NYMEX Light Sweet Crude Oil Future January 2015
| Trading Metrics calculated at close of trading on 04-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2014 |
04-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
91.95 |
93.73 |
1.78 |
1.9% |
92.73 |
| High |
94.16 |
93.81 |
-0.35 |
-0.4% |
94.05 |
| Low |
91.91 |
92.76 |
0.85 |
0.9% |
92.33 |
| Close |
93.91 |
93.06 |
-0.85 |
-0.9% |
94.01 |
| Range |
2.25 |
1.05 |
-1.20 |
-53.3% |
1.72 |
| ATR |
1.30 |
1.29 |
-0.01 |
-0.8% |
0.00 |
| Volume |
32,917 |
25,925 |
-6,992 |
-21.2% |
75,789 |
|
| Daily Pivots for day following 04-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.36 |
95.76 |
93.64 |
|
| R3 |
95.31 |
94.71 |
93.35 |
|
| R2 |
94.26 |
94.26 |
93.25 |
|
| R1 |
93.66 |
93.66 |
93.16 |
93.44 |
| PP |
93.21 |
93.21 |
93.21 |
93.10 |
| S1 |
92.61 |
92.61 |
92.96 |
92.39 |
| S2 |
92.16 |
92.16 |
92.87 |
|
| S3 |
91.11 |
91.56 |
92.77 |
|
| S4 |
90.06 |
90.51 |
92.48 |
|
|
| 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 |
3.0% |
1.50 |
1.6% |
60% |
False |
False |
24,009 |
| 10 |
94.16 |
91.41 |
2.75 |
3.0% |
1.24 |
1.3% |
60% |
False |
False |
19,961 |
| 20 |
96.50 |
91.41 |
5.09 |
5.5% |
1.23 |
1.3% |
32% |
False |
False |
19,024 |
| 40 |
99.69 |
91.41 |
8.28 |
8.9% |
1.19 |
1.3% |
20% |
False |
False |
16,900 |
| 60 |
102.53 |
91.41 |
11.12 |
11.9% |
1.09 |
1.2% |
15% |
False |
False |
13,938 |
| 80 |
102.53 |
91.41 |
11.12 |
11.9% |
0.98 |
1.1% |
15% |
False |
False |
11,918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.27 |
|
2.618 |
96.56 |
|
1.618 |
95.51 |
|
1.000 |
94.86 |
|
0.618 |
94.46 |
|
HIGH |
93.81 |
|
0.618 |
93.41 |
|
0.500 |
93.29 |
|
0.382 |
93.16 |
|
LOW |
92.76 |
|
0.618 |
92.11 |
|
1.000 |
91.71 |
|
1.618 |
91.06 |
|
2.618 |
90.01 |
|
4.250 |
88.30 |
|
|
| Fisher Pivots for day following 04-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
93.29 |
92.97 |
| PP |
93.21 |
92.88 |
| S1 |
93.14 |
92.79 |
|