NYMEX Light Sweet Crude Oil Future January 2015
| 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 |
90.22 |
90.99 |
0.77 |
0.9% |
92.35 |
| High |
91.07 |
92.97 |
1.90 |
2.1% |
92.50 |
| Low |
89.08 |
90.64 |
1.56 |
1.8% |
89.04 |
| Close |
91.03 |
92.66 |
1.63 |
1.8% |
90.48 |
| Range |
1.99 |
2.33 |
0.34 |
17.1% |
3.46 |
| ATR |
1.49 |
1.55 |
0.06 |
4.0% |
0.00 |
| Volume |
32,603 |
20,562 |
-12,041 |
-36.9% |
168,920 |
|
| Daily Pivots for day following 16-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.08 |
98.20 |
93.94 |
|
| R3 |
96.75 |
95.87 |
93.30 |
|
| R2 |
94.42 |
94.42 |
93.09 |
|
| R1 |
93.54 |
93.54 |
92.87 |
93.98 |
| PP |
92.09 |
92.09 |
92.09 |
92.31 |
| S1 |
91.21 |
91.21 |
92.45 |
91.65 |
| S2 |
89.76 |
89.76 |
92.23 |
|
| S3 |
87.43 |
88.88 |
92.02 |
|
| S4 |
85.10 |
86.55 |
91.38 |
|
|
| Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.05 |
99.23 |
92.38 |
|
| R3 |
97.59 |
95.77 |
91.43 |
|
| R2 |
94.13 |
94.13 |
91.11 |
|
| R1 |
92.31 |
92.31 |
90.80 |
91.49 |
| PP |
90.67 |
90.67 |
90.67 |
90.27 |
| S1 |
88.85 |
88.85 |
90.16 |
88.03 |
| S2 |
87.21 |
87.21 |
89.85 |
|
| S3 |
83.75 |
85.39 |
89.53 |
|
| S4 |
80.29 |
81.93 |
88.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
92.97 |
89.04 |
3.93 |
4.2% |
2.05 |
2.2% |
92% |
True |
False |
34,581 |
| 10 |
94.16 |
89.04 |
5.12 |
5.5% |
1.81 |
2.0% |
71% |
False |
False |
30,216 |
| 20 |
94.16 |
89.04 |
5.12 |
5.5% |
1.45 |
1.6% |
71% |
False |
False |
24,197 |
| 40 |
99.36 |
89.04 |
10.32 |
11.1% |
1.31 |
1.4% |
35% |
False |
False |
19,988 |
| 60 |
102.53 |
89.04 |
13.49 |
14.6% |
1.23 |
1.3% |
27% |
False |
False |
16,882 |
| 80 |
102.53 |
89.04 |
13.49 |
14.6% |
1.11 |
1.2% |
27% |
False |
False |
14,494 |
| 100 |
102.53 |
89.04 |
13.49 |
14.6% |
1.02 |
1.1% |
27% |
False |
False |
12,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.87 |
|
2.618 |
99.07 |
|
1.618 |
96.74 |
|
1.000 |
95.30 |
|
0.618 |
94.41 |
|
HIGH |
92.97 |
|
0.618 |
92.08 |
|
0.500 |
91.81 |
|
0.382 |
91.53 |
|
LOW |
90.64 |
|
0.618 |
89.20 |
|
1.000 |
88.31 |
|
1.618 |
86.87 |
|
2.618 |
84.54 |
|
4.250 |
80.74 |
|
|
| Fisher Pivots for day following 16-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
92.38 |
92.12 |
| PP |
92.09 |
91.57 |
| S1 |
91.81 |
91.03 |
|