NYMEX Light Sweet Crude Oil Future December 2014
| Trading Metrics calculated at close of trading on 17-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2014 |
17-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
91.30 |
92.93 |
1.63 |
1.8% |
92.48 |
| High |
93.41 |
93.35 |
-0.06 |
-0.1% |
92.73 |
| Low |
90.93 |
92.08 |
1.15 |
1.3% |
89.13 |
| Close |
93.10 |
92.50 |
-0.60 |
-0.6% |
90.77 |
| Range |
2.48 |
1.27 |
-1.21 |
-48.8% |
3.60 |
| ATR |
1.68 |
1.65 |
-0.03 |
-1.8% |
0.00 |
| Volume |
62,841 |
99,405 |
36,564 |
58.2% |
473,825 |
|
| Daily Pivots for day following 17-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.45 |
95.75 |
93.20 |
|
| R3 |
95.18 |
94.48 |
92.85 |
|
| R2 |
93.91 |
93.91 |
92.73 |
|
| R1 |
93.21 |
93.21 |
92.62 |
92.93 |
| PP |
92.64 |
92.64 |
92.64 |
92.50 |
| S1 |
91.94 |
91.94 |
92.38 |
91.66 |
| S2 |
91.37 |
91.37 |
92.27 |
|
| S3 |
90.10 |
90.67 |
92.15 |
|
| S4 |
88.83 |
89.40 |
91.80 |
|
|
| 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% |
2.06 |
2.2% |
79% |
False |
False |
97,497 |
| 10 |
94.10 |
89.13 |
4.97 |
5.4% |
1.82 |
2.0% |
68% |
False |
False |
87,563 |
| 20 |
94.42 |
89.13 |
5.29 |
5.7% |
1.59 |
1.7% |
64% |
False |
False |
76,033 |
| 40 |
100.08 |
89.13 |
10.95 |
11.8% |
1.46 |
1.6% |
31% |
False |
False |
68,395 |
| 60 |
103.66 |
89.13 |
14.53 |
15.7% |
1.38 |
1.5% |
23% |
False |
False |
66,287 |
| 80 |
103.66 |
89.13 |
14.53 |
15.7% |
1.28 |
1.4% |
23% |
False |
False |
63,089 |
| 100 |
103.66 |
89.13 |
14.53 |
15.7% |
1.21 |
1.3% |
23% |
False |
False |
58,742 |
| 120 |
103.66 |
89.13 |
14.53 |
15.7% |
1.17 |
1.3% |
23% |
False |
False |
55,694 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.75 |
|
2.618 |
96.67 |
|
1.618 |
95.40 |
|
1.000 |
94.62 |
|
0.618 |
94.13 |
|
HIGH |
93.35 |
|
0.618 |
92.86 |
|
0.500 |
92.72 |
|
0.382 |
92.57 |
|
LOW |
92.08 |
|
0.618 |
91.30 |
|
1.000 |
90.81 |
|
1.618 |
90.03 |
|
2.618 |
88.76 |
|
4.250 |
86.68 |
|
|
| Fisher Pivots for day following 17-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
92.72 |
92.12 |
| PP |
92.64 |
91.74 |
| S1 |
92.57 |
91.36 |
|