NYMEX Light Sweet Crude Oil Future February 2015
Trading Metrics calculated at close of trading on 30-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2014 |
30-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
91.15 |
92.04 |
0.89 |
1.0% |
90.51 |
High |
92.25 |
92.47 |
0.22 |
0.2% |
91.72 |
Low |
90.91 |
89.08 |
-1.83 |
-2.0% |
89.53 |
Close |
92.21 |
89.39 |
-2.82 |
-3.1% |
91.57 |
Range |
1.34 |
3.39 |
2.05 |
153.0% |
2.19 |
ATR |
1.33 |
1.48 |
0.15 |
11.1% |
0.00 |
Volume |
15,335 |
16,995 |
1,660 |
10.8% |
77,869 |
|
Daily Pivots for day following 30-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.48 |
98.33 |
91.25 |
|
R3 |
97.09 |
94.94 |
90.32 |
|
R2 |
93.70 |
93.70 |
90.01 |
|
R1 |
91.55 |
91.55 |
89.70 |
90.93 |
PP |
90.31 |
90.31 |
90.31 |
90.01 |
S1 |
88.16 |
88.16 |
89.08 |
87.54 |
S2 |
86.92 |
86.92 |
88.77 |
|
S3 |
83.53 |
84.77 |
88.46 |
|
S4 |
80.14 |
81.38 |
87.53 |
|
|
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 |
92.47 |
89.08 |
3.39 |
3.8% |
1.75 |
2.0% |
9% |
True |
True |
17,575 |
10 |
92.53 |
89.08 |
3.45 |
3.9% |
1.44 |
1.6% |
9% |
False |
True |
14,937 |
20 |
93.81 |
89.00 |
4.81 |
5.4% |
1.55 |
1.7% |
8% |
False |
False |
15,568 |
40 |
95.94 |
89.00 |
6.94 |
7.8% |
1.30 |
1.5% |
6% |
False |
False |
11,398 |
60 |
99.62 |
89.00 |
10.62 |
11.9% |
1.21 |
1.4% |
4% |
False |
False |
9,498 |
80 |
101.33 |
89.00 |
12.33 |
13.8% |
1.08 |
1.2% |
3% |
False |
False |
7,968 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.88 |
2.618 |
101.35 |
1.618 |
97.96 |
1.000 |
95.86 |
0.618 |
94.57 |
HIGH |
92.47 |
0.618 |
91.18 |
0.500 |
90.78 |
0.382 |
90.37 |
LOW |
89.08 |
0.618 |
86.98 |
1.000 |
85.69 |
1.618 |
83.59 |
2.618 |
80.20 |
4.250 |
74.67 |
|
|
Fisher Pivots for day following 30-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
90.78 |
90.78 |
PP |
90.31 |
90.31 |
S1 |
89.85 |
89.85 |
|