NYMEX Light Sweet Crude Oil Future October 2014
| 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 |
91.71 |
93.05 |
1.34 |
1.5% |
93.49 |
| High |
93.44 |
93.67 |
0.23 |
0.2% |
93.94 |
| Low |
90.43 |
91.96 |
1.53 |
1.7% |
90.43 |
| Close |
92.83 |
92.27 |
-0.56 |
-0.6% |
92.27 |
| Range |
3.01 |
1.71 |
-1.30 |
-43.2% |
3.51 |
| ATR |
1.73 |
1.73 |
0.00 |
-0.1% |
0.00 |
| Volume |
403,175 |
297,768 |
-105,407 |
-26.1% |
1,550,115 |
|
| Daily Pivots for day following 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.76 |
96.73 |
93.21 |
|
| R3 |
96.05 |
95.02 |
92.74 |
|
| R2 |
94.34 |
94.34 |
92.58 |
|
| R1 |
93.31 |
93.31 |
92.43 |
92.97 |
| PP |
92.63 |
92.63 |
92.63 |
92.47 |
| S1 |
91.60 |
91.60 |
92.11 |
91.26 |
| S2 |
90.92 |
90.92 |
91.96 |
|
| S3 |
89.21 |
89.89 |
91.80 |
|
| S4 |
87.50 |
88.18 |
91.33 |
|
|
| Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.74 |
101.02 |
94.20 |
|
| R3 |
99.23 |
97.51 |
93.24 |
|
| R2 |
95.72 |
95.72 |
92.91 |
|
| R1 |
94.00 |
94.00 |
92.59 |
93.11 |
| PP |
92.21 |
92.21 |
92.21 |
91.77 |
| S1 |
90.49 |
90.49 |
91.95 |
89.60 |
| S2 |
88.70 |
88.70 |
91.63 |
|
| S3 |
85.19 |
86.98 |
91.30 |
|
| S4 |
81.68 |
83.47 |
90.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.94 |
90.43 |
3.51 |
3.8% |
1.95 |
2.1% |
52% |
False |
False |
310,023 |
| 10 |
96.00 |
90.43 |
5.57 |
6.0% |
2.07 |
2.2% |
33% |
False |
False |
291,536 |
| 20 |
96.00 |
90.43 |
5.57 |
6.0% |
1.68 |
1.8% |
33% |
False |
False |
247,094 |
| 40 |
102.20 |
90.43 |
11.77 |
12.8% |
1.54 |
1.7% |
16% |
False |
False |
175,912 |
| 60 |
105.55 |
90.43 |
15.12 |
16.4% |
1.45 |
1.6% |
12% |
False |
False |
131,600 |
| 80 |
105.55 |
90.43 |
15.12 |
16.4% |
1.33 |
1.4% |
12% |
False |
False |
105,037 |
| 100 |
105.55 |
90.43 |
15.12 |
16.4% |
1.25 |
1.4% |
12% |
False |
False |
87,036 |
| 120 |
105.55 |
90.43 |
15.12 |
16.4% |
1.20 |
1.3% |
12% |
False |
False |
73,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.94 |
|
2.618 |
98.15 |
|
1.618 |
96.44 |
|
1.000 |
95.38 |
|
0.618 |
94.73 |
|
HIGH |
93.67 |
|
0.618 |
93.02 |
|
0.500 |
92.82 |
|
0.382 |
92.61 |
|
LOW |
91.96 |
|
0.618 |
90.90 |
|
1.000 |
90.25 |
|
1.618 |
89.19 |
|
2.618 |
87.48 |
|
4.250 |
84.69 |
|
|
| Fisher Pivots for day following 12-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
92.82 |
92.20 |
| PP |
92.63 |
92.12 |
| S1 |
92.45 |
92.05 |
|