NYMEX Light Sweet Crude Oil Future November 2014
| Trading Metrics calculated at close of trading on 25-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2014 |
25-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
91.72 |
92.89 |
1.17 |
1.3% |
91.24 |
| High |
93.29 |
93.54 |
0.25 |
0.3% |
94.12 |
| Low |
91.15 |
92.05 |
0.90 |
1.0% |
89.76 |
| Close |
92.80 |
92.53 |
-0.27 |
-0.3% |
91.65 |
| Range |
2.14 |
1.49 |
-0.65 |
-30.4% |
4.36 |
| ATR |
1.69 |
1.68 |
-0.01 |
-0.9% |
0.00 |
| Volume |
282,634 |
248,852 |
-33,782 |
-12.0% |
830,370 |
|
| Daily Pivots for day following 25-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.18 |
96.34 |
93.35 |
|
| R3 |
95.69 |
94.85 |
92.94 |
|
| R2 |
94.20 |
94.20 |
92.80 |
|
| R1 |
93.36 |
93.36 |
92.67 |
93.04 |
| PP |
92.71 |
92.71 |
92.71 |
92.54 |
| S1 |
91.87 |
91.87 |
92.39 |
91.55 |
| S2 |
91.22 |
91.22 |
92.26 |
|
| S3 |
89.73 |
90.38 |
92.12 |
|
| S4 |
88.24 |
88.89 |
91.71 |
|
|
| Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.92 |
102.65 |
94.05 |
|
| R3 |
100.56 |
98.29 |
92.85 |
|
| R2 |
96.20 |
96.20 |
92.45 |
|
| R1 |
93.93 |
93.93 |
92.05 |
95.07 |
| PP |
91.84 |
91.84 |
91.84 |
92.41 |
| S1 |
89.57 |
89.57 |
91.25 |
90.71 |
| S2 |
87.48 |
87.48 |
90.85 |
|
| S3 |
83.12 |
85.21 |
90.45 |
|
| S4 |
78.76 |
80.85 |
89.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.54 |
90.41 |
3.13 |
3.4% |
1.55 |
1.7% |
68% |
True |
False |
251,790 |
| 10 |
94.12 |
89.76 |
4.36 |
4.7% |
1.73 |
1.9% |
64% |
False |
False |
196,654 |
| 20 |
95.07 |
89.56 |
5.51 |
6.0% |
1.82 |
2.0% |
54% |
False |
False |
149,245 |
| 40 |
97.96 |
89.56 |
8.40 |
9.1% |
1.56 |
1.7% |
35% |
False |
False |
99,528 |
| 60 |
103.12 |
89.56 |
13.56 |
14.7% |
1.47 |
1.6% |
22% |
False |
False |
78,080 |
| 80 |
104.44 |
89.56 |
14.88 |
16.1% |
1.35 |
1.5% |
20% |
False |
False |
63,702 |
| 100 |
104.44 |
89.56 |
14.88 |
16.1% |
1.24 |
1.3% |
20% |
False |
False |
52,880 |
| 120 |
104.44 |
89.56 |
14.88 |
16.1% |
1.17 |
1.3% |
20% |
False |
False |
45,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.87 |
|
2.618 |
97.44 |
|
1.618 |
95.95 |
|
1.000 |
95.03 |
|
0.618 |
94.46 |
|
HIGH |
93.54 |
|
0.618 |
92.97 |
|
0.500 |
92.80 |
|
0.382 |
92.62 |
|
LOW |
92.05 |
|
0.618 |
91.13 |
|
1.000 |
90.56 |
|
1.618 |
89.64 |
|
2.618 |
88.15 |
|
4.250 |
85.72 |
|
|
| Fisher Pivots for day following 25-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
92.80 |
92.37 |
| PP |
92.71 |
92.22 |
| S1 |
92.62 |
92.06 |
|