NYMEX Light Sweet Crude Oil Future December 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 |
91.92 |
91.47 |
-0.45 |
-0.5% |
94.40 |
High |
92.47 |
91.78 |
-0.69 |
-0.7% |
94.42 |
Low |
91.23 |
89.94 |
-1.29 |
-1.4% |
91.51 |
Close |
91.45 |
90.42 |
-1.03 |
-1.1% |
92.40 |
Range |
1.24 |
1.84 |
0.60 |
48.4% |
2.91 |
ATR |
1.46 |
1.48 |
0.03 |
1.9% |
0.00 |
Volume |
76,489 |
92,273 |
15,784 |
20.6% |
330,179 |
|
Daily Pivots for day following 10-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.23 |
95.17 |
91.43 |
|
R3 |
94.39 |
93.33 |
90.93 |
|
R2 |
92.55 |
92.55 |
90.76 |
|
R1 |
91.49 |
91.49 |
90.59 |
91.10 |
PP |
90.71 |
90.71 |
90.71 |
90.52 |
S1 |
89.65 |
89.65 |
90.25 |
89.26 |
S2 |
88.87 |
88.87 |
90.08 |
|
S3 |
87.03 |
87.81 |
89.91 |
|
S4 |
85.19 |
85.97 |
89.41 |
|
|
Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.51 |
99.86 |
94.00 |
|
R3 |
98.60 |
96.95 |
93.20 |
|
R2 |
95.69 |
95.69 |
92.93 |
|
R1 |
94.04 |
94.04 |
92.67 |
93.41 |
PP |
92.78 |
92.78 |
92.78 |
92.46 |
S1 |
91.13 |
91.13 |
92.13 |
90.50 |
S2 |
89.87 |
89.87 |
91.87 |
|
S3 |
86.96 |
88.22 |
91.60 |
|
S4 |
84.05 |
85.31 |
90.80 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.10 |
89.94 |
4.16 |
4.6% |
1.57 |
1.7% |
12% |
False |
True |
77,630 |
10 |
94.42 |
89.94 |
4.48 |
5.0% |
1.61 |
1.8% |
11% |
False |
True |
74,017 |
20 |
96.02 |
89.94 |
6.08 |
6.7% |
1.48 |
1.6% |
8% |
False |
True |
67,262 |
40 |
100.35 |
89.94 |
10.41 |
11.5% |
1.36 |
1.5% |
5% |
False |
True |
66,664 |
60 |
103.66 |
89.94 |
13.72 |
15.2% |
1.29 |
1.4% |
3% |
False |
True |
63,747 |
80 |
103.66 |
89.94 |
13.72 |
15.2% |
1.20 |
1.3% |
3% |
False |
True |
59,833 |
100 |
103.66 |
89.94 |
13.72 |
15.2% |
1.16 |
1.3% |
3% |
False |
True |
55,877 |
120 |
103.66 |
89.94 |
13.72 |
15.2% |
1.13 |
1.3% |
3% |
False |
True |
52,784 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.60 |
2.618 |
96.60 |
1.618 |
94.76 |
1.000 |
93.62 |
0.618 |
92.92 |
HIGH |
91.78 |
0.618 |
91.08 |
0.500 |
90.86 |
0.382 |
90.64 |
LOW |
89.94 |
0.618 |
88.80 |
1.000 |
88.10 |
1.618 |
86.96 |
2.618 |
85.12 |
4.250 |
82.12 |
|
|
Fisher Pivots for day following 10-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
90.86 |
91.34 |
PP |
90.71 |
91.03 |
S1 |
90.57 |
90.73 |
|