NYMEX Light Sweet Crude Oil Future March 2015
Trading Metrics calculated at close of trading on 19-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2014 |
19-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
91.26 |
90.25 |
-1.01 |
-1.1% |
90.00 |
High |
91.83 |
90.98 |
-0.85 |
-0.9% |
92.32 |
Low |
90.58 |
90.15 |
-0.43 |
-0.5% |
88.98 |
Close |
90.71 |
90.61 |
-0.10 |
-0.1% |
90.61 |
Range |
1.25 |
0.83 |
-0.42 |
-33.6% |
3.34 |
ATR |
1.29 |
1.26 |
-0.03 |
-2.5% |
0.00 |
Volume |
15,991 |
17,110 |
1,119 |
7.0% |
90,157 |
|
Daily Pivots for day following 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.07 |
92.67 |
91.07 |
|
R3 |
92.24 |
91.84 |
90.84 |
|
R2 |
91.41 |
91.41 |
90.76 |
|
R1 |
91.01 |
91.01 |
90.69 |
91.21 |
PP |
90.58 |
90.58 |
90.58 |
90.68 |
S1 |
90.18 |
90.18 |
90.53 |
90.38 |
S2 |
89.75 |
89.75 |
90.46 |
|
S3 |
88.92 |
89.35 |
90.38 |
|
S4 |
88.09 |
88.52 |
90.15 |
|
|
Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.66 |
98.97 |
92.45 |
|
R3 |
97.32 |
95.63 |
91.53 |
|
R2 |
93.98 |
93.98 |
91.22 |
|
R1 |
92.29 |
92.29 |
90.92 |
93.14 |
PP |
90.64 |
90.64 |
90.64 |
91.06 |
S1 |
88.95 |
88.95 |
90.30 |
89.80 |
S2 |
87.30 |
87.30 |
90.00 |
|
S3 |
83.96 |
85.61 |
89.69 |
|
S4 |
80.62 |
82.27 |
88.77 |
|
|
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% |
1.37 |
1.5% |
49% |
False |
False |
18,031 |
10 |
92.32 |
88.98 |
3.34 |
3.7% |
1.32 |
1.5% |
49% |
False |
False |
19,793 |
20 |
93.80 |
88.98 |
4.82 |
5.3% |
1.20 |
1.3% |
34% |
False |
False |
16,047 |
40 |
97.66 |
88.98 |
8.68 |
9.6% |
1.11 |
1.2% |
19% |
False |
False |
12,997 |
60 |
100.36 |
88.98 |
11.38 |
12.6% |
1.04 |
1.1% |
14% |
False |
False |
11,601 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.51 |
2.618 |
93.15 |
1.618 |
92.32 |
1.000 |
91.81 |
0.618 |
91.49 |
HIGH |
90.98 |
0.618 |
90.66 |
0.500 |
90.57 |
0.382 |
90.47 |
LOW |
90.15 |
0.618 |
89.64 |
1.000 |
89.32 |
1.618 |
88.81 |
2.618 |
87.98 |
4.250 |
86.62 |
|
|
Fisher Pivots for day following 19-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
90.60 |
91.21 |
PP |
90.58 |
91.01 |
S1 |
90.57 |
90.81 |
|