NYMEX Light Sweet Crude Oil Future November 2014
| Trading Metrics calculated at close of trading on 29-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2014 |
29-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
92.47 |
93.35 |
0.88 |
1.0% |
91.69 |
| High |
93.86 |
94.64 |
0.78 |
0.8% |
93.86 |
| Low |
92.23 |
92.74 |
0.51 |
0.6% |
90.41 |
| Close |
93.54 |
94.57 |
1.03 |
1.1% |
93.54 |
| Range |
1.63 |
1.90 |
0.27 |
16.6% |
3.45 |
| ATR |
1.68 |
1.69 |
0.02 |
1.0% |
0.00 |
| Volume |
258,890 |
261,246 |
2,356 |
0.9% |
1,267,378 |
|
| Daily Pivots for day following 29-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.68 |
99.03 |
95.62 |
|
| R3 |
97.78 |
97.13 |
95.09 |
|
| R2 |
95.88 |
95.88 |
94.92 |
|
| R1 |
95.23 |
95.23 |
94.74 |
95.56 |
| PP |
93.98 |
93.98 |
93.98 |
94.15 |
| S1 |
93.33 |
93.33 |
94.40 |
93.66 |
| S2 |
92.08 |
92.08 |
94.22 |
|
| S3 |
90.18 |
91.43 |
94.05 |
|
| S4 |
88.28 |
89.53 |
93.53 |
|
|
| 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 |
94.64 |
90.58 |
4.06 |
4.3% |
1.73 |
1.8% |
98% |
True |
False |
259,878 |
| 10 |
94.64 |
90.41 |
4.23 |
4.5% |
1.70 |
1.8% |
98% |
True |
False |
225,417 |
| 20 |
94.94 |
89.56 |
5.38 |
5.7% |
1.88 |
2.0% |
93% |
False |
False |
167,963 |
| 40 |
97.35 |
89.56 |
7.79 |
8.2% |
1.57 |
1.7% |
64% |
False |
False |
110,295 |
| 60 |
102.04 |
89.56 |
12.48 |
13.2% |
1.50 |
1.6% |
40% |
False |
False |
85,909 |
| 80 |
104.44 |
89.56 |
14.88 |
15.7% |
1.38 |
1.5% |
34% |
False |
False |
69,927 |
| 100 |
104.44 |
89.56 |
14.88 |
15.7% |
1.26 |
1.3% |
34% |
False |
False |
57,975 |
| 120 |
104.44 |
89.56 |
14.88 |
15.7% |
1.18 |
1.3% |
34% |
False |
False |
49,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.72 |
|
2.618 |
99.61 |
|
1.618 |
97.71 |
|
1.000 |
96.54 |
|
0.618 |
95.81 |
|
HIGH |
94.64 |
|
0.618 |
93.91 |
|
0.500 |
93.69 |
|
0.382 |
93.47 |
|
LOW |
92.74 |
|
0.618 |
91.57 |
|
1.000 |
90.84 |
|
1.618 |
89.67 |
|
2.618 |
87.77 |
|
4.250 |
84.67 |
|
|
| Fisher Pivots for day following 29-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
94.28 |
94.16 |
| PP |
93.98 |
93.75 |
| S1 |
93.69 |
93.35 |
|