NYMEX Light Sweet Crude Oil Future November 2014
Trading Metrics calculated at close of trading on 12-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2014 |
12-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
90.88 |
92.09 |
1.21 |
1.3% |
92.92 |
High |
92.46 |
92.66 |
0.20 |
0.2% |
93.03 |
Low |
89.56 |
91.12 |
1.56 |
1.7% |
89.56 |
Close |
91.86 |
91.37 |
-0.49 |
-0.5% |
91.37 |
Range |
2.90 |
1.54 |
-1.36 |
-46.9% |
3.47 |
ATR |
1.65 |
1.65 |
-0.01 |
-0.5% |
0.00 |
Volume |
191,935 |
127,683 |
-64,252 |
-33.5% |
643,095 |
|
Daily Pivots for day following 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.34 |
95.39 |
92.22 |
|
R3 |
94.80 |
93.85 |
91.79 |
|
R2 |
93.26 |
93.26 |
91.65 |
|
R1 |
92.31 |
92.31 |
91.51 |
92.02 |
PP |
91.72 |
91.72 |
91.72 |
91.57 |
S1 |
90.77 |
90.77 |
91.23 |
90.48 |
S2 |
90.18 |
90.18 |
91.09 |
|
S3 |
88.64 |
89.23 |
90.95 |
|
S4 |
87.10 |
87.69 |
90.52 |
|
|
Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.73 |
100.02 |
93.28 |
|
R3 |
98.26 |
96.55 |
92.32 |
|
R2 |
94.79 |
94.79 |
92.01 |
|
R1 |
93.08 |
93.08 |
91.69 |
92.20 |
PP |
91.32 |
91.32 |
91.32 |
90.88 |
S1 |
89.61 |
89.61 |
91.05 |
88.73 |
S2 |
87.85 |
87.85 |
90.73 |
|
S3 |
84.38 |
86.14 |
90.42 |
|
S4 |
80.91 |
82.67 |
89.46 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
93.03 |
89.56 |
3.47 |
3.8% |
1.89 |
2.1% |
52% |
False |
False |
128,619 |
10 |
95.07 |
89.56 |
5.51 |
6.0% |
1.96 |
2.1% |
33% |
False |
False |
109,612 |
20 |
95.07 |
89.56 |
5.51 |
6.0% |
1.59 |
1.7% |
33% |
False |
False |
82,662 |
40 |
101.22 |
89.56 |
11.66 |
12.8% |
1.46 |
1.6% |
16% |
False |
False |
63,416 |
60 |
104.44 |
89.56 |
14.88 |
16.3% |
1.36 |
1.5% |
12% |
False |
False |
50,531 |
80 |
104.44 |
89.56 |
14.88 |
16.3% |
1.25 |
1.4% |
12% |
False |
False |
41,890 |
100 |
104.44 |
89.56 |
14.88 |
16.3% |
1.16 |
1.3% |
12% |
False |
False |
35,209 |
120 |
104.44 |
89.56 |
14.88 |
16.3% |
1.10 |
1.2% |
12% |
False |
False |
30,261 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.21 |
2.618 |
96.69 |
1.618 |
95.15 |
1.000 |
94.20 |
0.618 |
93.61 |
HIGH |
92.66 |
0.618 |
92.07 |
0.500 |
91.89 |
0.382 |
91.71 |
LOW |
91.12 |
0.618 |
90.17 |
1.000 |
89.58 |
1.618 |
88.63 |
2.618 |
87.09 |
4.250 |
84.58 |
|
|
Fisher Pivots for day following 12-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
91.89 |
91.28 |
PP |
91.72 |
91.20 |
S1 |
91.54 |
91.11 |
|