NYMEX Light Sweet Crude Oil Future October 2014
| Trading Metrics calculated at close of trading on 09-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2014 |
09-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
93.49 |
93.11 |
-0.38 |
-0.4% |
95.81 |
| High |
93.62 |
93.94 |
0.32 |
0.3% |
95.91 |
| Low |
91.80 |
92.52 |
0.72 |
0.8% |
92.68 |
| Close |
92.66 |
92.75 |
0.09 |
0.1% |
93.29 |
| Range |
1.82 |
1.42 |
-0.40 |
-22.0% |
3.23 |
| ATR |
1.63 |
1.62 |
-0.02 |
-0.9% |
0.00 |
| Volume |
277,990 |
275,876 |
-2,114 |
-0.8% |
1,130,277 |
|
| Daily Pivots for day following 09-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.33 |
96.46 |
93.53 |
|
| R3 |
95.91 |
95.04 |
93.14 |
|
| R2 |
94.49 |
94.49 |
93.01 |
|
| R1 |
93.62 |
93.62 |
92.88 |
93.35 |
| PP |
93.07 |
93.07 |
93.07 |
92.93 |
| S1 |
92.20 |
92.20 |
92.62 |
91.93 |
| S2 |
91.65 |
91.65 |
92.49 |
|
| S3 |
90.23 |
90.78 |
92.36 |
|
| S4 |
88.81 |
89.36 |
91.97 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.65 |
101.70 |
95.07 |
|
| R3 |
100.42 |
98.47 |
94.18 |
|
| R2 |
97.19 |
97.19 |
93.88 |
|
| R1 |
95.24 |
95.24 |
93.59 |
94.60 |
| PP |
93.96 |
93.96 |
93.96 |
93.64 |
| S1 |
92.01 |
92.01 |
92.99 |
91.37 |
| S2 |
90.73 |
90.73 |
92.70 |
|
| S3 |
87.50 |
88.78 |
92.40 |
|
| S4 |
84.27 |
85.55 |
91.51 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.83 |
91.80 |
4.03 |
4.3% |
1.87 |
2.0% |
24% |
False |
False |
272,757 |
| 10 |
96.00 |
91.80 |
4.20 |
4.5% |
1.73 |
1.9% |
23% |
False |
False |
253,259 |
| 20 |
97.08 |
91.80 |
5.28 |
5.7% |
1.60 |
1.7% |
18% |
False |
False |
220,255 |
| 40 |
102.20 |
91.80 |
10.40 |
11.2% |
1.50 |
1.6% |
9% |
False |
False |
155,720 |
| 60 |
105.55 |
91.80 |
13.75 |
14.8% |
1.39 |
1.5% |
7% |
False |
False |
116,781 |
| 80 |
105.55 |
91.80 |
13.75 |
14.8% |
1.28 |
1.4% |
7% |
False |
False |
93,273 |
| 100 |
105.55 |
91.80 |
13.75 |
14.8% |
1.21 |
1.3% |
7% |
False |
False |
77,301 |
| 120 |
105.55 |
91.80 |
13.75 |
14.8% |
1.17 |
1.3% |
7% |
False |
False |
65,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.98 |
|
2.618 |
97.66 |
|
1.618 |
96.24 |
|
1.000 |
95.36 |
|
0.618 |
94.82 |
|
HIGH |
93.94 |
|
0.618 |
93.40 |
|
0.500 |
93.23 |
|
0.382 |
93.06 |
|
LOW |
92.52 |
|
0.618 |
91.64 |
|
1.000 |
91.10 |
|
1.618 |
90.22 |
|
2.618 |
88.80 |
|
4.250 |
86.49 |
|
|
| Fisher Pivots for day following 09-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
93.23 |
93.40 |
| PP |
93.07 |
93.18 |
| S1 |
92.91 |
92.97 |
|