NYMEX Light Sweet Crude Oil Future February 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 |
92.17 |
91.41 |
-0.76 |
-0.8% |
93.51 |
High |
92.38 |
91.99 |
-0.39 |
-0.4% |
93.81 |
Low |
90.90 |
91.05 |
0.15 |
0.2% |
91.44 |
Close |
91.56 |
91.27 |
-0.29 |
-0.3% |
92.19 |
Range |
1.48 |
0.94 |
-0.54 |
-36.5% |
2.37 |
ATR |
1.22 |
1.20 |
-0.02 |
-1.6% |
0.00 |
Volume |
10,113 |
18,617 |
8,504 |
84.1% |
48,638 |
|
Daily Pivots for day following 09-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.26 |
93.70 |
91.79 |
|
R3 |
93.32 |
92.76 |
91.53 |
|
R2 |
92.38 |
92.38 |
91.44 |
|
R1 |
91.82 |
91.82 |
91.36 |
91.63 |
PP |
91.44 |
91.44 |
91.44 |
91.34 |
S1 |
90.88 |
90.88 |
91.18 |
90.69 |
S2 |
90.50 |
90.50 |
91.10 |
|
S3 |
89.56 |
89.94 |
91.01 |
|
S4 |
88.62 |
89.00 |
90.75 |
|
|
Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.59 |
98.26 |
93.49 |
|
R3 |
97.22 |
95.89 |
92.84 |
|
R2 |
94.85 |
94.85 |
92.62 |
|
R1 |
93.52 |
93.52 |
92.41 |
93.00 |
PP |
92.48 |
92.48 |
92.48 |
92.22 |
S1 |
91.15 |
91.15 |
91.97 |
90.63 |
S2 |
90.11 |
90.11 |
91.76 |
|
S3 |
87.74 |
88.78 |
91.54 |
|
S4 |
85.37 |
86.41 |
90.89 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
93.81 |
90.90 |
2.91 |
3.2% |
1.42 |
1.6% |
13% |
False |
False |
13,059 |
10 |
93.83 |
90.90 |
2.93 |
3.2% |
1.22 |
1.3% |
13% |
False |
False |
10,621 |
20 |
95.39 |
90.90 |
4.49 |
4.9% |
1.17 |
1.3% |
8% |
False |
False |
9,089 |
40 |
98.68 |
90.90 |
7.78 |
8.5% |
1.07 |
1.2% |
5% |
False |
False |
7,740 |
60 |
101.33 |
90.90 |
10.43 |
11.4% |
0.97 |
1.1% |
4% |
False |
False |
6,299 |
80 |
101.33 |
90.90 |
10.43 |
11.4% |
0.88 |
1.0% |
4% |
False |
False |
5,198 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.99 |
2.618 |
94.45 |
1.618 |
93.51 |
1.000 |
92.93 |
0.618 |
92.57 |
HIGH |
91.99 |
0.618 |
91.63 |
0.500 |
91.52 |
0.382 |
91.41 |
LOW |
91.05 |
0.618 |
90.47 |
1.000 |
90.11 |
1.618 |
89.53 |
2.618 |
88.59 |
4.250 |
87.06 |
|
|
Fisher Pivots for day following 09-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
91.52 |
92.13 |
PP |
91.44 |
91.84 |
S1 |
91.35 |
91.56 |
|