NYMEX Light Sweet Crude Oil Future March 2015
Trading Metrics calculated at close of trading on 29-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2014 |
29-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
90.62 |
90.80 |
0.18 |
0.2% |
90.33 |
High |
91.30 |
91.75 |
0.45 |
0.5% |
91.31 |
Low |
90.33 |
90.63 |
0.30 |
0.3% |
89.40 |
Close |
91.22 |
91.71 |
0.49 |
0.5% |
91.22 |
Range |
0.97 |
1.12 |
0.15 |
15.5% |
1.91 |
ATR |
1.23 |
1.22 |
-0.01 |
-0.6% |
0.00 |
Volume |
27,885 |
26,241 |
-1,644 |
-5.9% |
126,824 |
|
Daily Pivots for day following 29-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.72 |
94.34 |
92.33 |
|
R3 |
93.60 |
93.22 |
92.02 |
|
R2 |
92.48 |
92.48 |
91.92 |
|
R1 |
92.10 |
92.10 |
91.81 |
92.29 |
PP |
91.36 |
91.36 |
91.36 |
91.46 |
S1 |
90.98 |
90.98 |
91.61 |
91.17 |
S2 |
90.24 |
90.24 |
91.50 |
|
S3 |
89.12 |
89.86 |
91.40 |
|
S4 |
88.00 |
88.74 |
91.09 |
|
|
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 |
91.75 |
89.49 |
2.26 |
2.5% |
1.13 |
1.2% |
98% |
True |
False |
26,809 |
10 |
92.32 |
89.40 |
2.92 |
3.2% |
1.21 |
1.3% |
79% |
False |
False |
22,042 |
20 |
93.80 |
88.98 |
4.82 |
5.3% |
1.34 |
1.5% |
57% |
False |
False |
20,760 |
40 |
95.56 |
88.98 |
6.58 |
7.2% |
1.13 |
1.2% |
41% |
False |
False |
15,231 |
60 |
99.08 |
88.98 |
10.10 |
11.0% |
1.08 |
1.2% |
27% |
False |
False |
13,378 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.51 |
2.618 |
94.68 |
1.618 |
93.56 |
1.000 |
92.87 |
0.618 |
92.44 |
HIGH |
91.75 |
0.618 |
91.32 |
0.500 |
91.19 |
0.382 |
91.06 |
LOW |
90.63 |
0.618 |
89.94 |
1.000 |
89.51 |
1.618 |
88.82 |
2.618 |
87.70 |
4.250 |
85.87 |
|
|
Fisher Pivots for day following 29-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
91.54 |
91.45 |
PP |
91.36 |
91.19 |
S1 |
91.19 |
90.93 |
|