NYMEX Light Sweet Crude Oil Future January 2015
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 |
91.57 |
90.23 |
-1.34 |
-1.5% |
93.85 |
High |
91.60 |
91.65 |
0.05 |
0.1% |
94.16 |
Low |
89.82 |
89.04 |
-0.78 |
-0.9% |
91.41 |
Close |
90.26 |
91.11 |
0.85 |
0.9% |
92.28 |
Range |
1.78 |
2.61 |
0.83 |
46.6% |
2.75 |
ATR |
1.36 |
1.45 |
0.09 |
6.5% |
0.00 |
Volume |
36,115 |
43,780 |
7,665 |
21.2% |
105,646 |
|
Daily Pivots for day following 11-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.43 |
97.38 |
92.55 |
|
R3 |
95.82 |
94.77 |
91.83 |
|
R2 |
93.21 |
93.21 |
91.59 |
|
R1 |
92.16 |
92.16 |
91.35 |
92.69 |
PP |
90.60 |
90.60 |
90.60 |
90.86 |
S1 |
89.55 |
89.55 |
90.87 |
90.08 |
S2 |
87.99 |
87.99 |
90.63 |
|
S3 |
85.38 |
86.94 |
90.39 |
|
S4 |
82.77 |
84.33 |
89.67 |
|
|
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 |
93.53 |
89.04 |
4.49 |
4.9% |
1.79 |
2.0% |
46% |
False |
True |
30,062 |
10 |
94.16 |
89.04 |
5.12 |
5.6% |
1.65 |
1.8% |
40% |
False |
True |
27,036 |
20 |
95.54 |
89.04 |
6.50 |
7.1% |
1.42 |
1.6% |
32% |
False |
True |
22,479 |
40 |
99.36 |
89.04 |
10.32 |
11.3% |
1.26 |
1.4% |
20% |
False |
True |
19,303 |
60 |
102.53 |
89.04 |
13.49 |
14.8% |
1.16 |
1.3% |
15% |
False |
True |
15,692 |
80 |
102.53 |
89.04 |
13.49 |
14.8% |
1.06 |
1.2% |
15% |
False |
True |
13,554 |
100 |
102.53 |
89.04 |
13.49 |
14.8% |
0.98 |
1.1% |
15% |
False |
True |
11,573 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.74 |
2.618 |
98.48 |
1.618 |
95.87 |
1.000 |
94.26 |
0.618 |
93.26 |
HIGH |
91.65 |
0.618 |
90.65 |
0.500 |
90.35 |
0.382 |
90.04 |
LOW |
89.04 |
0.618 |
87.43 |
1.000 |
86.43 |
1.618 |
84.82 |
2.618 |
82.21 |
4.250 |
77.95 |
|
|
Fisher Pivots for day following 11-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
90.86 |
90.95 |
PP |
90.60 |
90.78 |
S1 |
90.35 |
90.62 |
|