NYMEX Light Sweet Crude Oil Future January 2015
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 |
91.60 |
91.57 |
-0.03 |
0.0% |
93.85 |
High |
92.20 |
91.60 |
-0.60 |
-0.7% |
94.16 |
Low |
91.11 |
89.82 |
-1.29 |
-1.4% |
91.41 |
Close |
91.33 |
90.26 |
-1.07 |
-1.2% |
92.28 |
Range |
1.09 |
1.78 |
0.69 |
63.3% |
2.75 |
ATR |
1.33 |
1.36 |
0.03 |
2.4% |
0.00 |
Volume |
30,727 |
36,115 |
5,388 |
17.5% |
105,646 |
|
Daily Pivots for day following 10-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.90 |
94.86 |
91.24 |
|
R3 |
94.12 |
93.08 |
90.75 |
|
R2 |
92.34 |
92.34 |
90.59 |
|
R1 |
91.30 |
91.30 |
90.42 |
90.93 |
PP |
90.56 |
90.56 |
90.56 |
90.38 |
S1 |
89.52 |
89.52 |
90.10 |
89.15 |
S2 |
88.78 |
88.78 |
89.93 |
|
S3 |
87.00 |
87.74 |
89.77 |
|
S4 |
85.22 |
85.96 |
89.28 |
|
|
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 |
93.81 |
89.82 |
3.99 |
4.4% |
1.48 |
1.6% |
11% |
False |
True |
26,491 |
10 |
94.16 |
89.82 |
4.34 |
4.8% |
1.46 |
1.6% |
10% |
False |
True |
24,195 |
20 |
95.72 |
89.82 |
5.90 |
6.5% |
1.34 |
1.5% |
7% |
False |
True |
21,151 |
40 |
99.36 |
89.82 |
9.54 |
10.6% |
1.21 |
1.3% |
5% |
False |
True |
18,548 |
60 |
102.53 |
89.82 |
12.71 |
14.1% |
1.13 |
1.3% |
3% |
False |
True |
15,113 |
80 |
102.53 |
89.82 |
12.71 |
14.1% |
1.03 |
1.1% |
3% |
False |
True |
13,030 |
100 |
102.53 |
89.82 |
12.71 |
14.1% |
0.96 |
1.1% |
3% |
False |
True |
11,154 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.17 |
2.618 |
96.26 |
1.618 |
94.48 |
1.000 |
93.38 |
0.618 |
92.70 |
HIGH |
91.60 |
0.618 |
90.92 |
0.500 |
90.71 |
0.382 |
90.50 |
LOW |
89.82 |
0.618 |
88.72 |
1.000 |
88.04 |
1.618 |
86.94 |
2.618 |
85.16 |
4.250 |
82.26 |
|
|
Fisher Pivots for day following 10-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
90.71 |
91.16 |
PP |
90.56 |
90.86 |
S1 |
90.41 |
90.56 |
|