NYMEX Light Sweet Crude Oil Future October 2014
| Trading Metrics calculated at close of trading on 15-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2014 |
15-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
93.05 |
92.13 |
-0.92 |
-1.0% |
93.49 |
| High |
93.67 |
93.03 |
-0.64 |
-0.7% |
93.94 |
| Low |
91.96 |
90.63 |
-1.33 |
-1.4% |
90.43 |
| Close |
92.27 |
92.92 |
0.65 |
0.7% |
92.27 |
| Range |
1.71 |
2.40 |
0.69 |
40.4% |
3.51 |
| ATR |
1.73 |
1.78 |
0.05 |
2.8% |
0.00 |
| Volume |
297,768 |
260,506 |
-37,262 |
-12.5% |
1,550,115 |
|
| Daily Pivots for day following 15-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.39 |
98.56 |
94.24 |
|
| R3 |
96.99 |
96.16 |
93.58 |
|
| R2 |
94.59 |
94.59 |
93.36 |
|
| R1 |
93.76 |
93.76 |
93.14 |
94.18 |
| PP |
92.19 |
92.19 |
92.19 |
92.40 |
| S1 |
91.36 |
91.36 |
92.70 |
91.78 |
| S2 |
89.79 |
89.79 |
92.48 |
|
| S3 |
87.39 |
88.96 |
92.26 |
|
| S4 |
84.99 |
86.56 |
91.60 |
|
|
| Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.74 |
101.02 |
94.20 |
|
| R3 |
99.23 |
97.51 |
93.24 |
|
| R2 |
95.72 |
95.72 |
92.91 |
|
| R1 |
94.00 |
94.00 |
92.59 |
93.11 |
| PP |
92.21 |
92.21 |
92.21 |
91.77 |
| S1 |
90.49 |
90.49 |
91.95 |
89.60 |
| S2 |
88.70 |
88.70 |
91.63 |
|
| S3 |
85.19 |
86.98 |
91.30 |
|
| S4 |
81.68 |
83.47 |
90.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.94 |
90.43 |
3.51 |
3.8% |
2.07 |
2.2% |
71% |
False |
False |
306,526 |
| 10 |
95.91 |
90.43 |
5.48 |
5.9% |
2.15 |
2.3% |
45% |
False |
False |
294,089 |
| 20 |
96.00 |
90.43 |
5.57 |
6.0% |
1.72 |
1.9% |
45% |
False |
False |
250,353 |
| 40 |
102.20 |
90.43 |
11.77 |
12.7% |
1.56 |
1.7% |
21% |
False |
False |
179,446 |
| 60 |
105.55 |
90.43 |
15.12 |
16.3% |
1.48 |
1.6% |
16% |
False |
False |
135,226 |
| 80 |
105.55 |
90.43 |
15.12 |
16.3% |
1.35 |
1.4% |
16% |
False |
False |
108,065 |
| 100 |
105.55 |
90.43 |
15.12 |
16.3% |
1.27 |
1.4% |
16% |
False |
False |
89,492 |
| 120 |
105.55 |
90.43 |
15.12 |
16.3% |
1.21 |
1.3% |
16% |
False |
False |
75,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.23 |
|
2.618 |
99.31 |
|
1.618 |
96.91 |
|
1.000 |
95.43 |
|
0.618 |
94.51 |
|
HIGH |
93.03 |
|
0.618 |
92.11 |
|
0.500 |
91.83 |
|
0.382 |
91.55 |
|
LOW |
90.63 |
|
0.618 |
89.15 |
|
1.000 |
88.23 |
|
1.618 |
86.75 |
|
2.618 |
84.35 |
|
4.250 |
80.43 |
|
|
| Fisher Pivots for day following 15-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
92.56 |
92.63 |
| PP |
92.19 |
92.34 |
| S1 |
91.83 |
92.05 |
|