NYMEX Light Sweet Crude Oil Future November 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 |
92.92 |
92.39 |
-0.53 |
-0.6% |
94.90 |
| High |
93.03 |
93.01 |
-0.02 |
0.0% |
94.94 |
| Low |
91.22 |
91.63 |
0.41 |
0.4% |
91.89 |
| Close |
92.05 |
91.89 |
-0.16 |
-0.2% |
92.71 |
| Range |
1.81 |
1.38 |
-0.43 |
-23.8% |
3.05 |
| ATR |
1.55 |
1.54 |
-0.01 |
-0.8% |
0.00 |
| Volume |
83,967 |
119,407 |
35,440 |
42.2% |
357,173 |
|
| Daily Pivots for day following 09-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.32 |
95.48 |
92.65 |
|
| R3 |
94.94 |
94.10 |
92.27 |
|
| R2 |
93.56 |
93.56 |
92.14 |
|
| R1 |
92.72 |
92.72 |
92.02 |
92.45 |
| PP |
92.18 |
92.18 |
92.18 |
92.04 |
| S1 |
91.34 |
91.34 |
91.76 |
91.07 |
| S2 |
90.80 |
90.80 |
91.64 |
|
| S3 |
89.42 |
89.96 |
91.51 |
|
| S4 |
88.04 |
88.58 |
91.13 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.33 |
100.57 |
94.39 |
|
| R3 |
99.28 |
97.52 |
93.55 |
|
| R2 |
96.23 |
96.23 |
93.27 |
|
| R1 |
94.47 |
94.47 |
92.99 |
93.83 |
| PP |
93.18 |
93.18 |
93.18 |
92.86 |
| S1 |
91.42 |
91.42 |
92.43 |
90.78 |
| S2 |
90.13 |
90.13 |
92.15 |
|
| S3 |
87.08 |
88.37 |
91.87 |
|
| S4 |
84.03 |
85.32 |
91.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.93 |
91.22 |
3.71 |
4.0% |
1.81 |
2.0% |
18% |
False |
False |
92,087 |
| 10 |
95.07 |
91.22 |
3.85 |
4.2% |
1.63 |
1.8% |
17% |
False |
False |
77,932 |
| 20 |
96.59 |
91.22 |
5.37 |
5.8% |
1.53 |
1.7% |
12% |
False |
False |
67,986 |
| 40 |
101.22 |
91.22 |
10.00 |
10.9% |
1.42 |
1.5% |
7% |
False |
False |
54,873 |
| 60 |
104.44 |
91.22 |
13.22 |
14.4% |
1.29 |
1.4% |
5% |
False |
False |
44,405 |
| 80 |
104.44 |
91.22 |
13.22 |
14.4% |
1.20 |
1.3% |
5% |
False |
False |
36,767 |
| 100 |
104.44 |
91.22 |
13.22 |
14.4% |
1.13 |
1.2% |
5% |
False |
False |
30,969 |
| 120 |
104.44 |
91.22 |
13.22 |
14.4% |
1.07 |
1.2% |
5% |
False |
False |
26,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.88 |
|
2.618 |
96.62 |
|
1.618 |
95.24 |
|
1.000 |
94.39 |
|
0.618 |
93.86 |
|
HIGH |
93.01 |
|
0.618 |
92.48 |
|
0.500 |
92.32 |
|
0.382 |
92.16 |
|
LOW |
91.63 |
|
0.618 |
90.78 |
|
1.000 |
90.25 |
|
1.618 |
89.40 |
|
2.618 |
88.02 |
|
4.250 |
85.77 |
|
|
| Fisher Pivots for day following 09-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
92.32 |
92.74 |
| PP |
92.18 |
92.45 |
| S1 |
92.03 |
92.17 |
|