NYMEX Light Sweet Crude Oil Future March 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 |
91.25 |
90.07 |
-1.18 |
-1.3% |
93.51 |
High |
91.25 |
91.17 |
-0.08 |
-0.1% |
93.80 |
Low |
89.83 |
89.09 |
-0.74 |
-0.8% |
91.35 |
Close |
90.16 |
90.83 |
0.67 |
0.7% |
92.10 |
Range |
1.42 |
2.08 |
0.66 |
46.5% |
2.45 |
ATR |
1.17 |
1.23 |
0.07 |
5.6% |
0.00 |
Volume |
22,139 |
27,456 |
5,317 |
24.0% |
64,214 |
|
Daily Pivots for day following 11-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.60 |
95.80 |
91.97 |
|
R3 |
94.52 |
93.72 |
91.40 |
|
R2 |
92.44 |
92.44 |
91.21 |
|
R1 |
91.64 |
91.64 |
91.02 |
92.04 |
PP |
90.36 |
90.36 |
90.36 |
90.57 |
S1 |
89.56 |
89.56 |
90.64 |
89.96 |
S2 |
88.28 |
88.28 |
90.45 |
|
S3 |
86.20 |
87.48 |
90.26 |
|
S4 |
84.12 |
85.40 |
89.69 |
|
|
Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.77 |
98.38 |
93.45 |
|
R3 |
97.32 |
95.93 |
92.77 |
|
R2 |
94.87 |
94.87 |
92.55 |
|
R1 |
93.48 |
93.48 |
92.32 |
92.95 |
PP |
92.42 |
92.42 |
92.42 |
92.15 |
S1 |
91.03 |
91.03 |
91.88 |
90.50 |
S2 |
89.97 |
89.97 |
91.65 |
|
S3 |
87.52 |
88.58 |
91.43 |
|
S4 |
85.07 |
86.13 |
90.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
93.22 |
89.09 |
4.13 |
4.5% |
1.35 |
1.5% |
42% |
False |
True |
18,121 |
10 |
93.80 |
89.09 |
4.71 |
5.2% |
1.33 |
1.5% |
37% |
False |
True |
16,278 |
20 |
94.90 |
89.09 |
5.81 |
6.4% |
1.18 |
1.3% |
30% |
False |
True |
13,053 |
40 |
98.02 |
89.09 |
8.93 |
9.8% |
1.06 |
1.2% |
19% |
False |
True |
11,845 |
60 |
100.52 |
89.09 |
11.43 |
12.6% |
0.97 |
1.1% |
15% |
False |
True |
10,281 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.01 |
2.618 |
96.62 |
1.618 |
94.54 |
1.000 |
93.25 |
0.618 |
92.46 |
HIGH |
91.17 |
0.618 |
90.38 |
0.500 |
90.13 |
0.382 |
89.88 |
LOW |
89.09 |
0.618 |
87.80 |
1.000 |
87.01 |
1.618 |
85.72 |
2.618 |
83.64 |
4.250 |
80.25 |
|
|
Fisher Pivots for day following 11-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
90.60 |
90.72 |
PP |
90.36 |
90.60 |
S1 |
90.13 |
90.49 |
|