NYMEX Light Sweet Crude Oil Future November 2014
| Trading Metrics calculated at close of trading on 05-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2014 |
05-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
94.36 |
93.84 |
-0.52 |
-0.6% |
94.90 |
| High |
94.58 |
94.25 |
-0.33 |
-0.3% |
94.94 |
| Low |
93.43 |
92.19 |
-1.24 |
-1.3% |
91.89 |
| Close |
93.71 |
92.71 |
-1.00 |
-1.1% |
92.71 |
| Range |
1.15 |
2.06 |
0.91 |
79.1% |
3.05 |
| ATR |
1.49 |
1.53 |
0.04 |
2.7% |
0.00 |
| Volume |
75,442 |
78,138 |
2,696 |
3.6% |
357,173 |
|
| Daily Pivots for day following 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.23 |
98.03 |
93.84 |
|
| R3 |
97.17 |
95.97 |
93.28 |
|
| R2 |
95.11 |
95.11 |
93.09 |
|
| R1 |
93.91 |
93.91 |
92.90 |
93.48 |
| PP |
93.05 |
93.05 |
93.05 |
92.84 |
| S1 |
91.85 |
91.85 |
92.52 |
91.42 |
| S2 |
90.99 |
90.99 |
92.33 |
|
| S3 |
88.93 |
89.79 |
92.14 |
|
| S4 |
86.87 |
87.73 |
91.58 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.33 |
100.57 |
94.39 |
|
| R3 |
99.28 |
97.52 |
93.55 |
|
| R2 |
96.23 |
96.23 |
93.27 |
|
| R1 |
94.47 |
94.47 |
92.99 |
93.83 |
| PP |
93.18 |
93.18 |
93.18 |
92.86 |
| S1 |
91.42 |
91.42 |
92.43 |
90.78 |
| S2 |
90.13 |
90.13 |
92.15 |
|
| S3 |
87.08 |
88.37 |
91.87 |
|
| S4 |
84.03 |
85.32 |
91.03 |
|
|
| 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 |
3.4% |
2.04 |
2.2% |
26% |
False |
False |
90,605 |
| 10 |
95.07 |
91.89 |
3.18 |
3.4% |
1.51 |
1.6% |
26% |
False |
False |
68,774 |
| 20 |
97.35 |
91.89 |
5.46 |
5.9% |
1.49 |
1.6% |
15% |
False |
False |
62,879 |
| 40 |
101.22 |
91.89 |
9.33 |
10.1% |
1.42 |
1.5% |
9% |
False |
False |
51,508 |
| 60 |
104.44 |
91.89 |
12.55 |
13.5% |
1.30 |
1.4% |
7% |
False |
False |
41,925 |
| 80 |
104.44 |
91.89 |
12.55 |
13.5% |
1.17 |
1.3% |
7% |
False |
False |
34,478 |
| 100 |
104.44 |
91.89 |
12.55 |
13.5% |
1.11 |
1.2% |
7% |
False |
False |
29,060 |
| 120 |
104.44 |
91.89 |
12.55 |
13.5% |
1.05 |
1.1% |
7% |
False |
False |
25,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.01 |
|
2.618 |
99.64 |
|
1.618 |
97.58 |
|
1.000 |
96.31 |
|
0.618 |
95.52 |
|
HIGH |
94.25 |
|
0.618 |
93.46 |
|
0.500 |
93.22 |
|
0.382 |
92.98 |
|
LOW |
92.19 |
|
0.618 |
90.92 |
|
1.000 |
90.13 |
|
1.618 |
88.86 |
|
2.618 |
86.80 |
|
4.250 |
83.44 |
|
|
| Fisher Pivots for day following 05-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
93.22 |
93.56 |
| PP |
93.05 |
93.28 |
| S1 |
92.88 |
92.99 |
|