NYMEX Light Sweet Crude Oil Future May 2015
| Trading Metrics calculated at close of trading on 16-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2014 |
16-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
89.56 |
90.52 |
0.96 |
1.1% |
91.92 |
| High |
90.48 |
91.76 |
1.28 |
1.4% |
91.92 |
| Low |
89.56 |
90.52 |
0.96 |
1.1% |
89.10 |
| Close |
90.48 |
91.76 |
1.28 |
1.4% |
90.13 |
| Range |
0.92 |
1.24 |
0.32 |
34.8% |
2.82 |
| ATR |
1.09 |
1.10 |
0.01 |
1.3% |
0.00 |
| Volume |
3,358 |
2,402 |
-956 |
-28.5% |
19,079 |
|
| Daily Pivots for day following 16-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.07 |
94.65 |
92.44 |
|
| R3 |
93.83 |
93.41 |
92.10 |
|
| R2 |
92.59 |
92.59 |
91.99 |
|
| R1 |
92.17 |
92.17 |
91.87 |
92.38 |
| PP |
91.35 |
91.35 |
91.35 |
91.45 |
| S1 |
90.93 |
90.93 |
91.65 |
91.14 |
| S2 |
90.11 |
90.11 |
91.53 |
|
| S3 |
88.87 |
89.69 |
91.42 |
|
| S4 |
87.63 |
88.45 |
91.08 |
|
|
| Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.84 |
97.31 |
91.68 |
|
| R3 |
96.02 |
94.49 |
90.91 |
|
| R2 |
93.20 |
93.20 |
90.65 |
|
| R1 |
91.67 |
91.67 |
90.39 |
91.03 |
| PP |
90.38 |
90.38 |
90.38 |
90.06 |
| S1 |
88.85 |
88.85 |
89.87 |
88.21 |
| S2 |
87.56 |
87.56 |
89.61 |
|
| S3 |
84.74 |
86.03 |
89.35 |
|
| S4 |
81.92 |
83.21 |
88.58 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.03 |
|
2.618 |
95.01 |
|
1.618 |
93.77 |
|
1.000 |
93.00 |
|
0.618 |
92.53 |
|
HIGH |
91.76 |
|
0.618 |
91.29 |
|
0.500 |
91.14 |
|
0.382 |
90.99 |
|
LOW |
90.52 |
|
0.618 |
89.75 |
|
1.000 |
89.28 |
|
1.618 |
88.51 |
|
2.618 |
87.27 |
|
4.250 |
85.25 |
|
|
| Fisher Pivots for day following 16-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
91.55 |
91.39 |
| PP |
91.35 |
91.03 |
| S1 |
91.14 |
90.66 |
|