NYMEX Light Sweet Crude Oil Future November 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 |
92.39 |
91.95 |
-0.44 |
-0.5% |
94.90 |
High |
93.01 |
92.18 |
-0.83 |
-0.9% |
94.94 |
Low |
91.63 |
90.36 |
-1.27 |
-1.4% |
91.89 |
Close |
91.89 |
90.84 |
-1.05 |
-1.1% |
92.71 |
Range |
1.38 |
1.82 |
0.44 |
31.9% |
3.05 |
ATR |
1.54 |
1.56 |
0.02 |
1.3% |
0.00 |
Volume |
119,407 |
120,103 |
696 |
0.6% |
357,173 |
|
Daily Pivots for day following 10-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.59 |
95.53 |
91.84 |
|
R3 |
94.77 |
93.71 |
91.34 |
|
R2 |
92.95 |
92.95 |
91.17 |
|
R1 |
91.89 |
91.89 |
91.01 |
91.51 |
PP |
91.13 |
91.13 |
91.13 |
90.94 |
S1 |
90.07 |
90.07 |
90.67 |
89.69 |
S2 |
89.31 |
89.31 |
90.51 |
|
S3 |
87.49 |
88.25 |
90.34 |
|
S4 |
85.67 |
86.43 |
89.84 |
|
|
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 |
94.58 |
90.36 |
4.22 |
4.6% |
1.64 |
1.8% |
11% |
False |
True |
95,411 |
10 |
95.07 |
90.36 |
4.71 |
5.2% |
1.71 |
1.9% |
10% |
False |
True |
86,895 |
20 |
96.41 |
90.36 |
6.05 |
6.7% |
1.56 |
1.7% |
8% |
False |
True |
71,522 |
40 |
101.22 |
90.36 |
10.86 |
12.0% |
1.42 |
1.6% |
4% |
False |
True |
57,053 |
60 |
104.44 |
90.36 |
14.08 |
15.5% |
1.32 |
1.4% |
3% |
False |
True |
45,950 |
80 |
104.44 |
90.36 |
14.08 |
15.5% |
1.21 |
1.3% |
3% |
False |
True |
38,088 |
100 |
104.44 |
90.36 |
14.08 |
15.5% |
1.13 |
1.2% |
3% |
False |
True |
32,089 |
120 |
104.44 |
90.36 |
14.08 |
15.5% |
1.08 |
1.2% |
3% |
False |
True |
27,671 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.92 |
2.618 |
96.94 |
1.618 |
95.12 |
1.000 |
94.00 |
0.618 |
93.30 |
HIGH |
92.18 |
0.618 |
91.48 |
0.500 |
91.27 |
0.382 |
91.06 |
LOW |
90.36 |
0.618 |
89.24 |
1.000 |
88.54 |
1.618 |
87.42 |
2.618 |
85.60 |
4.250 |
82.63 |
|
|
Fisher Pivots for day following 10-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
91.27 |
91.70 |
PP |
91.13 |
91.41 |
S1 |
90.98 |
91.13 |
|