NYMEX Light Sweet Crude Oil Future January 2015
| Trading Metrics calculated at close of trading on 24-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2014 |
24-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
90.04 |
90.53 |
0.49 |
0.5% |
90.22 |
| High |
91.04 |
91.95 |
0.91 |
1.0% |
92.97 |
| Low |
89.95 |
90.02 |
0.07 |
0.1% |
89.08 |
| Close |
90.56 |
91.53 |
0.97 |
1.1% |
90.92 |
| Range |
1.09 |
1.93 |
0.84 |
77.1% |
3.89 |
| ATR |
1.45 |
1.49 |
0.03 |
2.4% |
0.00 |
| Volume |
23,047 |
37,271 |
14,224 |
61.7% |
121,603 |
|
| Daily Pivots for day following 24-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.96 |
96.17 |
92.59 |
|
| R3 |
95.03 |
94.24 |
92.06 |
|
| R2 |
93.10 |
93.10 |
91.88 |
|
| R1 |
92.31 |
92.31 |
91.71 |
92.71 |
| PP |
91.17 |
91.17 |
91.17 |
91.36 |
| S1 |
90.38 |
90.38 |
91.35 |
90.78 |
| S2 |
89.24 |
89.24 |
91.18 |
|
| S3 |
87.31 |
88.45 |
91.00 |
|
| S4 |
85.38 |
86.52 |
90.47 |
|
|
| 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 |
92.44 |
89.65 |
2.79 |
3.0% |
1.38 |
1.5% |
67% |
False |
False |
25,367 |
| 10 |
92.97 |
89.04 |
3.93 |
4.3% |
1.65 |
1.8% |
63% |
False |
False |
28,766 |
| 20 |
94.16 |
89.04 |
5.12 |
5.6% |
1.56 |
1.7% |
49% |
False |
False |
26,480 |
| 40 |
98.03 |
89.04 |
8.99 |
9.8% |
1.36 |
1.5% |
28% |
False |
False |
21,521 |
| 60 |
101.87 |
89.04 |
12.83 |
14.0% |
1.27 |
1.4% |
19% |
False |
False |
18,578 |
| 80 |
102.53 |
89.04 |
13.49 |
14.7% |
1.17 |
1.3% |
18% |
False |
False |
16,189 |
| 100 |
102.53 |
89.04 |
13.49 |
14.7% |
1.06 |
1.2% |
18% |
False |
False |
13,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.15 |
|
2.618 |
97.00 |
|
1.618 |
95.07 |
|
1.000 |
93.88 |
|
0.618 |
93.14 |
|
HIGH |
91.95 |
|
0.618 |
91.21 |
|
0.500 |
90.99 |
|
0.382 |
90.76 |
|
LOW |
90.02 |
|
0.618 |
88.83 |
|
1.000 |
88.09 |
|
1.618 |
86.90 |
|
2.618 |
84.97 |
|
4.250 |
81.82 |
|
|
| Fisher Pivots for day following 24-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
91.35 |
91.29 |
| PP |
91.17 |
91.04 |
| S1 |
90.99 |
90.80 |
|