NYMEX Light Sweet Crude Oil Future March 2015
Trading Metrics calculated at close of trading on 16-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2014 |
16-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
90.00 |
90.49 |
0.49 |
0.5% |
91.53 |
High |
90.67 |
92.32 |
1.65 |
1.8% |
91.89 |
Low |
88.98 |
90.33 |
1.35 |
1.5% |
89.09 |
Close |
90.67 |
92.12 |
1.45 |
1.6% |
90.26 |
Range |
1.69 |
1.99 |
0.30 |
17.8% |
2.80 |
ATR |
1.26 |
1.31 |
0.05 |
4.2% |
0.00 |
Volume |
22,801 |
14,931 |
-7,870 |
-34.5% |
107,774 |
|
Daily Pivots for day following 16-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.56 |
96.83 |
93.21 |
|
R3 |
95.57 |
94.84 |
92.67 |
|
R2 |
93.58 |
93.58 |
92.48 |
|
R1 |
92.85 |
92.85 |
92.30 |
93.22 |
PP |
91.59 |
91.59 |
91.59 |
91.77 |
S1 |
90.86 |
90.86 |
91.94 |
91.23 |
S2 |
89.60 |
89.60 |
91.76 |
|
S3 |
87.61 |
88.87 |
91.57 |
|
S4 |
85.62 |
86.88 |
91.03 |
|
|
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 |
92.32 |
88.98 |
3.34 |
3.6% |
1.66 |
1.8% |
94% |
True |
False |
23,442 |
10 |
93.80 |
88.98 |
4.82 |
5.2% |
1.45 |
1.6% |
65% |
False |
False |
19,341 |
20 |
93.80 |
88.98 |
4.82 |
5.2% |
1.19 |
1.3% |
65% |
False |
False |
14,843 |
40 |
98.02 |
88.98 |
9.04 |
9.8% |
1.10 |
1.2% |
35% |
False |
False |
12,500 |
60 |
100.52 |
88.98 |
11.54 |
12.5% |
1.02 |
1.1% |
27% |
False |
False |
10,984 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.78 |
2.618 |
97.53 |
1.618 |
95.54 |
1.000 |
94.31 |
0.618 |
93.55 |
HIGH |
92.32 |
0.618 |
91.56 |
0.500 |
91.33 |
0.382 |
91.09 |
LOW |
90.33 |
0.618 |
89.10 |
1.000 |
88.34 |
1.618 |
87.11 |
2.618 |
85.12 |
4.250 |
81.87 |
|
|
Fisher Pivots for day following 16-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
91.86 |
91.63 |
PP |
91.59 |
91.14 |
S1 |
91.33 |
90.65 |
|