NYMEX Light Sweet Crude Oil Future February 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 |
91.28 |
90.18 |
-1.10 |
-1.2% |
93.51 |
| High |
91.53 |
91.42 |
-0.11 |
-0.1% |
93.81 |
| Low |
89.77 |
89.00 |
-0.77 |
-0.9% |
91.44 |
| Close |
90.19 |
90.95 |
0.76 |
0.8% |
92.19 |
| Range |
1.76 |
2.42 |
0.66 |
37.5% |
2.37 |
| ATR |
1.24 |
1.32 |
0.08 |
6.8% |
0.00 |
| Volume |
20,420 |
23,809 |
3,389 |
16.6% |
48,638 |
|
| Daily Pivots for day following 11-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.72 |
96.75 |
92.28 |
|
| R3 |
95.30 |
94.33 |
91.62 |
|
| R2 |
92.88 |
92.88 |
91.39 |
|
| R1 |
91.91 |
91.91 |
91.17 |
92.40 |
| PP |
90.46 |
90.46 |
90.46 |
90.70 |
| S1 |
89.49 |
89.49 |
90.73 |
89.98 |
| S2 |
88.04 |
88.04 |
90.51 |
|
| S3 |
85.62 |
87.07 |
90.28 |
|
| S4 |
83.20 |
84.65 |
89.62 |
|
|
| 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 |
93.36 |
89.00 |
4.36 |
4.8% |
1.65 |
1.8% |
45% |
False |
True |
16,516 |
| 10 |
93.83 |
89.00 |
4.83 |
5.3% |
1.49 |
1.6% |
40% |
False |
True |
13,540 |
| 20 |
95.25 |
89.00 |
6.25 |
6.9% |
1.28 |
1.4% |
31% |
False |
True |
10,777 |
| 40 |
98.68 |
89.00 |
9.68 |
10.6% |
1.14 |
1.3% |
20% |
False |
True |
8,550 |
| 60 |
101.33 |
89.00 |
12.33 |
13.6% |
1.02 |
1.1% |
16% |
False |
True |
6,867 |
| 80 |
101.33 |
89.00 |
12.33 |
13.6% |
0.92 |
1.0% |
16% |
False |
True |
5,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.71 |
|
2.618 |
97.76 |
|
1.618 |
95.34 |
|
1.000 |
93.84 |
|
0.618 |
92.92 |
|
HIGH |
91.42 |
|
0.618 |
90.50 |
|
0.500 |
90.21 |
|
0.382 |
89.92 |
|
LOW |
89.00 |
|
0.618 |
87.50 |
|
1.000 |
86.58 |
|
1.618 |
85.08 |
|
2.618 |
82.66 |
|
4.250 |
78.72 |
|
|
| Fisher Pivots for day following 11-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
90.70 |
90.80 |
| PP |
90.46 |
90.65 |
| S1 |
90.21 |
90.50 |
|