sweet Crude Oil Future February 2015
Trading Metrics calculated at close of trading on 26-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2014 |
26-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
91.14 |
90.90 |
-0.24 |
-0.3% |
90.51 |
High |
91.70 |
91.72 |
0.02 |
0.0% |
91.72 |
Low |
90.45 |
90.71 |
0.26 |
0.3% |
89.53 |
Close |
90.92 |
91.57 |
0.65 |
0.7% |
91.57 |
Range |
1.25 |
1.01 |
-0.24 |
-19.2% |
2.19 |
ATR |
1.35 |
1.33 |
-0.02 |
-1.8% |
0.00 |
Volume |
21,475 |
17,288 |
-4,187 |
-19.5% |
77,869 |
|
Daily Pivots for day following 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.36 |
93.98 |
92.13 |
|
R3 |
93.35 |
92.97 |
91.85 |
|
R2 |
92.34 |
92.34 |
91.76 |
|
R1 |
91.96 |
91.96 |
91.66 |
92.15 |
PP |
91.33 |
91.33 |
91.33 |
91.43 |
S1 |
90.95 |
90.95 |
91.48 |
91.14 |
S2 |
90.32 |
90.32 |
91.38 |
|
S3 |
89.31 |
89.94 |
91.29 |
|
S4 |
88.30 |
88.93 |
91.01 |
|
|
Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.51 |
96.73 |
92.77 |
|
R3 |
95.32 |
94.54 |
92.17 |
|
R2 |
93.13 |
93.13 |
91.97 |
|
R1 |
92.35 |
92.35 |
91.77 |
92.74 |
PP |
90.94 |
90.94 |
90.94 |
91.14 |
S1 |
90.16 |
90.16 |
91.37 |
90.55 |
S2 |
88.75 |
88.75 |
91.17 |
|
S3 |
86.56 |
87.97 |
90.97 |
|
S4 |
84.37 |
85.78 |
90.37 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
91.72 |
89.53 |
2.19 |
2.4% |
1.28 |
1.4% |
93% |
True |
False |
15,573 |
10 |
92.63 |
89.03 |
3.60 |
3.9% |
1.36 |
1.5% |
71% |
False |
False |
14,666 |
20 |
93.83 |
89.00 |
4.83 |
5.3% |
1.46 |
1.6% |
53% |
False |
False |
14,943 |
40 |
95.94 |
89.00 |
6.94 |
7.6% |
1.23 |
1.3% |
37% |
False |
False |
10,920 |
60 |
99.89 |
89.00 |
10.89 |
11.9% |
1.14 |
1.3% |
24% |
False |
False |
9,068 |
80 |
101.33 |
89.00 |
12.33 |
13.5% |
1.03 |
1.1% |
21% |
False |
False |
7,619 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.01 |
2.618 |
94.36 |
1.618 |
93.35 |
1.000 |
92.73 |
0.618 |
92.34 |
HIGH |
91.72 |
0.618 |
91.33 |
0.500 |
91.22 |
0.382 |
91.10 |
LOW |
90.71 |
0.618 |
90.09 |
1.000 |
89.70 |
1.618 |
89.08 |
2.618 |
88.07 |
4.250 |
86.42 |
|
|
Fisher Pivots for day following 26-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
91.45 |
91.29 |
PP |
91.33 |
91.00 |
S1 |
91.22 |
90.72 |
|