NYMEX Light Sweet Crude Oil Future February 2015
Trading Metrics calculated at close of trading on 29-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2014 |
29-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
90.90 |
91.15 |
0.25 |
0.3% |
90.51 |
High |
91.72 |
92.25 |
0.53 |
0.6% |
91.72 |
Low |
90.71 |
90.91 |
0.20 |
0.2% |
89.53 |
Close |
91.57 |
92.21 |
0.64 |
0.7% |
91.57 |
Range |
1.01 |
1.34 |
0.33 |
32.7% |
2.19 |
ATR |
1.33 |
1.33 |
0.00 |
0.1% |
0.00 |
Volume |
17,288 |
15,335 |
-1,953 |
-11.3% |
77,869 |
|
Daily Pivots for day following 29-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.81 |
95.35 |
92.95 |
|
R3 |
94.47 |
94.01 |
92.58 |
|
R2 |
93.13 |
93.13 |
92.46 |
|
R1 |
92.67 |
92.67 |
92.33 |
92.90 |
PP |
91.79 |
91.79 |
91.79 |
91.91 |
S1 |
91.33 |
91.33 |
92.09 |
91.56 |
S2 |
90.45 |
90.45 |
91.96 |
|
S3 |
89.11 |
89.99 |
91.84 |
|
S4 |
87.77 |
88.65 |
91.47 |
|
|
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 |
92.25 |
89.71 |
2.54 |
2.8% |
1.27 |
1.4% |
98% |
True |
False |
16,492 |
10 |
92.63 |
89.53 |
3.10 |
3.4% |
1.32 |
1.4% |
86% |
False |
False |
14,588 |
20 |
93.81 |
89.00 |
4.81 |
5.2% |
1.49 |
1.6% |
67% |
False |
False |
15,321 |
40 |
95.94 |
89.00 |
6.94 |
7.5% |
1.23 |
1.3% |
46% |
False |
False |
11,104 |
60 |
99.76 |
89.00 |
10.76 |
11.7% |
1.16 |
1.3% |
30% |
False |
False |
9,263 |
80 |
101.33 |
89.00 |
12.33 |
13.4% |
1.04 |
1.1% |
26% |
False |
False |
7,779 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.95 |
2.618 |
95.76 |
1.618 |
94.42 |
1.000 |
93.59 |
0.618 |
93.08 |
HIGH |
92.25 |
0.618 |
91.74 |
0.500 |
91.58 |
0.382 |
91.42 |
LOW |
90.91 |
0.618 |
90.08 |
1.000 |
89.57 |
1.618 |
88.74 |
2.618 |
87.40 |
4.250 |
85.22 |
|
|
Fisher Pivots for day following 29-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
92.00 |
91.92 |
PP |
91.79 |
91.64 |
S1 |
91.58 |
91.35 |
|