NYMEX Light Sweet Crude Oil Future February 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 |
90.18 |
91.01 |
0.83 |
0.9% |
92.17 |
High |
91.42 |
91.60 |
0.18 |
0.2% |
92.38 |
Low |
89.00 |
90.15 |
1.15 |
1.3% |
89.00 |
Close |
90.95 |
90.34 |
-0.61 |
-0.7% |
90.34 |
Range |
2.42 |
1.45 |
-0.97 |
-40.1% |
3.38 |
ATR |
1.32 |
1.33 |
0.01 |
0.7% |
0.00 |
Volume |
23,809 |
22,838 |
-971 |
-4.1% |
95,797 |
|
Daily Pivots for day following 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.05 |
94.14 |
91.14 |
|
R3 |
93.60 |
92.69 |
90.74 |
|
R2 |
92.15 |
92.15 |
90.61 |
|
R1 |
91.24 |
91.24 |
90.47 |
90.97 |
PP |
90.70 |
90.70 |
90.70 |
90.56 |
S1 |
89.79 |
89.79 |
90.21 |
89.52 |
S2 |
89.25 |
89.25 |
90.07 |
|
S3 |
87.80 |
88.34 |
89.94 |
|
S4 |
86.35 |
86.89 |
89.54 |
|
|
Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.71 |
98.91 |
92.20 |
|
R3 |
97.33 |
95.53 |
91.27 |
|
R2 |
93.95 |
93.95 |
90.96 |
|
R1 |
92.15 |
92.15 |
90.65 |
91.36 |
PP |
90.57 |
90.57 |
90.57 |
90.18 |
S1 |
88.77 |
88.77 |
90.03 |
87.98 |
S2 |
87.19 |
87.19 |
89.72 |
|
S3 |
83.81 |
85.39 |
89.41 |
|
S4 |
80.43 |
82.01 |
88.48 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
92.38 |
89.00 |
3.38 |
3.7% |
1.61 |
1.8% |
40% |
False |
False |
19,159 |
10 |
93.83 |
89.00 |
4.83 |
5.3% |
1.55 |
1.7% |
28% |
False |
False |
15,221 |
20 |
93.90 |
89.00 |
4.90 |
5.4% |
1.23 |
1.4% |
27% |
False |
False |
11,594 |
40 |
98.68 |
89.00 |
9.68 |
10.7% |
1.14 |
1.3% |
14% |
False |
False |
9,029 |
60 |
101.33 |
89.00 |
12.33 |
13.6% |
1.03 |
1.1% |
11% |
False |
False |
7,175 |
80 |
101.33 |
89.00 |
12.33 |
13.6% |
0.93 |
1.0% |
11% |
False |
False |
5,974 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.76 |
2.618 |
95.40 |
1.618 |
93.95 |
1.000 |
93.05 |
0.618 |
92.50 |
HIGH |
91.60 |
0.618 |
91.05 |
0.500 |
90.88 |
0.382 |
90.70 |
LOW |
90.15 |
0.618 |
89.25 |
1.000 |
88.70 |
1.618 |
87.80 |
2.618 |
86.35 |
4.250 |
83.99 |
|
|
Fisher Pivots for day following 12-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
90.88 |
90.33 |
PP |
90.70 |
90.31 |
S1 |
90.52 |
90.30 |
|