NYMEX Light Sweet Crude Oil Future October 2014
| 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 |
92.79 |
91.71 |
-1.08 |
-1.2% |
95.81 |
| High |
93.03 |
93.44 |
0.41 |
0.4% |
95.91 |
| Low |
91.22 |
90.43 |
-0.79 |
-0.9% |
92.68 |
| Close |
91.67 |
92.83 |
1.16 |
1.3% |
93.29 |
| Range |
1.81 |
3.01 |
1.20 |
66.3% |
3.23 |
| ATR |
1.63 |
1.73 |
0.10 |
6.0% |
0.00 |
| Volume |
295,306 |
403,175 |
107,869 |
36.5% |
1,130,277 |
|
| Daily Pivots for day following 11-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.26 |
100.06 |
94.49 |
|
| R3 |
98.25 |
97.05 |
93.66 |
|
| R2 |
95.24 |
95.24 |
93.38 |
|
| R1 |
94.04 |
94.04 |
93.11 |
94.64 |
| PP |
92.23 |
92.23 |
92.23 |
92.54 |
| S1 |
91.03 |
91.03 |
92.55 |
91.63 |
| S2 |
89.22 |
89.22 |
92.28 |
|
| S3 |
86.21 |
88.02 |
92.00 |
|
| S4 |
83.20 |
85.01 |
91.17 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.65 |
101.70 |
95.07 |
|
| R3 |
100.42 |
98.47 |
94.18 |
|
| R2 |
97.19 |
97.19 |
93.88 |
|
| R1 |
95.24 |
95.24 |
93.59 |
94.60 |
| PP |
93.96 |
93.96 |
93.96 |
93.64 |
| S1 |
92.01 |
92.01 |
92.99 |
91.37 |
| S2 |
90.73 |
90.73 |
92.70 |
|
| S3 |
87.50 |
88.78 |
92.40 |
|
| S4 |
84.27 |
85.55 |
91.51 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.99 |
90.43 |
4.56 |
4.9% |
2.04 |
2.2% |
53% |
False |
True |
302,746 |
| 10 |
96.00 |
90.43 |
5.57 |
6.0% |
2.02 |
2.2% |
43% |
False |
True |
287,988 |
| 20 |
96.68 |
90.43 |
6.25 |
6.7% |
1.73 |
1.9% |
38% |
False |
True |
243,168 |
| 40 |
102.20 |
90.43 |
11.77 |
12.7% |
1.54 |
1.7% |
20% |
False |
True |
169,992 |
| 60 |
105.55 |
90.43 |
15.12 |
16.3% |
1.44 |
1.5% |
16% |
False |
True |
127,194 |
| 80 |
105.55 |
90.43 |
15.12 |
16.3% |
1.33 |
1.4% |
16% |
False |
True |
101,547 |
| 100 |
105.55 |
90.43 |
15.12 |
16.3% |
1.24 |
1.3% |
16% |
False |
True |
84,115 |
| 120 |
105.55 |
90.43 |
15.12 |
16.3% |
1.19 |
1.3% |
16% |
False |
True |
71,427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.23 |
|
2.618 |
101.32 |
|
1.618 |
98.31 |
|
1.000 |
96.45 |
|
0.618 |
95.30 |
|
HIGH |
93.44 |
|
0.618 |
92.29 |
|
0.500 |
91.94 |
|
0.382 |
91.58 |
|
LOW |
90.43 |
|
0.618 |
88.57 |
|
1.000 |
87.42 |
|
1.618 |
85.56 |
|
2.618 |
82.55 |
|
4.250 |
77.64 |
|
|
| Fisher Pivots for day following 11-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
92.53 |
92.62 |
| PP |
92.23 |
92.40 |
| S1 |
91.94 |
92.19 |
|