NYMEX Light Sweet Crude Oil Future November 2014
| Trading Metrics calculated at close of trading on 08-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2014 |
08-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
93.84 |
92.92 |
-0.92 |
-1.0% |
94.90 |
| High |
94.25 |
93.03 |
-1.22 |
-1.3% |
94.94 |
| Low |
92.19 |
91.22 |
-0.97 |
-1.1% |
91.89 |
| Close |
92.71 |
92.05 |
-0.66 |
-0.7% |
92.71 |
| Range |
2.06 |
1.81 |
-0.25 |
-12.1% |
3.05 |
| ATR |
1.53 |
1.55 |
0.02 |
1.3% |
0.00 |
| Volume |
78,138 |
83,967 |
5,829 |
7.5% |
357,173 |
|
| Daily Pivots for day following 08-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.53 |
96.60 |
93.05 |
|
| R3 |
95.72 |
94.79 |
92.55 |
|
| R2 |
93.91 |
93.91 |
92.38 |
|
| R1 |
92.98 |
92.98 |
92.22 |
92.54 |
| PP |
92.10 |
92.10 |
92.10 |
91.88 |
| S1 |
91.17 |
91.17 |
91.88 |
90.73 |
| S2 |
90.29 |
90.29 |
91.72 |
|
| S3 |
88.48 |
89.36 |
91.55 |
|
| S4 |
86.67 |
87.55 |
91.05 |
|
|
| 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 |
94.94 |
91.22 |
3.72 |
4.0% |
2.14 |
2.3% |
22% |
False |
True |
88,228 |
| 10 |
95.07 |
91.22 |
3.85 |
4.2% |
1.58 |
1.7% |
22% |
False |
True |
70,765 |
| 20 |
97.17 |
91.22 |
5.95 |
6.5% |
1.51 |
1.6% |
14% |
False |
True |
64,182 |
| 40 |
101.22 |
91.22 |
10.00 |
10.9% |
1.41 |
1.5% |
8% |
False |
True |
52,790 |
| 60 |
104.44 |
91.22 |
13.22 |
14.4% |
1.29 |
1.4% |
6% |
False |
True |
43,029 |
| 80 |
104.44 |
91.22 |
13.22 |
14.4% |
1.19 |
1.3% |
6% |
False |
True |
35,404 |
| 100 |
104.44 |
91.22 |
13.22 |
14.4% |
1.12 |
1.2% |
6% |
False |
True |
29,831 |
| 120 |
104.44 |
91.22 |
13.22 |
14.4% |
1.06 |
1.1% |
6% |
False |
True |
25,780 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.72 |
|
2.618 |
97.77 |
|
1.618 |
95.96 |
|
1.000 |
94.84 |
|
0.618 |
94.15 |
|
HIGH |
93.03 |
|
0.618 |
92.34 |
|
0.500 |
92.13 |
|
0.382 |
91.91 |
|
LOW |
91.22 |
|
0.618 |
90.10 |
|
1.000 |
89.41 |
|
1.618 |
88.29 |
|
2.618 |
86.48 |
|
4.250 |
83.53 |
|
|
| Fisher Pivots for day following 08-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
92.13 |
92.90 |
| PP |
92.10 |
92.62 |
| S1 |
92.08 |
92.33 |
|