NYMEX Light Sweet Crude Oil Future January 2015
| 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 |
90.99 |
92.47 |
1.48 |
1.6% |
92.35 |
| High |
92.97 |
92.89 |
-0.08 |
-0.1% |
92.50 |
| Low |
90.64 |
91.71 |
1.07 |
1.2% |
89.04 |
| Close |
92.66 |
92.11 |
-0.55 |
-0.6% |
90.48 |
| Range |
2.33 |
1.18 |
-1.15 |
-49.4% |
3.46 |
| ATR |
1.55 |
1.53 |
-0.03 |
-1.7% |
0.00 |
| Volume |
20,562 |
24,034 |
3,472 |
16.9% |
168,920 |
|
| Daily Pivots for day following 17-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.78 |
95.12 |
92.76 |
|
| R3 |
94.60 |
93.94 |
92.43 |
|
| R2 |
93.42 |
93.42 |
92.33 |
|
| R1 |
92.76 |
92.76 |
92.22 |
92.50 |
| PP |
92.24 |
92.24 |
92.24 |
92.11 |
| S1 |
91.58 |
91.58 |
92.00 |
91.32 |
| S2 |
91.06 |
91.06 |
91.89 |
|
| S3 |
89.88 |
90.40 |
91.79 |
|
| S4 |
88.70 |
89.22 |
91.46 |
|
|
| 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 |
4.3% |
1.93 |
2.1% |
78% |
False |
False |
32,164 |
| 10 |
93.81 |
89.04 |
4.77 |
5.2% |
1.70 |
1.8% |
64% |
False |
False |
29,328 |
| 20 |
94.16 |
89.04 |
5.12 |
5.6% |
1.45 |
1.6% |
60% |
False |
False |
24,551 |
| 40 |
99.36 |
89.04 |
10.32 |
11.2% |
1.32 |
1.4% |
30% |
False |
False |
20,255 |
| 60 |
102.53 |
89.04 |
13.49 |
14.6% |
1.23 |
1.3% |
23% |
False |
False |
17,170 |
| 80 |
102.53 |
89.04 |
13.49 |
14.6% |
1.12 |
1.2% |
23% |
False |
False |
14,763 |
| 100 |
102.53 |
89.04 |
13.49 |
14.6% |
1.02 |
1.1% |
23% |
False |
False |
12,609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.91 |
|
2.618 |
95.98 |
|
1.618 |
94.80 |
|
1.000 |
94.07 |
|
0.618 |
93.62 |
|
HIGH |
92.89 |
|
0.618 |
92.44 |
|
0.500 |
92.30 |
|
0.382 |
92.16 |
|
LOW |
91.71 |
|
0.618 |
90.98 |
|
1.000 |
90.53 |
|
1.618 |
89.80 |
|
2.618 |
88.62 |
|
4.250 |
86.70 |
|
|
| Fisher Pivots for day following 17-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
92.30 |
91.75 |
| PP |
92.24 |
91.39 |
| S1 |
92.17 |
91.03 |
|