NYMEX Light Sweet Crude Oil Future November 2014
Trading Metrics calculated at close of trading on 11-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2014 |
11-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
91.95 |
90.88 |
-1.07 |
-1.2% |
94.90 |
High |
92.18 |
92.46 |
0.28 |
0.3% |
94.94 |
Low |
90.36 |
89.56 |
-0.80 |
-0.9% |
91.89 |
Close |
90.84 |
91.86 |
1.02 |
1.1% |
92.71 |
Range |
1.82 |
2.90 |
1.08 |
59.3% |
3.05 |
ATR |
1.56 |
1.65 |
0.10 |
6.1% |
0.00 |
Volume |
120,103 |
191,935 |
71,832 |
59.8% |
357,173 |
|
Daily Pivots for day following 11-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.99 |
98.83 |
93.46 |
|
R3 |
97.09 |
95.93 |
92.66 |
|
R2 |
94.19 |
94.19 |
92.39 |
|
R1 |
93.03 |
93.03 |
92.13 |
93.61 |
PP |
91.29 |
91.29 |
91.29 |
91.59 |
S1 |
90.13 |
90.13 |
91.59 |
90.71 |
S2 |
88.39 |
88.39 |
91.33 |
|
S3 |
85.49 |
87.23 |
91.06 |
|
S4 |
82.59 |
84.33 |
90.27 |
|
|
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 |
94.25 |
89.56 |
4.69 |
5.1% |
1.99 |
2.2% |
49% |
False |
True |
118,710 |
10 |
95.07 |
89.56 |
5.51 |
6.0% |
1.92 |
2.1% |
42% |
False |
True |
101,837 |
20 |
96.18 |
89.56 |
6.62 |
7.2% |
1.65 |
1.8% |
35% |
False |
True |
79,006 |
40 |
101.22 |
89.56 |
11.66 |
12.7% |
1.47 |
1.6% |
20% |
False |
True |
60,926 |
60 |
104.44 |
89.56 |
14.88 |
16.2% |
1.35 |
1.5% |
15% |
False |
True |
48,788 |
80 |
104.44 |
89.56 |
14.88 |
16.2% |
1.24 |
1.4% |
15% |
False |
True |
40,418 |
100 |
104.44 |
89.56 |
14.88 |
16.2% |
1.16 |
1.3% |
15% |
False |
True |
33,968 |
120 |
104.44 |
89.56 |
14.88 |
16.2% |
1.09 |
1.2% |
15% |
False |
True |
29,234 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.79 |
2.618 |
100.05 |
1.618 |
97.15 |
1.000 |
95.36 |
0.618 |
94.25 |
HIGH |
92.46 |
0.618 |
91.35 |
0.500 |
91.01 |
0.382 |
90.67 |
LOW |
89.56 |
0.618 |
87.77 |
1.000 |
86.66 |
1.618 |
84.87 |
2.618 |
81.97 |
4.250 |
77.24 |
|
|
Fisher Pivots for day following 11-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
91.58 |
91.67 |
PP |
91.29 |
91.48 |
S1 |
91.01 |
91.29 |
|