NYMEX Light Sweet Crude Oil Future December 2014
| Trading Metrics calculated at close of trading on 16-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2014 |
16-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
90.60 |
91.30 |
0.70 |
0.8% |
92.48 |
| High |
91.42 |
93.41 |
1.99 |
2.2% |
92.73 |
| Low |
89.30 |
90.93 |
1.63 |
1.8% |
89.13 |
| Close |
91.37 |
93.10 |
1.73 |
1.9% |
90.77 |
| Range |
2.12 |
2.48 |
0.36 |
17.0% |
3.60 |
| ATR |
1.62 |
1.68 |
0.06 |
3.8% |
0.00 |
| Volume |
87,431 |
62,841 |
-24,590 |
-28.1% |
473,825 |
|
| Daily Pivots for day following 16-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.92 |
98.99 |
94.46 |
|
| R3 |
97.44 |
96.51 |
93.78 |
|
| R2 |
94.96 |
94.96 |
93.55 |
|
| R1 |
94.03 |
94.03 |
93.33 |
94.50 |
| PP |
92.48 |
92.48 |
92.48 |
92.71 |
| S1 |
91.55 |
91.55 |
92.87 |
92.02 |
| S2 |
90.00 |
90.00 |
92.65 |
|
| S3 |
87.52 |
89.07 |
92.42 |
|
| S4 |
85.04 |
86.59 |
91.74 |
|
|
| Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.68 |
99.82 |
92.75 |
|
| R3 |
98.08 |
96.22 |
91.76 |
|
| R2 |
94.48 |
94.48 |
91.43 |
|
| R1 |
92.62 |
92.62 |
91.10 |
91.75 |
| PP |
90.88 |
90.88 |
90.88 |
90.44 |
| S1 |
89.02 |
89.02 |
90.44 |
88.15 |
| S2 |
87.28 |
87.28 |
90.11 |
|
| S3 |
83.68 |
85.42 |
89.78 |
|
| S4 |
80.08 |
81.82 |
88.79 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.41 |
89.13 |
4.28 |
4.6% |
2.18 |
2.3% |
93% |
True |
False |
96,071 |
| 10 |
94.42 |
89.13 |
5.29 |
5.7% |
1.94 |
2.1% |
75% |
False |
False |
87,064 |
| 20 |
94.42 |
89.13 |
5.29 |
5.7% |
1.60 |
1.7% |
75% |
False |
False |
73,656 |
| 40 |
100.35 |
89.13 |
11.22 |
12.1% |
1.46 |
1.6% |
35% |
False |
False |
67,297 |
| 60 |
103.66 |
89.13 |
14.53 |
15.6% |
1.38 |
1.5% |
27% |
False |
False |
65,494 |
| 80 |
103.66 |
89.13 |
14.53 |
15.6% |
1.27 |
1.4% |
27% |
False |
False |
62,281 |
| 100 |
103.66 |
89.13 |
14.53 |
15.6% |
1.21 |
1.3% |
27% |
False |
False |
58,218 |
| 120 |
103.66 |
89.13 |
14.53 |
15.6% |
1.17 |
1.3% |
27% |
False |
False |
55,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.95 |
|
2.618 |
99.90 |
|
1.618 |
97.42 |
|
1.000 |
95.89 |
|
0.618 |
94.94 |
|
HIGH |
93.41 |
|
0.618 |
92.46 |
|
0.500 |
92.17 |
|
0.382 |
91.88 |
|
LOW |
90.93 |
|
0.618 |
89.40 |
|
1.000 |
88.45 |
|
1.618 |
86.92 |
|
2.618 |
84.44 |
|
4.250 |
80.39 |
|
|
| Fisher Pivots for day following 16-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
92.79 |
92.52 |
| PP |
92.48 |
91.94 |
| S1 |
92.17 |
91.36 |
|