NYMEX Light Sweet Crude Oil Future October 2014
Trading Metrics calculated at close of trading on 10-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2014 |
10-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
93.11 |
92.79 |
-0.32 |
-0.3% |
95.81 |
High |
93.94 |
93.03 |
-0.91 |
-1.0% |
95.91 |
Low |
92.52 |
91.22 |
-1.30 |
-1.4% |
92.68 |
Close |
92.75 |
91.67 |
-1.08 |
-1.2% |
93.29 |
Range |
1.42 |
1.81 |
0.39 |
27.5% |
3.23 |
ATR |
1.62 |
1.63 |
0.01 |
0.8% |
0.00 |
Volume |
275,876 |
295,306 |
19,430 |
7.0% |
1,130,277 |
|
Daily Pivots for day following 10-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.40 |
96.35 |
92.67 |
|
R3 |
95.59 |
94.54 |
92.17 |
|
R2 |
93.78 |
93.78 |
92.00 |
|
R1 |
92.73 |
92.73 |
91.84 |
92.35 |
PP |
91.97 |
91.97 |
91.97 |
91.79 |
S1 |
90.92 |
90.92 |
91.50 |
90.54 |
S2 |
90.16 |
90.16 |
91.34 |
|
S3 |
88.35 |
89.11 |
91.17 |
|
S4 |
86.54 |
87.30 |
90.67 |
|
|
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 |
95.39 |
91.22 |
4.17 |
4.5% |
1.68 |
1.8% |
11% |
False |
True |
272,939 |
10 |
96.00 |
91.22 |
4.78 |
5.2% |
1.81 |
2.0% |
9% |
False |
True |
265,162 |
20 |
96.88 |
91.22 |
5.66 |
6.2% |
1.64 |
1.8% |
8% |
False |
True |
229,432 |
40 |
102.20 |
91.22 |
10.98 |
12.0% |
1.50 |
1.6% |
4% |
False |
True |
161,688 |
60 |
105.55 |
91.22 |
14.33 |
15.6% |
1.41 |
1.5% |
3% |
False |
True |
121,037 |
80 |
105.55 |
91.22 |
14.33 |
15.6% |
1.30 |
1.4% |
3% |
False |
True |
96,700 |
100 |
105.55 |
91.22 |
14.33 |
15.6% |
1.22 |
1.3% |
3% |
False |
True |
80,141 |
120 |
105.55 |
91.22 |
14.33 |
15.6% |
1.18 |
1.3% |
3% |
False |
True |
68,122 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.72 |
2.618 |
97.77 |
1.618 |
95.96 |
1.000 |
94.84 |
0.618 |
94.15 |
HIGH |
93.03 |
0.618 |
92.34 |
0.500 |
92.13 |
0.382 |
91.91 |
LOW |
91.22 |
0.618 |
90.10 |
1.000 |
89.41 |
1.618 |
88.29 |
2.618 |
86.48 |
4.250 |
83.53 |
|
|
Fisher Pivots for day following 10-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
92.13 |
92.58 |
PP |
91.97 |
92.28 |
S1 |
91.82 |
91.97 |
|