NYMEX Light Sweet Crude Oil Future January 2015
| Trading Metrics calculated at close of trading on 30-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2014 |
30-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
91.86 |
92.56 |
0.70 |
0.8% |
90.86 |
| High |
92.83 |
93.07 |
0.24 |
0.3% |
92.23 |
| Low |
91.32 |
89.44 |
-1.88 |
-2.1% |
89.65 |
| Close |
92.78 |
89.76 |
-3.02 |
-3.3% |
92.02 |
| Range |
1.51 |
3.63 |
2.12 |
140.4% |
2.58 |
| ATR |
1.46 |
1.62 |
0.15 |
10.6% |
0.00 |
| Volume |
37,267 |
36,434 |
-833 |
-2.2% |
167,914 |
|
| Daily Pivots for day following 30-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.65 |
99.33 |
91.76 |
|
| R3 |
98.02 |
95.70 |
90.76 |
|
| R2 |
94.39 |
94.39 |
90.43 |
|
| R1 |
92.07 |
92.07 |
90.09 |
91.42 |
| PP |
90.76 |
90.76 |
90.76 |
90.43 |
| S1 |
88.44 |
88.44 |
89.43 |
87.79 |
| S2 |
87.13 |
87.13 |
89.09 |
|
| S3 |
83.50 |
84.81 |
88.76 |
|
| S4 |
79.87 |
81.18 |
87.76 |
|
|
| Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.04 |
98.11 |
93.44 |
|
| R3 |
96.46 |
95.53 |
92.73 |
|
| R2 |
93.88 |
93.88 |
92.49 |
|
| R1 |
92.95 |
92.95 |
92.26 |
93.42 |
| PP |
91.30 |
91.30 |
91.30 |
91.53 |
| S1 |
90.37 |
90.37 |
91.78 |
90.84 |
| S2 |
88.72 |
88.72 |
91.55 |
|
| S3 |
86.14 |
87.79 |
91.31 |
|
| S4 |
83.56 |
85.21 |
90.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.07 |
89.44 |
3.63 |
4.0% |
1.93 |
2.2% |
9% |
True |
True |
39,290 |
| 10 |
93.07 |
89.44 |
3.63 |
4.0% |
1.58 |
1.8% |
9% |
True |
True |
31,005 |
| 20 |
94.16 |
89.04 |
5.12 |
5.7% |
1.69 |
1.9% |
14% |
False |
False |
30,610 |
| 40 |
96.50 |
89.04 |
7.46 |
8.3% |
1.43 |
1.6% |
10% |
False |
False |
24,081 |
| 60 |
100.38 |
89.04 |
11.34 |
12.6% |
1.34 |
1.5% |
6% |
False |
False |
20,747 |
| 80 |
102.53 |
89.04 |
13.49 |
15.0% |
1.23 |
1.4% |
5% |
False |
False |
17,648 |
| 100 |
102.53 |
89.04 |
13.49 |
15.0% |
1.10 |
1.2% |
5% |
False |
False |
15,144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.50 |
|
2.618 |
102.57 |
|
1.618 |
98.94 |
|
1.000 |
96.70 |
|
0.618 |
95.31 |
|
HIGH |
93.07 |
|
0.618 |
91.68 |
|
0.500 |
91.26 |
|
0.382 |
90.83 |
|
LOW |
89.44 |
|
0.618 |
87.20 |
|
1.000 |
85.81 |
|
1.618 |
83.57 |
|
2.618 |
79.94 |
|
4.250 |
74.01 |
|
|
| Fisher Pivots for day following 30-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
91.26 |
91.26 |
| PP |
90.76 |
90.76 |
| S1 |
90.26 |
90.26 |
|