NYMEX Light Sweet Crude Oil Future October 2014
| Trading Metrics calculated at close of trading on 03-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2014 |
03-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
95.81 |
93.28 |
-2.53 |
-2.6% |
93.34 |
| High |
95.91 |
95.83 |
-0.08 |
-0.1% |
96.00 |
| Low |
92.68 |
93.06 |
0.38 |
0.4% |
93.05 |
| Close |
92.88 |
95.54 |
2.66 |
2.9% |
95.96 |
| Range |
3.23 |
2.77 |
-0.46 |
-14.2% |
2.95 |
| ATR |
1.49 |
1.59 |
0.10 |
7.0% |
0.00 |
| Volume |
320,356 |
294,395 |
-25,961 |
-8.1% |
985,872 |
|
| Daily Pivots for day following 03-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.12 |
102.10 |
97.06 |
|
| R3 |
100.35 |
99.33 |
96.30 |
|
| R2 |
97.58 |
97.58 |
96.05 |
|
| R1 |
96.56 |
96.56 |
95.79 |
97.07 |
| PP |
94.81 |
94.81 |
94.81 |
95.07 |
| S1 |
93.79 |
93.79 |
95.29 |
94.30 |
| S2 |
92.04 |
92.04 |
95.03 |
|
| S3 |
89.27 |
91.02 |
94.78 |
|
| S4 |
86.50 |
88.25 |
94.02 |
|
|
| Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.85 |
102.86 |
97.58 |
|
| R3 |
100.90 |
99.91 |
96.77 |
|
| R2 |
97.95 |
97.95 |
96.50 |
|
| R1 |
96.96 |
96.96 |
96.23 |
97.46 |
| PP |
95.00 |
95.00 |
95.00 |
95.25 |
| S1 |
94.01 |
94.01 |
95.69 |
94.51 |
| S2 |
92.05 |
92.05 |
95.42 |
|
| S3 |
89.10 |
91.06 |
95.15 |
|
| S4 |
86.15 |
88.11 |
94.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.00 |
92.68 |
3.32 |
3.5% |
1.93 |
2.0% |
86% |
False |
False |
257,384 |
| 10 |
96.00 |
92.50 |
3.50 |
3.7% |
1.55 |
1.6% |
87% |
False |
False |
222,557 |
| 20 |
97.75 |
92.50 |
5.25 |
5.5% |
1.52 |
1.6% |
58% |
False |
False |
190,516 |
| 40 |
102.20 |
92.50 |
9.70 |
10.2% |
1.49 |
1.6% |
31% |
False |
False |
134,149 |
| 60 |
105.55 |
92.50 |
13.05 |
13.7% |
1.36 |
1.4% |
23% |
False |
False |
101,558 |
| 80 |
105.55 |
92.50 |
13.05 |
13.7% |
1.24 |
1.3% |
23% |
False |
False |
80,779 |
| 100 |
105.55 |
92.50 |
13.05 |
13.7% |
1.18 |
1.2% |
23% |
False |
False |
66,935 |
| 120 |
105.55 |
92.50 |
13.05 |
13.7% |
1.14 |
1.2% |
23% |
False |
False |
57,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.60 |
|
2.618 |
103.08 |
|
1.618 |
100.31 |
|
1.000 |
98.60 |
|
0.618 |
97.54 |
|
HIGH |
95.83 |
|
0.618 |
94.77 |
|
0.500 |
94.45 |
|
0.382 |
94.12 |
|
LOW |
93.06 |
|
0.618 |
91.35 |
|
1.000 |
90.29 |
|
1.618 |
88.58 |
|
2.618 |
85.81 |
|
4.250 |
81.29 |
|
|
| Fisher Pivots for day following 03-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
95.18 |
95.14 |
| PP |
94.81 |
94.74 |
| S1 |
94.45 |
94.34 |
|