NYMEX Light Sweet Crude Oil Future January 2015
| Trading Metrics calculated at close of trading on 19-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2014 |
19-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
91.70 |
91.07 |
-0.63 |
-0.7% |
90.22 |
| High |
92.44 |
91.39 |
-1.05 |
-1.1% |
92.97 |
| Low |
90.96 |
90.43 |
-0.53 |
-0.6% |
89.08 |
| Close |
91.11 |
90.92 |
-0.19 |
-0.2% |
90.92 |
| Range |
1.48 |
0.96 |
-0.52 |
-35.1% |
3.89 |
| ATR |
1.52 |
1.48 |
-0.04 |
-2.6% |
0.00 |
| Volume |
21,575 |
22,829 |
1,254 |
5.8% |
121,603 |
|
| Daily Pivots for day following 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.79 |
93.32 |
91.45 |
|
| R3 |
92.83 |
92.36 |
91.18 |
|
| R2 |
91.87 |
91.87 |
91.10 |
|
| R1 |
91.40 |
91.40 |
91.01 |
91.16 |
| PP |
90.91 |
90.91 |
90.91 |
90.79 |
| S1 |
90.44 |
90.44 |
90.83 |
90.20 |
| S2 |
89.95 |
89.95 |
90.74 |
|
| S3 |
88.99 |
89.48 |
90.66 |
|
| S4 |
88.03 |
88.52 |
90.39 |
|
|
| Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.66 |
100.68 |
93.06 |
|
| R3 |
98.77 |
96.79 |
91.99 |
|
| R2 |
94.88 |
94.88 |
91.63 |
|
| R1 |
92.90 |
92.90 |
91.28 |
93.89 |
| PP |
90.99 |
90.99 |
90.99 |
91.49 |
| S1 |
89.01 |
89.01 |
90.56 |
90.00 |
| S2 |
87.10 |
87.10 |
90.21 |
|
| S3 |
83.21 |
85.12 |
89.85 |
|
| S4 |
79.32 |
81.23 |
88.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
92.97 |
89.08 |
3.89 |
4.3% |
1.59 |
1.7% |
47% |
False |
False |
24,320 |
| 10 |
92.97 |
89.04 |
3.93 |
4.3% |
1.65 |
1.8% |
48% |
False |
False |
29,052 |
| 20 |
94.16 |
89.04 |
5.12 |
5.6% |
1.46 |
1.6% |
37% |
False |
False |
24,898 |
| 40 |
98.82 |
89.04 |
9.78 |
10.8% |
1.33 |
1.5% |
19% |
False |
False |
20,382 |
| 60 |
102.15 |
89.04 |
13.11 |
14.4% |
1.23 |
1.4% |
14% |
False |
False |
17,670 |
| 80 |
102.53 |
89.04 |
13.49 |
14.8% |
1.13 |
1.2% |
14% |
False |
False |
15,249 |
| 100 |
102.53 |
89.04 |
13.49 |
14.8% |
1.03 |
1.1% |
14% |
False |
False |
12,988 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.47 |
|
2.618 |
93.90 |
|
1.618 |
92.94 |
|
1.000 |
92.35 |
|
0.618 |
91.98 |
|
HIGH |
91.39 |
|
0.618 |
91.02 |
|
0.500 |
90.91 |
|
0.382 |
90.80 |
|
LOW |
90.43 |
|
0.618 |
89.84 |
|
1.000 |
89.47 |
|
1.618 |
88.88 |
|
2.618 |
87.92 |
|
4.250 |
86.35 |
|
|
| Fisher Pivots for day following 19-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
90.92 |
91.66 |
| PP |
90.91 |
91.41 |
| S1 |
90.91 |
91.17 |
|