NYMEX Light Sweet Crude Oil Future February 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 |
91.41 |
91.28 |
-0.13 |
-0.1% |
93.51 |
High |
91.99 |
91.53 |
-0.46 |
-0.5% |
93.81 |
Low |
91.05 |
89.77 |
-1.28 |
-1.4% |
91.44 |
Close |
91.27 |
90.19 |
-1.08 |
-1.2% |
92.19 |
Range |
0.94 |
1.76 |
0.82 |
87.2% |
2.37 |
ATR |
1.20 |
1.24 |
0.04 |
3.3% |
0.00 |
Volume |
18,617 |
20,420 |
1,803 |
9.7% |
48,638 |
|
Daily Pivots for day following 10-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.78 |
94.74 |
91.16 |
|
R3 |
94.02 |
92.98 |
90.67 |
|
R2 |
92.26 |
92.26 |
90.51 |
|
R1 |
91.22 |
91.22 |
90.35 |
90.86 |
PP |
90.50 |
90.50 |
90.50 |
90.32 |
S1 |
89.46 |
89.46 |
90.03 |
89.10 |
S2 |
88.74 |
88.74 |
89.87 |
|
S3 |
86.98 |
87.70 |
89.71 |
|
S4 |
85.22 |
85.94 |
89.22 |
|
|
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 |
93.67 |
89.77 |
3.90 |
4.3% |
1.37 |
1.5% |
11% |
False |
True |
14,175 |
10 |
93.83 |
89.77 |
4.06 |
4.5% |
1.32 |
1.5% |
10% |
False |
True |
12,118 |
20 |
95.39 |
89.77 |
5.62 |
6.2% |
1.21 |
1.3% |
7% |
False |
True |
9,884 |
40 |
98.68 |
89.77 |
8.91 |
9.9% |
1.08 |
1.2% |
5% |
False |
True |
8,091 |
60 |
101.33 |
89.77 |
11.56 |
12.8% |
0.99 |
1.1% |
4% |
False |
True |
6,539 |
80 |
101.33 |
89.77 |
11.56 |
12.8% |
0.89 |
1.0% |
4% |
False |
True |
5,437 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.01 |
2.618 |
96.14 |
1.618 |
94.38 |
1.000 |
93.29 |
0.618 |
92.62 |
HIGH |
91.53 |
0.618 |
90.86 |
0.500 |
90.65 |
0.382 |
90.44 |
LOW |
89.77 |
0.618 |
88.68 |
1.000 |
88.01 |
1.618 |
86.92 |
2.618 |
85.16 |
4.250 |
82.29 |
|
|
Fisher Pivots for day following 10-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
90.65 |
91.08 |
PP |
90.50 |
90.78 |
S1 |
90.34 |
90.49 |
|