NYMEX Light Sweet Crude Oil Future March 2015
Trading Metrics calculated at close of trading on 24-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2014 |
24-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
89.82 |
90.20 |
0.38 |
0.4% |
90.00 |
High |
90.48 |
91.11 |
0.63 |
0.7% |
92.32 |
Low |
89.73 |
89.49 |
-0.24 |
-0.3% |
88.98 |
Close |
90.18 |
90.78 |
0.60 |
0.7% |
90.61 |
Range |
0.75 |
1.62 |
0.87 |
116.0% |
3.34 |
ATR |
1.22 |
1.25 |
0.03 |
2.3% |
0.00 |
Volume |
14,970 |
23,268 |
8,298 |
55.4% |
90,157 |
|
Daily Pivots for day following 24-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.32 |
94.67 |
91.67 |
|
R3 |
93.70 |
93.05 |
91.23 |
|
R2 |
92.08 |
92.08 |
91.08 |
|
R1 |
91.43 |
91.43 |
90.93 |
91.76 |
PP |
90.46 |
90.46 |
90.46 |
90.62 |
S1 |
89.81 |
89.81 |
90.63 |
90.14 |
S2 |
88.84 |
88.84 |
90.48 |
|
S3 |
87.22 |
88.19 |
90.33 |
|
S4 |
85.60 |
86.57 |
89.89 |
|
|
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 |
91.83 |
89.40 |
2.43 |
2.7% |
1.15 |
1.3% |
57% |
False |
False |
18,071 |
10 |
92.32 |
88.98 |
3.34 |
3.7% |
1.37 |
1.5% |
54% |
False |
False |
20,475 |
20 |
93.80 |
88.98 |
4.82 |
5.3% |
1.28 |
1.4% |
37% |
False |
False |
17,562 |
40 |
96.85 |
88.98 |
7.87 |
8.7% |
1.13 |
1.2% |
23% |
False |
False |
13,657 |
60 |
100.33 |
88.98 |
11.35 |
12.5% |
1.06 |
1.2% |
16% |
False |
False |
12,193 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.00 |
2.618 |
95.35 |
1.618 |
93.73 |
1.000 |
92.73 |
0.618 |
92.11 |
HIGH |
91.11 |
0.618 |
90.49 |
0.500 |
90.30 |
0.382 |
90.11 |
LOW |
89.49 |
0.618 |
88.49 |
1.000 |
87.87 |
1.618 |
86.87 |
2.618 |
85.25 |
4.250 |
82.61 |
|
|
Fisher Pivots for day following 24-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
90.62 |
90.61 |
PP |
90.46 |
90.43 |
S1 |
90.30 |
90.26 |
|