NYMEX Light Sweet Crude Oil Future March 2015
Trading Metrics calculated at close of trading on 26-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2014 |
26-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
90.84 |
90.62 |
-0.22 |
-0.2% |
90.33 |
High |
91.31 |
91.30 |
-0.01 |
0.0% |
91.31 |
Low |
90.10 |
90.33 |
0.23 |
0.3% |
89.40 |
Close |
90.63 |
91.22 |
0.59 |
0.7% |
91.22 |
Range |
1.21 |
0.97 |
-0.24 |
-19.8% |
1.91 |
ATR |
1.25 |
1.23 |
-0.02 |
-1.6% |
0.00 |
Volume |
41,681 |
27,885 |
-13,796 |
-33.1% |
126,824 |
|
Daily Pivots for day following 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.86 |
93.51 |
91.75 |
|
R3 |
92.89 |
92.54 |
91.49 |
|
R2 |
91.92 |
91.92 |
91.40 |
|
R1 |
91.57 |
91.57 |
91.31 |
91.75 |
PP |
90.95 |
90.95 |
90.95 |
91.04 |
S1 |
90.60 |
90.60 |
91.13 |
90.78 |
S2 |
89.98 |
89.98 |
91.04 |
|
S3 |
89.01 |
89.63 |
90.95 |
|
S4 |
88.04 |
88.66 |
90.69 |
|
|
Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.37 |
95.71 |
92.27 |
|
R3 |
94.46 |
93.80 |
91.75 |
|
R2 |
92.55 |
92.55 |
91.57 |
|
R1 |
91.89 |
91.89 |
91.40 |
92.22 |
PP |
90.64 |
90.64 |
90.64 |
90.81 |
S1 |
89.98 |
89.98 |
91.04 |
90.31 |
S2 |
88.73 |
88.73 |
90.87 |
|
S3 |
86.82 |
88.07 |
90.69 |
|
S4 |
84.91 |
86.16 |
90.17 |
|
|
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% |
1.17 |
1.3% |
95% |
False |
False |
25,364 |
10 |
92.32 |
88.98 |
3.34 |
3.7% |
1.27 |
1.4% |
67% |
False |
False |
21,698 |
20 |
93.80 |
88.98 |
4.82 |
5.3% |
1.32 |
1.4% |
46% |
False |
False |
20,088 |
40 |
95.56 |
88.98 |
6.58 |
7.2% |
1.13 |
1.2% |
34% |
False |
False |
14,925 |
60 |
99.21 |
88.98 |
10.23 |
11.2% |
1.07 |
1.2% |
22% |
False |
False |
13,050 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.42 |
2.618 |
93.84 |
1.618 |
92.87 |
1.000 |
92.27 |
0.618 |
91.90 |
HIGH |
91.30 |
0.618 |
90.93 |
0.500 |
90.82 |
0.382 |
90.70 |
LOW |
90.33 |
0.618 |
89.73 |
1.000 |
89.36 |
1.618 |
88.76 |
2.618 |
87.79 |
4.250 |
86.21 |
|
|
Fisher Pivots for day following 26-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
91.09 |
90.95 |
PP |
90.95 |
90.67 |
S1 |
90.82 |
90.40 |
|