NYMEX Light Sweet Crude Oil Future October 2014
| Trading Metrics calculated at close of trading on 18-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2014 |
18-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
94.71 |
93.97 |
-0.74 |
-0.8% |
93.49 |
| High |
95.06 |
94.82 |
-0.24 |
-0.3% |
93.94 |
| Low |
93.74 |
92.85 |
-0.89 |
-0.9% |
90.43 |
| Close |
94.42 |
93.07 |
-1.35 |
-1.4% |
92.27 |
| Range |
1.32 |
1.97 |
0.65 |
49.2% |
3.51 |
| ATR |
1.81 |
1.82 |
0.01 |
0.6% |
0.00 |
| Volume |
305,832 |
170,772 |
-135,060 |
-44.2% |
1,550,115 |
|
| Daily Pivots for day following 18-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.49 |
98.25 |
94.15 |
|
| R3 |
97.52 |
96.28 |
93.61 |
|
| R2 |
95.55 |
95.55 |
93.43 |
|
| R1 |
94.31 |
94.31 |
93.25 |
93.95 |
| PP |
93.58 |
93.58 |
93.58 |
93.40 |
| S1 |
92.34 |
92.34 |
92.89 |
91.98 |
| S2 |
91.61 |
91.61 |
92.71 |
|
| S3 |
89.64 |
90.37 |
92.53 |
|
| S4 |
87.67 |
88.40 |
91.99 |
|
|
| 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 |
95.19 |
90.63 |
4.56 |
4.9% |
2.03 |
2.2% |
54% |
False |
False |
265,920 |
| 10 |
95.19 |
90.43 |
4.76 |
5.1% |
2.03 |
2.2% |
55% |
False |
False |
284,333 |
| 20 |
96.00 |
90.43 |
5.57 |
6.0% |
1.81 |
1.9% |
47% |
False |
False |
255,794 |
| 40 |
101.80 |
90.43 |
11.37 |
12.2% |
1.62 |
1.7% |
23% |
False |
False |
193,142 |
| 60 |
105.52 |
90.43 |
15.09 |
16.2% |
1.52 |
1.6% |
17% |
False |
False |
146,318 |
| 80 |
105.55 |
90.43 |
15.12 |
16.2% |
1.40 |
1.5% |
17% |
False |
False |
116,930 |
| 100 |
105.55 |
90.43 |
15.12 |
16.2% |
1.30 |
1.4% |
17% |
False |
False |
96,779 |
| 120 |
105.55 |
90.43 |
15.12 |
16.2% |
1.24 |
1.3% |
17% |
False |
False |
82,235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.19 |
|
2.618 |
99.98 |
|
1.618 |
98.01 |
|
1.000 |
96.79 |
|
0.618 |
96.04 |
|
HIGH |
94.82 |
|
0.618 |
94.07 |
|
0.500 |
93.84 |
|
0.382 |
93.60 |
|
LOW |
92.85 |
|
0.618 |
91.63 |
|
1.000 |
90.88 |
|
1.618 |
89.66 |
|
2.618 |
87.69 |
|
4.250 |
84.48 |
|
|
| Fisher Pivots for day following 18-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
93.84 |
93.83 |
| PP |
93.58 |
93.57 |
| S1 |
93.33 |
93.32 |
|