NYMEX Light Sweet Crude Oil Future February 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 |
89.99 |
90.79 |
0.80 |
0.9% |
92.17 |
| High |
90.83 |
92.63 |
1.80 |
2.0% |
92.38 |
| Low |
89.03 |
90.47 |
1.44 |
1.6% |
89.00 |
| Close |
90.81 |
92.35 |
1.54 |
1.7% |
90.34 |
| Range |
1.80 |
2.16 |
0.36 |
20.0% |
3.38 |
| ATR |
1.37 |
1.42 |
0.06 |
4.1% |
0.00 |
| Volume |
16,122 |
13,501 |
-2,621 |
-16.3% |
95,797 |
|
| Daily Pivots for day following 16-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.30 |
97.48 |
93.54 |
|
| R3 |
96.14 |
95.32 |
92.94 |
|
| R2 |
93.98 |
93.98 |
92.75 |
|
| R1 |
93.16 |
93.16 |
92.55 |
93.57 |
| PP |
91.82 |
91.82 |
91.82 |
92.02 |
| S1 |
91.00 |
91.00 |
92.15 |
91.41 |
| S2 |
89.66 |
89.66 |
91.95 |
|
| S3 |
87.50 |
88.84 |
91.76 |
|
| S4 |
85.34 |
86.68 |
91.16 |
|
|
| Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.71 |
98.91 |
92.20 |
|
| R3 |
97.33 |
95.53 |
91.27 |
|
| R2 |
93.95 |
93.95 |
90.96 |
|
| R1 |
92.15 |
92.15 |
90.65 |
91.36 |
| PP |
90.57 |
90.57 |
90.57 |
90.18 |
| S1 |
88.77 |
88.77 |
90.03 |
87.98 |
| S2 |
87.19 |
87.19 |
89.72 |
|
| S3 |
83.81 |
85.39 |
89.41 |
|
| S4 |
80.43 |
82.01 |
88.48 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
92.63 |
89.00 |
3.63 |
3.9% |
1.92 |
2.1% |
92% |
True |
False |
19,338 |
| 10 |
93.81 |
89.00 |
4.81 |
5.2% |
1.67 |
1.8% |
70% |
False |
False |
16,198 |
| 20 |
93.83 |
89.00 |
4.83 |
5.2% |
1.32 |
1.4% |
69% |
False |
False |
12,444 |
| 40 |
98.68 |
89.00 |
9.68 |
10.5% |
1.19 |
1.3% |
35% |
False |
False |
9,309 |
| 60 |
101.33 |
89.00 |
12.33 |
13.4% |
1.08 |
1.2% |
27% |
False |
False |
7,526 |
| 80 |
101.33 |
89.00 |
12.33 |
13.4% |
0.97 |
1.0% |
27% |
False |
False |
6,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.81 |
|
2.618 |
98.28 |
|
1.618 |
96.12 |
|
1.000 |
94.79 |
|
0.618 |
93.96 |
|
HIGH |
92.63 |
|
0.618 |
91.80 |
|
0.500 |
91.55 |
|
0.382 |
91.30 |
|
LOW |
90.47 |
|
0.618 |
89.14 |
|
1.000 |
88.31 |
|
1.618 |
86.98 |
|
2.618 |
84.82 |
|
4.250 |
81.29 |
|
|
| Fisher Pivots for day following 16-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
92.08 |
91.84 |
| PP |
91.82 |
91.34 |
| S1 |
91.55 |
90.83 |
|