NYMEX Light Sweet Crude Oil Future March 2015
| 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 |
90.07 |
90.75 |
0.68 |
0.8% |
91.53 |
| High |
91.17 |
91.24 |
0.07 |
0.1% |
91.89 |
| Low |
89.09 |
90.13 |
1.04 |
1.2% |
89.09 |
| Close |
90.83 |
90.26 |
-0.57 |
-0.6% |
90.26 |
| Range |
2.08 |
1.11 |
-0.97 |
-46.6% |
2.80 |
| ATR |
1.23 |
1.22 |
-0.01 |
-0.7% |
0.00 |
| Volume |
27,456 |
29,884 |
2,428 |
8.8% |
107,774 |
|
| Daily Pivots for day following 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.87 |
93.18 |
90.87 |
|
| R3 |
92.76 |
92.07 |
90.57 |
|
| R2 |
91.65 |
91.65 |
90.46 |
|
| R1 |
90.96 |
90.96 |
90.36 |
90.75 |
| PP |
90.54 |
90.54 |
90.54 |
90.44 |
| S1 |
89.85 |
89.85 |
90.16 |
89.64 |
| S2 |
89.43 |
89.43 |
90.06 |
|
| S3 |
88.32 |
88.74 |
89.95 |
|
| S4 |
87.21 |
87.63 |
89.65 |
|
|
| Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.81 |
97.34 |
91.80 |
|
| R3 |
96.01 |
94.54 |
91.03 |
|
| R2 |
93.21 |
93.21 |
90.77 |
|
| R1 |
91.74 |
91.74 |
90.52 |
91.08 |
| PP |
90.41 |
90.41 |
90.41 |
90.08 |
| S1 |
88.94 |
88.94 |
90.00 |
88.28 |
| S2 |
87.61 |
87.61 |
89.75 |
|
| S3 |
84.81 |
86.14 |
89.49 |
|
| S4 |
82.01 |
83.34 |
88.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
91.89 |
89.09 |
2.80 |
3.1% |
1.27 |
1.4% |
42% |
False |
False |
21,554 |
| 10 |
93.80 |
89.09 |
4.71 |
5.2% |
1.37 |
1.5% |
25% |
False |
False |
18,478 |
| 20 |
93.80 |
89.09 |
4.71 |
5.2% |
1.12 |
1.2% |
25% |
False |
False |
14,083 |
| 40 |
98.02 |
89.09 |
8.93 |
9.9% |
1.06 |
1.2% |
13% |
False |
False |
12,397 |
| 60 |
100.52 |
89.09 |
11.43 |
12.7% |
0.98 |
1.1% |
10% |
False |
False |
10,649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.96 |
|
2.618 |
94.15 |
|
1.618 |
93.04 |
|
1.000 |
92.35 |
|
0.618 |
91.93 |
|
HIGH |
91.24 |
|
0.618 |
90.82 |
|
0.500 |
90.69 |
|
0.382 |
90.55 |
|
LOW |
90.13 |
|
0.618 |
89.44 |
|
1.000 |
89.02 |
|
1.618 |
88.33 |
|
2.618 |
87.22 |
|
4.250 |
85.41 |
|
|
| Fisher Pivots for day following 12-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
90.69 |
90.23 |
| PP |
90.54 |
90.20 |
| S1 |
90.40 |
90.17 |
|