NYMEX Light Sweet Crude Oil Future December 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 |
91.47 |
90.50 |
-0.97 |
-1.1% |
94.40 |
High |
91.78 |
91.95 |
0.17 |
0.2% |
94.42 |
Low |
89.94 |
89.13 |
-0.81 |
-0.9% |
91.51 |
Close |
90.42 |
91.36 |
0.94 |
1.0% |
92.40 |
Range |
1.84 |
2.82 |
0.98 |
53.3% |
2.91 |
ATR |
1.48 |
1.58 |
0.10 |
6.4% |
0.00 |
Volume |
92,273 |
92,717 |
444 |
0.5% |
330,179 |
|
Daily Pivots for day following 11-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.27 |
98.14 |
92.91 |
|
R3 |
96.45 |
95.32 |
92.14 |
|
R2 |
93.63 |
93.63 |
91.88 |
|
R1 |
92.50 |
92.50 |
91.62 |
93.07 |
PP |
90.81 |
90.81 |
90.81 |
91.10 |
S1 |
89.68 |
89.68 |
91.10 |
90.25 |
S2 |
87.99 |
87.99 |
90.84 |
|
S3 |
85.17 |
86.86 |
90.58 |
|
S4 |
82.35 |
84.04 |
89.81 |
|
|
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 |
93.75 |
89.13 |
4.62 |
5.1% |
1.91 |
2.1% |
48% |
False |
True |
79,897 |
10 |
94.42 |
89.13 |
5.29 |
5.8% |
1.81 |
2.0% |
42% |
False |
True |
78,573 |
20 |
95.80 |
89.13 |
6.67 |
7.3% |
1.57 |
1.7% |
33% |
False |
True |
69,180 |
40 |
100.35 |
89.13 |
11.22 |
12.3% |
1.41 |
1.5% |
20% |
False |
True |
66,804 |
60 |
103.66 |
89.13 |
14.53 |
15.9% |
1.32 |
1.4% |
15% |
False |
True |
64,273 |
80 |
103.66 |
89.13 |
14.53 |
15.9% |
1.23 |
1.3% |
15% |
False |
True |
60,630 |
100 |
103.66 |
89.13 |
14.53 |
15.9% |
1.18 |
1.3% |
15% |
False |
True |
56,447 |
120 |
103.66 |
89.13 |
14.53 |
15.9% |
1.14 |
1.3% |
15% |
False |
True |
53,270 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.94 |
2.618 |
99.33 |
1.618 |
96.51 |
1.000 |
94.77 |
0.618 |
93.69 |
HIGH |
91.95 |
0.618 |
90.87 |
0.500 |
90.54 |
0.382 |
90.21 |
LOW |
89.13 |
0.618 |
87.39 |
1.000 |
86.31 |
1.618 |
84.57 |
2.618 |
81.75 |
4.250 |
77.15 |
|
|
Fisher Pivots for day following 11-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
91.09 |
91.17 |
PP |
90.81 |
90.99 |
S1 |
90.54 |
90.80 |
|