NYMEX Light Sweet Crude Oil Future November 2014
| Trading Metrics calculated at close of trading on 26-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2014 |
26-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
92.89 |
92.47 |
-0.42 |
-0.5% |
91.69 |
| High |
93.54 |
93.86 |
0.32 |
0.3% |
93.86 |
| Low |
92.05 |
92.23 |
0.18 |
0.2% |
90.41 |
| Close |
92.53 |
93.54 |
1.01 |
1.1% |
93.54 |
| Range |
1.49 |
1.63 |
0.14 |
9.4% |
3.45 |
| ATR |
1.68 |
1.68 |
0.00 |
-0.2% |
0.00 |
| Volume |
248,852 |
258,890 |
10,038 |
4.0% |
1,267,378 |
|
| Daily Pivots for day following 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.10 |
97.45 |
94.44 |
|
| R3 |
96.47 |
95.82 |
93.99 |
|
| R2 |
94.84 |
94.84 |
93.84 |
|
| R1 |
94.19 |
94.19 |
93.69 |
94.52 |
| PP |
93.21 |
93.21 |
93.21 |
93.37 |
| S1 |
92.56 |
92.56 |
93.39 |
92.89 |
| S2 |
91.58 |
91.58 |
93.24 |
|
| S3 |
89.95 |
90.93 |
93.09 |
|
| S4 |
88.32 |
89.30 |
92.64 |
|
|
| Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.95 |
101.70 |
95.44 |
|
| R3 |
99.50 |
98.25 |
94.49 |
|
| R2 |
96.05 |
96.05 |
94.17 |
|
| R1 |
94.80 |
94.80 |
93.86 |
95.43 |
| PP |
92.60 |
92.60 |
92.60 |
92.92 |
| S1 |
91.35 |
91.35 |
93.22 |
91.98 |
| S2 |
89.15 |
89.15 |
92.91 |
|
| S3 |
85.70 |
87.90 |
92.59 |
|
| S4 |
82.25 |
84.45 |
91.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.86 |
90.41 |
3.45 |
3.7% |
1.66 |
1.8% |
91% |
True |
False |
253,475 |
| 10 |
94.12 |
89.76 |
4.36 |
4.7% |
1.74 |
1.9% |
87% |
False |
False |
209,774 |
| 20 |
95.07 |
89.56 |
5.51 |
5.9% |
1.85 |
2.0% |
72% |
False |
False |
159,693 |
| 40 |
97.35 |
89.56 |
7.79 |
8.3% |
1.55 |
1.7% |
51% |
False |
False |
105,128 |
| 60 |
102.04 |
89.56 |
12.48 |
13.3% |
1.48 |
1.6% |
32% |
False |
False |
82,018 |
| 80 |
104.44 |
89.56 |
14.88 |
15.9% |
1.36 |
1.5% |
27% |
False |
False |
66,816 |
| 100 |
104.44 |
89.56 |
14.88 |
15.9% |
1.25 |
1.3% |
27% |
False |
False |
55,433 |
| 120 |
104.44 |
89.56 |
14.88 |
15.9% |
1.18 |
1.3% |
27% |
False |
False |
47,372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.79 |
|
2.618 |
98.13 |
|
1.618 |
96.50 |
|
1.000 |
95.49 |
|
0.618 |
94.87 |
|
HIGH |
93.86 |
|
0.618 |
93.24 |
|
0.500 |
93.05 |
|
0.382 |
92.85 |
|
LOW |
92.23 |
|
0.618 |
91.22 |
|
1.000 |
90.60 |
|
1.618 |
89.59 |
|
2.618 |
87.96 |
|
4.250 |
85.30 |
|
|
| Fisher Pivots for day following 26-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
93.38 |
93.20 |
| PP |
93.21 |
92.85 |
| S1 |
93.05 |
92.51 |
|