NYMEX Light Sweet Crude Oil Future December 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 |
90.50 |
91.56 |
1.06 |
1.2% |
92.48 |
High |
91.95 |
92.18 |
0.23 |
0.3% |
92.73 |
Low |
89.13 |
90.55 |
1.42 |
1.6% |
89.13 |
Close |
91.36 |
90.77 |
-0.59 |
-0.6% |
90.77 |
Range |
2.82 |
1.63 |
-1.19 |
-42.2% |
3.60 |
ATR |
1.58 |
1.58 |
0.00 |
0.2% |
0.00 |
Volume |
92,717 |
145,094 |
52,377 |
56.5% |
473,825 |
|
Daily Pivots for day following 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.06 |
95.04 |
91.67 |
|
R3 |
94.43 |
93.41 |
91.22 |
|
R2 |
92.80 |
92.80 |
91.07 |
|
R1 |
91.78 |
91.78 |
90.92 |
91.48 |
PP |
91.17 |
91.17 |
91.17 |
91.01 |
S1 |
90.15 |
90.15 |
90.62 |
89.85 |
S2 |
89.54 |
89.54 |
90.47 |
|
S3 |
87.91 |
88.52 |
90.32 |
|
S4 |
86.28 |
86.89 |
89.87 |
|
|
Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.68 |
99.82 |
92.75 |
|
R3 |
98.08 |
96.22 |
91.76 |
|
R2 |
94.48 |
94.48 |
91.43 |
|
R1 |
92.62 |
92.62 |
91.10 |
91.75 |
PP |
90.88 |
90.88 |
90.88 |
90.44 |
S1 |
89.02 |
89.02 |
90.44 |
88.15 |
S2 |
87.28 |
87.28 |
90.11 |
|
S3 |
83.68 |
85.42 |
89.78 |
|
S4 |
80.08 |
81.82 |
88.79 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
92.73 |
89.13 |
3.60 |
4.0% |
1.86 |
2.0% |
46% |
False |
False |
94,765 |
10 |
94.42 |
89.13 |
5.29 |
5.8% |
1.88 |
2.1% |
31% |
False |
False |
88,982 |
20 |
94.43 |
89.13 |
5.30 |
5.8% |
1.52 |
1.7% |
31% |
False |
False |
73,393 |
40 |
100.35 |
89.13 |
11.22 |
12.4% |
1.41 |
1.6% |
15% |
False |
False |
68,817 |
60 |
103.66 |
89.13 |
14.53 |
16.0% |
1.33 |
1.5% |
11% |
False |
False |
65,704 |
80 |
103.66 |
89.13 |
14.53 |
16.0% |
1.24 |
1.4% |
11% |
False |
False |
61,934 |
100 |
103.66 |
89.13 |
14.53 |
16.0% |
1.18 |
1.3% |
11% |
False |
False |
57,685 |
120 |
103.66 |
89.13 |
14.53 |
16.0% |
1.15 |
1.3% |
11% |
False |
False |
54,226 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.11 |
2.618 |
96.45 |
1.618 |
94.82 |
1.000 |
93.81 |
0.618 |
93.19 |
HIGH |
92.18 |
0.618 |
91.56 |
0.500 |
91.37 |
0.382 |
91.17 |
LOW |
90.55 |
0.618 |
89.54 |
1.000 |
88.92 |
1.618 |
87.91 |
2.618 |
86.28 |
4.250 |
83.62 |
|
|
Fisher Pivots for day following 12-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
91.37 |
90.73 |
PP |
91.17 |
90.69 |
S1 |
90.97 |
90.66 |
|