NYMEX Light Sweet Crude Oil Future March 2015
Trading Metrics calculated at close of trading on 18-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2014 |
18-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
92.09 |
91.26 |
-0.83 |
-0.9% |
91.53 |
High |
92.27 |
91.83 |
-0.44 |
-0.5% |
91.89 |
Low |
91.20 |
90.58 |
-0.62 |
-0.7% |
89.09 |
Close |
91.62 |
90.71 |
-0.91 |
-1.0% |
90.26 |
Range |
1.07 |
1.25 |
0.18 |
16.8% |
2.80 |
ATR |
1.29 |
1.29 |
0.00 |
-0.2% |
0.00 |
Volume |
19,324 |
15,991 |
-3,333 |
-17.2% |
107,774 |
|
Daily Pivots for day following 18-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.79 |
94.00 |
91.40 |
|
R3 |
93.54 |
92.75 |
91.05 |
|
R2 |
92.29 |
92.29 |
90.94 |
|
R1 |
91.50 |
91.50 |
90.82 |
91.27 |
PP |
91.04 |
91.04 |
91.04 |
90.93 |
S1 |
90.25 |
90.25 |
90.60 |
90.02 |
S2 |
89.79 |
89.79 |
90.48 |
|
S3 |
88.54 |
89.00 |
90.37 |
|
S4 |
87.29 |
87.75 |
90.02 |
|
|
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 |
3.7% |
1.42 |
1.6% |
52% |
False |
False |
20,586 |
10 |
93.22 |
88.98 |
4.24 |
4.7% |
1.39 |
1.5% |
41% |
False |
False |
19,353 |
20 |
93.80 |
88.98 |
4.82 |
5.3% |
1.24 |
1.4% |
36% |
False |
False |
15,596 |
40 |
97.98 |
88.98 |
9.00 |
9.9% |
1.11 |
1.2% |
19% |
False |
False |
12,898 |
60 |
100.52 |
88.98 |
11.54 |
12.7% |
1.04 |
1.1% |
15% |
False |
False |
11,424 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.14 |
2.618 |
95.10 |
1.618 |
93.85 |
1.000 |
93.08 |
0.618 |
92.60 |
HIGH |
91.83 |
0.618 |
91.35 |
0.500 |
91.21 |
0.382 |
91.06 |
LOW |
90.58 |
0.618 |
89.81 |
1.000 |
89.33 |
1.618 |
88.56 |
2.618 |
87.31 |
4.250 |
85.27 |
|
|
Fisher Pivots for day following 18-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
91.21 |
91.33 |
PP |
91.04 |
91.12 |
S1 |
90.88 |
90.92 |
|