NYMEX Light Sweet Crude Oil Future January 2015
| Trading Metrics calculated at close of trading on 03-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2014 |
03-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
93.85 |
91.95 |
-1.90 |
-2.0% |
92.73 |
| High |
93.87 |
94.16 |
0.29 |
0.3% |
94.05 |
| Low |
91.41 |
91.91 |
0.50 |
0.5% |
92.33 |
| Close |
91.62 |
93.91 |
2.29 |
2.5% |
94.01 |
| Range |
2.46 |
2.25 |
-0.21 |
-8.5% |
1.72 |
| ATR |
1.20 |
1.30 |
0.10 |
7.9% |
0.00 |
| Volume |
25,566 |
32,917 |
7,351 |
28.8% |
75,789 |
|
| Daily Pivots for day following 03-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.08 |
99.24 |
95.15 |
|
| R3 |
97.83 |
96.99 |
94.53 |
|
| R2 |
95.58 |
95.58 |
94.32 |
|
| R1 |
94.74 |
94.74 |
94.12 |
95.16 |
| PP |
93.33 |
93.33 |
93.33 |
93.54 |
| S1 |
92.49 |
92.49 |
93.70 |
92.91 |
| S2 |
91.08 |
91.08 |
93.50 |
|
| S3 |
88.83 |
90.24 |
93.29 |
|
| S4 |
86.58 |
87.99 |
92.67 |
|
|
| 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 |
94.16 |
91.41 |
2.75 |
2.9% |
1.44 |
1.5% |
91% |
True |
False |
21,899 |
| 10 |
94.16 |
91.41 |
2.75 |
2.9% |
1.20 |
1.3% |
91% |
True |
False |
19,774 |
| 20 |
96.50 |
91.41 |
5.09 |
5.4% |
1.23 |
1.3% |
49% |
False |
False |
18,646 |
| 40 |
99.83 |
91.41 |
8.42 |
9.0% |
1.20 |
1.3% |
30% |
False |
False |
16,485 |
| 60 |
102.53 |
91.41 |
11.12 |
11.8% |
1.09 |
1.2% |
22% |
False |
False |
13,710 |
| 80 |
102.53 |
91.41 |
11.12 |
11.8% |
0.97 |
1.0% |
22% |
False |
False |
11,649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.72 |
|
2.618 |
100.05 |
|
1.618 |
97.80 |
|
1.000 |
96.41 |
|
0.618 |
95.55 |
|
HIGH |
94.16 |
|
0.618 |
93.30 |
|
0.500 |
93.04 |
|
0.382 |
92.77 |
|
LOW |
91.91 |
|
0.618 |
90.52 |
|
1.000 |
89.66 |
|
1.618 |
88.27 |
|
2.618 |
86.02 |
|
4.250 |
82.35 |
|
|
| Fisher Pivots for day following 03-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
93.62 |
93.54 |
| PP |
93.33 |
93.16 |
| S1 |
93.04 |
92.79 |
|