NYMEX Light Sweet Crude Oil Future January 2015
| 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 |
93.18 |
93.85 |
0.67 |
0.7% |
92.73 |
| High |
94.05 |
93.87 |
-0.18 |
-0.2% |
94.05 |
| Low |
93.18 |
91.41 |
-1.77 |
-1.9% |
92.33 |
| Close |
94.01 |
91.62 |
-2.39 |
-2.5% |
94.01 |
| Range |
0.87 |
2.46 |
1.59 |
182.8% |
1.72 |
| ATR |
1.09 |
1.20 |
0.11 |
9.8% |
0.00 |
| Volume |
22,594 |
25,566 |
2,972 |
13.2% |
75,789 |
|
| Daily Pivots for day following 02-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.68 |
98.11 |
92.97 |
|
| R3 |
97.22 |
95.65 |
92.30 |
|
| R2 |
94.76 |
94.76 |
92.07 |
|
| R1 |
93.19 |
93.19 |
91.85 |
92.75 |
| PP |
92.30 |
92.30 |
92.30 |
92.08 |
| S1 |
90.73 |
90.73 |
91.39 |
90.29 |
| S2 |
89.84 |
89.84 |
91.17 |
|
| S3 |
87.38 |
88.27 |
90.94 |
|
| S4 |
84.92 |
85.81 |
90.27 |
|
|
| Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.62 |
98.04 |
94.96 |
|
| R3 |
96.90 |
96.32 |
94.48 |
|
| R2 |
95.18 |
95.18 |
94.33 |
|
| R1 |
94.60 |
94.60 |
94.17 |
94.89 |
| PP |
93.46 |
93.46 |
93.46 |
93.61 |
| S1 |
92.88 |
92.88 |
93.85 |
93.17 |
| S2 |
91.74 |
91.74 |
93.69 |
|
| S3 |
90.02 |
91.16 |
93.54 |
|
| S4 |
88.30 |
89.44 |
93.06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.05 |
91.41 |
2.64 |
2.9% |
1.17 |
1.3% |
8% |
False |
True |
17,151 |
| 10 |
94.05 |
91.41 |
2.64 |
2.9% |
1.10 |
1.2% |
8% |
False |
True |
18,178 |
| 20 |
96.50 |
91.41 |
5.09 |
5.6% |
1.16 |
1.3% |
4% |
False |
True |
17,552 |
| 40 |
100.38 |
91.41 |
8.97 |
9.8% |
1.16 |
1.3% |
2% |
False |
True |
15,815 |
| 60 |
102.53 |
91.41 |
11.12 |
12.1% |
1.07 |
1.2% |
2% |
False |
True |
13,328 |
| 80 |
102.53 |
91.41 |
11.12 |
12.1% |
0.95 |
1.0% |
2% |
False |
True |
11,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.33 |
|
2.618 |
100.31 |
|
1.618 |
97.85 |
|
1.000 |
96.33 |
|
0.618 |
95.39 |
|
HIGH |
93.87 |
|
0.618 |
92.93 |
|
0.500 |
92.64 |
|
0.382 |
92.35 |
|
LOW |
91.41 |
|
0.618 |
89.89 |
|
1.000 |
88.95 |
|
1.618 |
87.43 |
|
2.618 |
84.97 |
|
4.250 |
80.96 |
|
|
| Fisher Pivots for day following 02-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
92.64 |
92.73 |
| PP |
92.30 |
92.36 |
| S1 |
91.96 |
91.99 |
|