NYMEX Light Sweet Crude Oil Future January 2015
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 |
90.23 |
91.25 |
1.02 |
1.1% |
92.35 |
High |
91.65 |
91.83 |
0.18 |
0.2% |
92.50 |
Low |
89.04 |
90.31 |
1.27 |
1.4% |
89.04 |
Close |
91.11 |
90.48 |
-0.63 |
-0.7% |
90.48 |
Range |
2.61 |
1.52 |
-1.09 |
-41.8% |
3.46 |
ATR |
1.45 |
1.46 |
0.00 |
0.3% |
0.00 |
Volume |
43,780 |
39,845 |
-3,935 |
-9.0% |
168,920 |
|
Daily Pivots for day following 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.43 |
94.48 |
91.32 |
|
R3 |
93.91 |
92.96 |
90.90 |
|
R2 |
92.39 |
92.39 |
90.76 |
|
R1 |
91.44 |
91.44 |
90.62 |
91.16 |
PP |
90.87 |
90.87 |
90.87 |
90.73 |
S1 |
89.92 |
89.92 |
90.34 |
89.64 |
S2 |
89.35 |
89.35 |
90.20 |
|
S3 |
87.83 |
88.40 |
90.06 |
|
S4 |
86.31 |
86.88 |
89.64 |
|
|
Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.05 |
99.23 |
92.38 |
|
R3 |
97.59 |
95.77 |
91.43 |
|
R2 |
94.13 |
94.13 |
91.11 |
|
R1 |
92.31 |
92.31 |
90.80 |
91.49 |
PP |
90.67 |
90.67 |
90.67 |
90.27 |
S1 |
88.85 |
88.85 |
90.16 |
88.03 |
S2 |
87.21 |
87.21 |
89.85 |
|
S3 |
83.75 |
85.39 |
89.53 |
|
S4 |
80.29 |
81.93 |
88.58 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
92.50 |
89.04 |
3.46 |
3.8% |
1.72 |
1.9% |
42% |
False |
False |
33,784 |
10 |
94.16 |
89.04 |
5.12 |
5.7% |
1.71 |
1.9% |
28% |
False |
False |
29,716 |
20 |
94.20 |
89.04 |
5.16 |
5.7% |
1.37 |
1.5% |
28% |
False |
False |
23,449 |
40 |
99.36 |
89.04 |
10.32 |
11.4% |
1.26 |
1.4% |
14% |
False |
False |
20,021 |
60 |
102.53 |
89.04 |
13.49 |
14.9% |
1.18 |
1.3% |
11% |
False |
False |
16,220 |
80 |
102.53 |
89.04 |
13.49 |
14.9% |
1.07 |
1.2% |
11% |
False |
False |
13,977 |
100 |
102.53 |
89.04 |
13.49 |
14.9% |
0.99 |
1.1% |
11% |
False |
False |
11,952 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.29 |
2.618 |
95.81 |
1.618 |
94.29 |
1.000 |
93.35 |
0.618 |
92.77 |
HIGH |
91.83 |
0.618 |
91.25 |
0.500 |
91.07 |
0.382 |
90.89 |
LOW |
90.31 |
0.618 |
89.37 |
1.000 |
88.79 |
1.618 |
87.85 |
2.618 |
86.33 |
4.250 |
83.85 |
|
|
Fisher Pivots for day following 12-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
91.07 |
90.47 |
PP |
90.87 |
90.45 |
S1 |
90.68 |
90.44 |
|