NYMEX Light Sweet Crude Oil Future May 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 |
91.18 |
89.24 |
-1.94 |
-2.1% |
93.07 |
| High |
91.18 |
90.98 |
-0.20 |
-0.2% |
93.40 |
| Low |
89.70 |
89.10 |
-0.60 |
-0.7% |
91.30 |
| Close |
90.05 |
90.58 |
0.53 |
0.6% |
91.83 |
| Range |
1.48 |
1.88 |
0.40 |
27.0% |
2.10 |
| ATR |
1.04 |
1.10 |
0.06 |
5.8% |
0.00 |
| Volume |
3,457 |
4,744 |
1,287 |
37.2% |
11,187 |
|
| Daily Pivots for day following 11-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.86 |
95.10 |
91.61 |
|
| R3 |
93.98 |
93.22 |
91.10 |
|
| R2 |
92.10 |
92.10 |
90.92 |
|
| R1 |
91.34 |
91.34 |
90.75 |
91.72 |
| PP |
90.22 |
90.22 |
90.22 |
90.41 |
| S1 |
89.46 |
89.46 |
90.41 |
89.84 |
| S2 |
88.34 |
88.34 |
90.24 |
|
| S3 |
86.46 |
87.58 |
90.06 |
|
| S4 |
84.58 |
85.70 |
89.55 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.48 |
97.25 |
92.99 |
|
| R3 |
96.38 |
95.15 |
92.41 |
|
| R2 |
94.28 |
94.28 |
92.22 |
|
| R1 |
93.05 |
93.05 |
92.02 |
92.62 |
| PP |
92.18 |
92.18 |
92.18 |
91.96 |
| S1 |
90.95 |
90.95 |
91.64 |
90.52 |
| S2 |
90.08 |
90.08 |
91.45 |
|
| S3 |
87.98 |
88.85 |
91.25 |
|
| S4 |
85.88 |
86.75 |
90.68 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.97 |
|
2.618 |
95.90 |
|
1.618 |
94.02 |
|
1.000 |
92.86 |
|
0.618 |
92.14 |
|
HIGH |
90.98 |
|
0.618 |
90.26 |
|
0.500 |
90.04 |
|
0.382 |
89.82 |
|
LOW |
89.10 |
|
0.618 |
87.94 |
|
1.000 |
87.22 |
|
1.618 |
86.06 |
|
2.618 |
84.18 |
|
4.250 |
81.11 |
|
|
| Fisher Pivots for day following 11-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
90.40 |
90.48 |
| PP |
90.22 |
90.39 |
| S1 |
90.04 |
90.29 |
|