NYMEX Light Sweet Crude Oil Future March 2015
Trading Metrics calculated at close of trading on 17-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2014 |
17-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
90.49 |
92.09 |
1.60 |
1.8% |
91.53 |
High |
92.32 |
92.27 |
-0.05 |
-0.1% |
91.89 |
Low |
90.33 |
91.20 |
0.87 |
1.0% |
89.09 |
Close |
92.12 |
91.62 |
-0.50 |
-0.5% |
90.26 |
Range |
1.99 |
1.07 |
-0.92 |
-46.2% |
2.80 |
ATR |
1.31 |
1.29 |
-0.02 |
-1.3% |
0.00 |
Volume |
14,931 |
19,324 |
4,393 |
29.4% |
107,774 |
|
Daily Pivots for day following 17-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.91 |
94.33 |
92.21 |
|
R3 |
93.84 |
93.26 |
91.91 |
|
R2 |
92.77 |
92.77 |
91.82 |
|
R1 |
92.19 |
92.19 |
91.72 |
91.95 |
PP |
91.70 |
91.70 |
91.70 |
91.57 |
S1 |
91.12 |
91.12 |
91.52 |
90.88 |
S2 |
90.63 |
90.63 |
91.42 |
|
S3 |
89.56 |
90.05 |
91.33 |
|
S4 |
88.49 |
88.98 |
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% |
1.59 |
1.7% |
79% |
False |
False |
22,879 |
10 |
93.59 |
88.98 |
4.61 |
5.0% |
1.37 |
1.5% |
57% |
False |
False |
19,225 |
20 |
93.80 |
88.98 |
4.82 |
5.3% |
1.19 |
1.3% |
55% |
False |
False |
15,371 |
40 |
98.01 |
88.98 |
9.03 |
9.9% |
1.10 |
1.2% |
29% |
False |
False |
12,728 |
60 |
100.52 |
88.98 |
11.54 |
12.6% |
1.03 |
1.1% |
23% |
False |
False |
11,234 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.82 |
2.618 |
95.07 |
1.618 |
94.00 |
1.000 |
93.34 |
0.618 |
92.93 |
HIGH |
92.27 |
0.618 |
91.86 |
0.500 |
91.74 |
0.382 |
91.61 |
LOW |
91.20 |
0.618 |
90.54 |
1.000 |
90.13 |
1.618 |
89.47 |
2.618 |
88.40 |
4.250 |
86.65 |
|
|
Fisher Pivots for day following 17-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
91.74 |
91.30 |
PP |
91.70 |
90.97 |
S1 |
91.66 |
90.65 |
|