NYMEX Light Sweet Crude Oil Future March 2015
| Trading Metrics calculated at close of trading on 22-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2014 |
22-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
90.25 |
90.33 |
0.08 |
0.1% |
90.00 |
| High |
90.98 |
90.71 |
-0.27 |
-0.3% |
92.32 |
| Low |
90.15 |
89.40 |
-0.75 |
-0.8% |
88.98 |
| Close |
90.61 |
89.88 |
-0.73 |
-0.8% |
90.61 |
| Range |
0.83 |
1.31 |
0.48 |
57.8% |
3.34 |
| ATR |
1.26 |
1.26 |
0.00 |
0.3% |
0.00 |
| Volume |
17,110 |
19,020 |
1,910 |
11.2% |
90,157 |
|
| Daily Pivots for day following 22-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.93 |
93.21 |
90.60 |
|
| R3 |
92.62 |
91.90 |
90.24 |
|
| R2 |
91.31 |
91.31 |
90.12 |
|
| R1 |
90.59 |
90.59 |
90.00 |
90.30 |
| PP |
90.00 |
90.00 |
90.00 |
89.85 |
| S1 |
89.28 |
89.28 |
89.76 |
88.99 |
| S2 |
88.69 |
88.69 |
89.64 |
|
| S3 |
87.38 |
87.97 |
89.52 |
|
| S4 |
86.07 |
86.66 |
89.16 |
|
|
| 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 |
92.32 |
89.40 |
2.92 |
3.2% |
1.29 |
1.4% |
16% |
False |
True |
17,275 |
| 10 |
92.32 |
88.98 |
3.34 |
3.7% |
1.37 |
1.5% |
27% |
False |
False |
20,342 |
| 20 |
93.80 |
88.98 |
4.82 |
5.4% |
1.23 |
1.4% |
19% |
False |
False |
16,354 |
| 40 |
97.39 |
88.98 |
8.41 |
9.4% |
1.12 |
1.2% |
11% |
False |
False |
13,225 |
| 60 |
100.33 |
88.98 |
11.35 |
12.6% |
1.04 |
1.2% |
8% |
False |
False |
11,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.28 |
|
2.618 |
94.14 |
|
1.618 |
92.83 |
|
1.000 |
92.02 |
|
0.618 |
91.52 |
|
HIGH |
90.71 |
|
0.618 |
90.21 |
|
0.500 |
90.06 |
|
0.382 |
89.90 |
|
LOW |
89.40 |
|
0.618 |
88.59 |
|
1.000 |
88.09 |
|
1.618 |
87.28 |
|
2.618 |
85.97 |
|
4.250 |
83.83 |
|
|
| Fisher Pivots for day following 22-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
90.06 |
90.62 |
| PP |
90.00 |
90.37 |
| S1 |
89.94 |
90.13 |
|