NYMEX Light Sweet Crude Oil Future January 2015
Trading Metrics calculated at close of trading on 09-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2014 |
09-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
92.35 |
91.60 |
-0.75 |
-0.8% |
93.85 |
High |
92.50 |
92.20 |
-0.30 |
-0.3% |
94.16 |
Low |
90.92 |
91.11 |
0.19 |
0.2% |
91.41 |
Close |
91.62 |
91.33 |
-0.29 |
-0.3% |
92.28 |
Range |
1.58 |
1.09 |
-0.49 |
-31.0% |
2.75 |
ATR |
1.35 |
1.33 |
-0.02 |
-1.4% |
0.00 |
Volume |
18,453 |
30,727 |
12,274 |
66.5% |
105,646 |
|
Daily Pivots for day following 09-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.82 |
94.16 |
91.93 |
|
R3 |
93.73 |
93.07 |
91.63 |
|
R2 |
92.64 |
92.64 |
91.53 |
|
R1 |
91.98 |
91.98 |
91.43 |
91.77 |
PP |
91.55 |
91.55 |
91.55 |
91.44 |
S1 |
90.89 |
90.89 |
91.23 |
90.68 |
S2 |
90.46 |
90.46 |
91.13 |
|
S3 |
89.37 |
89.80 |
91.03 |
|
S4 |
88.28 |
88.71 |
90.73 |
|
|
Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.87 |
99.32 |
93.79 |
|
R3 |
98.12 |
96.57 |
93.04 |
|
R2 |
95.37 |
95.37 |
92.78 |
|
R1 |
93.82 |
93.82 |
92.53 |
93.22 |
PP |
92.62 |
92.62 |
92.62 |
92.32 |
S1 |
91.07 |
91.07 |
92.03 |
90.47 |
S2 |
89.87 |
89.87 |
91.78 |
|
S3 |
87.12 |
88.32 |
91.52 |
|
S4 |
84.37 |
85.57 |
90.77 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.16 |
90.92 |
3.24 |
3.5% |
1.57 |
1.7% |
13% |
False |
False |
25,852 |
10 |
94.16 |
90.92 |
3.24 |
3.5% |
1.37 |
1.5% |
13% |
False |
False |
21,501 |
20 |
95.72 |
90.92 |
4.80 |
5.3% |
1.30 |
1.4% |
9% |
False |
False |
20,021 |
40 |
99.36 |
90.92 |
8.44 |
9.2% |
1.20 |
1.3% |
5% |
False |
False |
17,964 |
60 |
102.53 |
90.92 |
11.61 |
12.7% |
1.11 |
1.2% |
4% |
False |
False |
14,691 |
80 |
102.53 |
90.92 |
11.61 |
12.7% |
1.01 |
1.1% |
4% |
False |
False |
12,639 |
100 |
102.53 |
90.92 |
11.61 |
12.7% |
0.94 |
1.0% |
4% |
False |
False |
10,836 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.83 |
2.618 |
95.05 |
1.618 |
93.96 |
1.000 |
93.29 |
0.618 |
92.87 |
HIGH |
92.20 |
0.618 |
91.78 |
0.500 |
91.66 |
0.382 |
91.53 |
LOW |
91.11 |
0.618 |
90.44 |
1.000 |
90.02 |
1.618 |
89.35 |
2.618 |
88.26 |
4.250 |
86.48 |
|
|
Fisher Pivots for day following 09-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
91.66 |
92.23 |
PP |
91.55 |
91.93 |
S1 |
91.44 |
91.63 |
|