NYMEX Light Sweet Crude Oil Future February 2015
Trading Metrics calculated at close of trading on 01-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2014 |
01-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
92.04 |
89.50 |
-2.54 |
-2.8% |
90.51 |
High |
92.47 |
90.72 |
-1.75 |
-1.9% |
91.72 |
Low |
89.08 |
88.46 |
-0.62 |
-0.7% |
89.53 |
Close |
89.39 |
88.66 |
-0.73 |
-0.8% |
91.57 |
Range |
3.39 |
2.26 |
-1.13 |
-33.3% |
2.19 |
ATR |
1.48 |
1.53 |
0.06 |
3.8% |
0.00 |
Volume |
16,995 |
35,735 |
18,740 |
110.3% |
77,869 |
|
Daily Pivots for day following 01-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.06 |
94.62 |
89.90 |
|
R3 |
93.80 |
92.36 |
89.28 |
|
R2 |
91.54 |
91.54 |
89.07 |
|
R1 |
90.10 |
90.10 |
88.87 |
89.69 |
PP |
89.28 |
89.28 |
89.28 |
89.08 |
S1 |
87.84 |
87.84 |
88.45 |
87.43 |
S2 |
87.02 |
87.02 |
88.25 |
|
S3 |
84.76 |
85.58 |
88.04 |
|
S4 |
82.50 |
83.32 |
87.42 |
|
|
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 |
88.46 |
4.01 |
4.5% |
1.85 |
2.1% |
5% |
False |
True |
21,365 |
10 |
92.47 |
88.46 |
4.01 |
4.5% |
1.56 |
1.8% |
5% |
False |
True |
17,196 |
20 |
93.67 |
88.46 |
5.21 |
5.9% |
1.57 |
1.8% |
4% |
False |
True |
16,612 |
40 |
95.94 |
88.46 |
7.48 |
8.4% |
1.33 |
1.5% |
3% |
False |
True |
12,206 |
60 |
99.09 |
88.46 |
10.63 |
12.0% |
1.23 |
1.4% |
2% |
False |
True |
10,060 |
80 |
101.33 |
88.46 |
12.87 |
14.5% |
1.10 |
1.2% |
2% |
False |
True |
8,399 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.33 |
2.618 |
96.64 |
1.618 |
94.38 |
1.000 |
92.98 |
0.618 |
92.12 |
HIGH |
90.72 |
0.618 |
89.86 |
0.500 |
89.59 |
0.382 |
89.32 |
LOW |
88.46 |
0.618 |
87.06 |
1.000 |
86.20 |
1.618 |
84.80 |
2.618 |
82.54 |
4.250 |
78.86 |
|
|
Fisher Pivots for day following 01-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
89.59 |
90.47 |
PP |
89.28 |
89.86 |
S1 |
88.97 |
89.26 |
|