NYMEX Light Sweet Crude Oil Future March 2015
Trading Metrics calculated at close of trading on 23-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2014 |
23-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
90.33 |
89.82 |
-0.51 |
-0.6% |
90.00 |
High |
90.71 |
90.48 |
-0.23 |
-0.3% |
92.32 |
Low |
89.40 |
89.73 |
0.33 |
0.4% |
88.98 |
Close |
89.88 |
90.18 |
0.30 |
0.3% |
90.61 |
Range |
1.31 |
0.75 |
-0.56 |
-42.7% |
3.34 |
ATR |
1.26 |
1.22 |
-0.04 |
-2.9% |
0.00 |
Volume |
19,020 |
14,970 |
-4,050 |
-21.3% |
90,157 |
|
Daily Pivots for day following 23-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.38 |
92.03 |
90.59 |
|
R3 |
91.63 |
91.28 |
90.39 |
|
R2 |
90.88 |
90.88 |
90.32 |
|
R1 |
90.53 |
90.53 |
90.25 |
90.71 |
PP |
90.13 |
90.13 |
90.13 |
90.22 |
S1 |
89.78 |
89.78 |
90.11 |
89.96 |
S2 |
89.38 |
89.38 |
90.04 |
|
S3 |
88.63 |
89.03 |
89.97 |
|
S4 |
87.88 |
88.28 |
89.77 |
|
|
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 |
92.27 |
89.40 |
2.87 |
3.2% |
1.04 |
1.2% |
27% |
False |
False |
17,283 |
10 |
92.32 |
88.98 |
3.34 |
3.7% |
1.35 |
1.5% |
36% |
False |
False |
20,362 |
20 |
93.80 |
88.98 |
4.82 |
5.3% |
1.24 |
1.4% |
25% |
False |
False |
16,674 |
40 |
96.85 |
88.98 |
7.87 |
8.7% |
1.11 |
1.2% |
15% |
False |
False |
13,287 |
60 |
100.33 |
88.98 |
11.35 |
12.6% |
1.05 |
1.2% |
11% |
False |
False |
11,925 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.67 |
2.618 |
92.44 |
1.618 |
91.69 |
1.000 |
91.23 |
0.618 |
90.94 |
HIGH |
90.48 |
0.618 |
90.19 |
0.500 |
90.11 |
0.382 |
90.02 |
LOW |
89.73 |
0.618 |
89.27 |
1.000 |
88.98 |
1.618 |
88.52 |
2.618 |
87.77 |
4.250 |
86.54 |
|
|
Fisher Pivots for day following 23-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
90.16 |
90.19 |
PP |
90.13 |
90.19 |
S1 |
90.11 |
90.18 |
|