NYMEX Light Sweet Crude Oil Future March 2015
Trading Metrics calculated at close of trading on 15-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2014 |
15-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
90.75 |
90.00 |
-0.75 |
-0.8% |
91.53 |
High |
91.24 |
90.67 |
-0.57 |
-0.6% |
91.89 |
Low |
90.13 |
88.98 |
-1.15 |
-1.3% |
89.09 |
Close |
90.26 |
90.67 |
0.41 |
0.5% |
90.26 |
Range |
1.11 |
1.69 |
0.58 |
52.3% |
2.80 |
ATR |
1.22 |
1.26 |
0.03 |
2.7% |
0.00 |
Volume |
29,884 |
22,801 |
-7,083 |
-23.7% |
107,774 |
|
Daily Pivots for day following 15-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.18 |
94.61 |
91.60 |
|
R3 |
93.49 |
92.92 |
91.13 |
|
R2 |
91.80 |
91.80 |
90.98 |
|
R1 |
91.23 |
91.23 |
90.82 |
91.52 |
PP |
90.11 |
90.11 |
90.11 |
90.25 |
S1 |
89.54 |
89.54 |
90.52 |
89.83 |
S2 |
88.42 |
88.42 |
90.36 |
|
S3 |
86.73 |
87.85 |
90.21 |
|
S4 |
85.04 |
86.16 |
89.74 |
|
|
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 |
88.98 |
2.91 |
3.2% |
1.44 |
1.6% |
58% |
False |
True |
23,409 |
10 |
93.80 |
88.98 |
4.82 |
5.3% |
1.47 |
1.6% |
35% |
False |
True |
19,478 |
20 |
93.80 |
88.98 |
4.82 |
5.3% |
1.15 |
1.3% |
35% |
False |
True |
14,659 |
40 |
98.02 |
88.98 |
9.04 |
10.0% |
1.08 |
1.2% |
19% |
False |
True |
12,459 |
60 |
100.52 |
88.98 |
11.54 |
12.7% |
1.00 |
1.1% |
15% |
False |
True |
10,887 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.85 |
2.618 |
95.09 |
1.618 |
93.40 |
1.000 |
92.36 |
0.618 |
91.71 |
HIGH |
90.67 |
0.618 |
90.02 |
0.500 |
89.83 |
0.382 |
89.63 |
LOW |
88.98 |
0.618 |
87.94 |
1.000 |
87.29 |
1.618 |
86.25 |
2.618 |
84.56 |
4.250 |
81.80 |
|
|
Fisher Pivots for day following 15-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
90.39 |
90.48 |
PP |
90.11 |
90.30 |
S1 |
89.83 |
90.11 |
|