NYMEX Light Sweet Crude Oil Future November 2014
Trading Metrics calculated at close of trading on 02-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2014 |
02-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
93.88 |
94.90 |
1.02 |
1.1% |
92.95 |
High |
95.07 |
94.94 |
-0.13 |
-0.1% |
95.07 |
Low |
93.78 |
91.89 |
-1.89 |
-2.0% |
92.60 |
Close |
95.02 |
92.10 |
-2.92 |
-3.1% |
95.02 |
Range |
1.29 |
3.05 |
1.76 |
136.4% |
2.47 |
ATR |
1.28 |
1.41 |
0.13 |
10.4% |
0.00 |
Volume |
95,853 |
100,108 |
4,255 |
4.4% |
266,512 |
|
Daily Pivots for day following 02-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.13 |
100.16 |
93.78 |
|
R3 |
99.08 |
97.11 |
92.94 |
|
R2 |
96.03 |
96.03 |
92.66 |
|
R1 |
94.06 |
94.06 |
92.38 |
93.52 |
PP |
92.98 |
92.98 |
92.98 |
92.71 |
S1 |
91.01 |
91.01 |
91.82 |
90.47 |
S2 |
89.93 |
89.93 |
91.54 |
|
S3 |
86.88 |
87.96 |
91.26 |
|
S4 |
83.83 |
84.91 |
90.42 |
|
|
Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.64 |
100.80 |
96.38 |
|
R3 |
99.17 |
98.33 |
95.70 |
|
R2 |
96.70 |
96.70 |
95.47 |
|
R1 |
95.86 |
95.86 |
95.25 |
96.28 |
PP |
94.23 |
94.23 |
94.23 |
94.44 |
S1 |
93.39 |
93.39 |
94.79 |
93.81 |
S2 |
91.76 |
91.76 |
94.57 |
|
S3 |
89.29 |
90.92 |
94.34 |
|
S4 |
86.82 |
88.45 |
93.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.07 |
91.89 |
3.18 |
3.5% |
1.46 |
1.6% |
7% |
False |
True |
63,777 |
10 |
95.07 |
91.89 |
3.18 |
3.5% |
1.35 |
1.5% |
7% |
False |
True |
61,694 |
20 |
97.35 |
91.89 |
5.46 |
5.9% |
1.37 |
1.5% |
4% |
False |
True |
55,629 |
40 |
101.95 |
91.89 |
10.06 |
10.9% |
1.36 |
1.5% |
2% |
False |
True |
46,922 |
60 |
104.44 |
91.89 |
12.55 |
13.6% |
1.25 |
1.4% |
2% |
False |
True |
38,738 |
80 |
104.44 |
91.89 |
12.55 |
13.6% |
1.14 |
1.2% |
2% |
False |
True |
31,599 |
100 |
104.44 |
91.89 |
12.55 |
13.6% |
1.07 |
1.2% |
2% |
False |
True |
26,699 |
120 |
104.44 |
91.89 |
12.55 |
13.6% |
1.01 |
1.1% |
2% |
False |
True |
23,090 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.90 |
2.618 |
102.92 |
1.618 |
99.87 |
1.000 |
97.99 |
0.618 |
96.82 |
HIGH |
94.94 |
0.618 |
93.77 |
0.500 |
93.42 |
0.382 |
93.06 |
LOW |
91.89 |
0.618 |
90.01 |
1.000 |
88.84 |
1.618 |
86.96 |
2.618 |
83.91 |
4.250 |
78.93 |
|
|
Fisher Pivots for day following 02-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
93.42 |
93.48 |
PP |
92.98 |
93.02 |
S1 |
92.54 |
92.56 |
|