NYMEX Light Sweet Crude Oil Future March 2015
Trading Metrics calculated at close of trading on 25-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2014 |
25-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
90.20 |
90.84 |
0.64 |
0.7% |
90.00 |
High |
91.11 |
91.31 |
0.20 |
0.2% |
92.32 |
Low |
89.49 |
90.10 |
0.61 |
0.7% |
88.98 |
Close |
90.78 |
90.63 |
-0.15 |
-0.2% |
90.61 |
Range |
1.62 |
1.21 |
-0.41 |
-25.3% |
3.34 |
ATR |
1.25 |
1.25 |
0.00 |
-0.2% |
0.00 |
Volume |
23,268 |
41,681 |
18,413 |
79.1% |
90,157 |
|
Daily Pivots for day following 25-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.31 |
93.68 |
91.30 |
|
R3 |
93.10 |
92.47 |
90.96 |
|
R2 |
91.89 |
91.89 |
90.85 |
|
R1 |
91.26 |
91.26 |
90.74 |
90.97 |
PP |
90.68 |
90.68 |
90.68 |
90.54 |
S1 |
90.05 |
90.05 |
90.52 |
89.76 |
S2 |
89.47 |
89.47 |
90.41 |
|
S3 |
88.26 |
88.84 |
90.30 |
|
S4 |
87.05 |
87.63 |
89.96 |
|
|
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 |
91.31 |
89.40 |
1.91 |
2.1% |
1.14 |
1.3% |
64% |
True |
False |
23,209 |
10 |
92.32 |
88.98 |
3.34 |
3.7% |
1.28 |
1.4% |
49% |
False |
False |
21,898 |
20 |
93.80 |
88.98 |
4.82 |
5.3% |
1.31 |
1.4% |
34% |
False |
False |
19,088 |
40 |
95.76 |
88.98 |
6.78 |
7.5% |
1.13 |
1.2% |
24% |
False |
False |
14,472 |
60 |
100.07 |
88.98 |
11.09 |
12.2% |
1.07 |
1.2% |
15% |
False |
False |
12,713 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.45 |
2.618 |
94.48 |
1.618 |
93.27 |
1.000 |
92.52 |
0.618 |
92.06 |
HIGH |
91.31 |
0.618 |
90.85 |
0.500 |
90.71 |
0.382 |
90.56 |
LOW |
90.10 |
0.618 |
89.35 |
1.000 |
88.89 |
1.618 |
88.14 |
2.618 |
86.93 |
4.250 |
84.96 |
|
|
Fisher Pivots for day following 25-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
90.71 |
90.55 |
PP |
90.68 |
90.48 |
S1 |
90.66 |
90.40 |
|