NYMEX Light Sweet Crude Oil Future December 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 |
93.41 |
92.48 |
-0.93 |
-1.0% |
94.40 |
| High |
93.75 |
92.73 |
-1.02 |
-1.1% |
94.42 |
| Low |
91.88 |
90.97 |
-0.91 |
-1.0% |
91.51 |
| Close |
92.40 |
91.72 |
-0.68 |
-0.7% |
92.40 |
| Range |
1.87 |
1.76 |
-0.11 |
-5.9% |
2.91 |
| ATR |
1.45 |
1.47 |
0.02 |
1.5% |
0.00 |
| Volume |
70,756 |
67,252 |
-3,504 |
-5.0% |
330,179 |
|
| Daily Pivots for day following 08-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.09 |
96.16 |
92.69 |
|
| R3 |
95.33 |
94.40 |
92.20 |
|
| R2 |
93.57 |
93.57 |
92.04 |
|
| R1 |
92.64 |
92.64 |
91.88 |
92.23 |
| PP |
91.81 |
91.81 |
91.81 |
91.60 |
| S1 |
90.88 |
90.88 |
91.56 |
90.47 |
| S2 |
90.05 |
90.05 |
91.40 |
|
| S3 |
88.29 |
89.12 |
91.24 |
|
| S4 |
86.53 |
87.36 |
90.75 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.51 |
99.86 |
94.00 |
|
| R3 |
98.60 |
96.95 |
93.20 |
|
| R2 |
95.69 |
95.69 |
92.93 |
|
| R1 |
94.04 |
94.04 |
92.67 |
93.41 |
| PP |
92.78 |
92.78 |
92.78 |
92.46 |
| S1 |
91.13 |
91.13 |
92.13 |
90.50 |
| S2 |
89.87 |
89.87 |
91.87 |
|
| S3 |
86.96 |
88.22 |
91.60 |
|
| S4 |
84.05 |
85.31 |
90.80 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.42 |
90.97 |
3.45 |
3.8% |
2.03 |
2.2% |
22% |
False |
True |
79,486 |
| 10 |
94.42 |
90.97 |
3.45 |
3.8% |
1.49 |
1.6% |
22% |
False |
True |
65,112 |
| 20 |
96.73 |
90.97 |
5.76 |
6.3% |
1.43 |
1.6% |
13% |
False |
True |
63,404 |
| 40 |
100.35 |
90.97 |
9.38 |
10.2% |
1.35 |
1.5% |
8% |
False |
True |
65,730 |
| 60 |
103.66 |
90.97 |
12.69 |
13.8% |
1.27 |
1.4% |
6% |
False |
True |
63,878 |
| 80 |
103.66 |
90.97 |
12.69 |
13.8% |
1.18 |
1.3% |
6% |
False |
True |
59,039 |
| 100 |
103.66 |
90.97 |
12.69 |
13.8% |
1.15 |
1.3% |
6% |
False |
True |
55,140 |
| 120 |
103.66 |
90.97 |
12.69 |
13.8% |
1.12 |
1.2% |
6% |
False |
True |
52,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.21 |
|
2.618 |
97.34 |
|
1.618 |
95.58 |
|
1.000 |
94.49 |
|
0.618 |
93.82 |
|
HIGH |
92.73 |
|
0.618 |
92.06 |
|
0.500 |
91.85 |
|
0.382 |
91.64 |
|
LOW |
90.97 |
|
0.618 |
89.88 |
|
1.000 |
89.21 |
|
1.618 |
88.12 |
|
2.618 |
86.36 |
|
4.250 |
83.49 |
|
|
| Fisher Pivots for day following 08-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
91.85 |
92.54 |
| PP |
91.81 |
92.26 |
| S1 |
91.76 |
91.99 |
|