NYMEX Light Sweet Crude Oil Future December 2014
| Trading Metrics calculated at close of trading on 09-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2014 |
09-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
92.48 |
91.92 |
-0.56 |
-0.6% |
94.40 |
| High |
92.73 |
92.47 |
-0.26 |
-0.3% |
94.42 |
| Low |
90.97 |
91.23 |
0.26 |
0.3% |
91.51 |
| Close |
91.72 |
91.45 |
-0.27 |
-0.3% |
92.40 |
| Range |
1.76 |
1.24 |
-0.52 |
-29.5% |
2.91 |
| ATR |
1.47 |
1.46 |
-0.02 |
-1.1% |
0.00 |
| Volume |
67,252 |
76,489 |
9,237 |
13.7% |
330,179 |
|
| Daily Pivots for day following 09-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.44 |
94.68 |
92.13 |
|
| R3 |
94.20 |
93.44 |
91.79 |
|
| R2 |
92.96 |
92.96 |
91.68 |
|
| R1 |
92.20 |
92.20 |
91.56 |
91.96 |
| PP |
91.72 |
91.72 |
91.72 |
91.60 |
| S1 |
90.96 |
90.96 |
91.34 |
90.72 |
| S2 |
90.48 |
90.48 |
91.22 |
|
| S3 |
89.24 |
89.72 |
91.11 |
|
| S4 |
88.00 |
88.48 |
90.77 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.51 |
99.86 |
94.00 |
|
| R3 |
98.60 |
96.95 |
93.20 |
|
| R2 |
95.69 |
95.69 |
92.93 |
|
| R1 |
94.04 |
94.04 |
92.67 |
93.41 |
| PP |
92.78 |
92.78 |
92.78 |
92.46 |
| S1 |
91.13 |
91.13 |
92.13 |
90.50 |
| S2 |
89.87 |
89.87 |
91.87 |
|
| S3 |
86.96 |
88.22 |
91.60 |
|
| S4 |
84.05 |
85.31 |
90.80 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.42 |
90.97 |
3.45 |
3.8% |
1.70 |
1.9% |
14% |
False |
False |
78,057 |
| 10 |
94.42 |
90.97 |
3.45 |
3.8% |
1.53 |
1.7% |
14% |
False |
False |
67,591 |
| 20 |
96.15 |
90.97 |
5.18 |
5.7% |
1.45 |
1.6% |
9% |
False |
False |
64,806 |
| 40 |
100.35 |
90.97 |
9.38 |
10.3% |
1.36 |
1.5% |
5% |
False |
False |
65,905 |
| 60 |
103.66 |
90.97 |
12.69 |
13.9% |
1.27 |
1.4% |
4% |
False |
False |
63,450 |
| 80 |
103.66 |
90.97 |
12.69 |
13.9% |
1.19 |
1.3% |
4% |
False |
False |
59,289 |
| 100 |
103.66 |
90.97 |
12.69 |
13.9% |
1.15 |
1.3% |
4% |
False |
False |
55,556 |
| 120 |
103.66 |
90.97 |
12.69 |
13.9% |
1.13 |
1.2% |
4% |
False |
False |
52,288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.74 |
|
2.618 |
95.72 |
|
1.618 |
94.48 |
|
1.000 |
93.71 |
|
0.618 |
93.24 |
|
HIGH |
92.47 |
|
0.618 |
92.00 |
|
0.500 |
91.85 |
|
0.382 |
91.70 |
|
LOW |
91.23 |
|
0.618 |
90.46 |
|
1.000 |
89.99 |
|
1.618 |
89.22 |
|
2.618 |
87.98 |
|
4.250 |
85.96 |
|
|
| Fisher Pivots for day following 09-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
91.85 |
92.36 |
| PP |
91.72 |
92.06 |
| S1 |
91.58 |
91.75 |
|