NYMEX Light Sweet Crude Oil Future March 2015
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 |
91.53 |
91.58 |
0.05 |
0.1% |
93.51 |
High |
91.65 |
91.89 |
0.24 |
0.3% |
93.80 |
Low |
90.82 |
90.98 |
0.16 |
0.2% |
91.35 |
Close |
91.51 |
91.21 |
-0.30 |
-0.3% |
92.10 |
Range |
0.83 |
0.91 |
0.08 |
9.6% |
2.45 |
ATR |
1.17 |
1.15 |
-0.02 |
-1.6% |
0.00 |
Volume |
13,526 |
14,769 |
1,243 |
9.2% |
64,214 |
|
Daily Pivots for day following 09-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.09 |
93.56 |
91.71 |
|
R3 |
93.18 |
92.65 |
91.46 |
|
R2 |
92.27 |
92.27 |
91.38 |
|
R1 |
91.74 |
91.74 |
91.29 |
91.55 |
PP |
91.36 |
91.36 |
91.36 |
91.27 |
S1 |
90.83 |
90.83 |
91.13 |
90.64 |
S2 |
90.45 |
90.45 |
91.04 |
|
S3 |
89.54 |
89.92 |
90.96 |
|
S4 |
88.63 |
89.01 |
90.71 |
|
|
Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.77 |
98.38 |
93.45 |
|
R3 |
97.32 |
95.93 |
92.77 |
|
R2 |
94.87 |
94.87 |
92.55 |
|
R1 |
93.48 |
93.48 |
92.32 |
92.95 |
PP |
92.42 |
92.42 |
92.42 |
92.15 |
S1 |
91.03 |
91.03 |
91.88 |
90.50 |
S2 |
89.97 |
89.97 |
91.65 |
|
S3 |
87.52 |
88.58 |
91.43 |
|
S4 |
85.07 |
86.13 |
90.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
93.80 |
90.82 |
2.98 |
3.3% |
1.25 |
1.4% |
13% |
False |
False |
15,240 |
10 |
93.80 |
90.82 |
2.98 |
3.3% |
1.12 |
1.2% |
13% |
False |
False |
12,986 |
20 |
95.10 |
90.82 |
4.28 |
4.7% |
1.10 |
1.2% |
9% |
False |
False |
11,450 |
40 |
98.02 |
90.82 |
7.20 |
7.9% |
1.02 |
1.1% |
5% |
False |
False |
11,064 |
60 |
100.52 |
90.82 |
9.70 |
10.6% |
0.93 |
1.0% |
4% |
False |
False |
9,789 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.76 |
2.618 |
94.27 |
1.618 |
93.36 |
1.000 |
92.80 |
0.618 |
92.45 |
HIGH |
91.89 |
0.618 |
91.54 |
0.500 |
91.44 |
0.382 |
91.33 |
LOW |
90.98 |
0.618 |
90.42 |
1.000 |
90.07 |
1.618 |
89.51 |
2.618 |
88.60 |
4.250 |
87.11 |
|
|
Fisher Pivots for day following 09-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
91.44 |
92.02 |
PP |
91.36 |
91.75 |
S1 |
91.29 |
91.48 |
|