NYMEX Light Sweet Crude Oil Future February 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 |
93.51 |
91.84 |
-1.67 |
-1.8% |
92.77 |
High |
93.60 |
93.81 |
0.21 |
0.2% |
93.83 |
Low |
91.44 |
91.84 |
0.40 |
0.4% |
92.29 |
Close |
91.56 |
93.74 |
2.18 |
2.4% |
93.80 |
Range |
2.16 |
1.97 |
-0.19 |
-8.8% |
1.54 |
ATR |
1.09 |
1.17 |
0.08 |
7.6% |
0.00 |
Volume |
12,072 |
14,840 |
2,768 |
22.9% |
38,240 |
|
Daily Pivots for day following 03-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.04 |
98.36 |
94.82 |
|
R3 |
97.07 |
96.39 |
94.28 |
|
R2 |
95.10 |
95.10 |
94.10 |
|
R1 |
94.42 |
94.42 |
93.92 |
94.76 |
PP |
93.13 |
93.13 |
93.13 |
93.30 |
S1 |
92.45 |
92.45 |
93.56 |
92.79 |
S2 |
91.16 |
91.16 |
93.38 |
|
S3 |
89.19 |
90.48 |
93.20 |
|
S4 |
87.22 |
88.51 |
92.66 |
|
|
Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.93 |
97.40 |
94.65 |
|
R3 |
96.39 |
95.86 |
94.22 |
|
R2 |
94.85 |
94.85 |
94.08 |
|
R1 |
94.32 |
94.32 |
93.94 |
94.59 |
PP |
93.31 |
93.31 |
93.31 |
93.44 |
S1 |
92.78 |
92.78 |
93.66 |
93.05 |
S2 |
91.77 |
91.77 |
93.52 |
|
S3 |
90.23 |
91.24 |
93.38 |
|
S4 |
88.69 |
89.70 |
92.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
93.83 |
91.44 |
2.39 |
2.5% |
1.26 |
1.3% |
96% |
False |
False |
10,061 |
10 |
93.83 |
91.44 |
2.39 |
2.5% |
1.05 |
1.1% |
96% |
False |
False |
9,508 |
20 |
95.94 |
91.44 |
4.50 |
4.8% |
1.10 |
1.2% |
51% |
False |
False |
7,800 |
40 |
99.09 |
91.44 |
7.65 |
8.2% |
1.06 |
1.1% |
30% |
False |
False |
6,784 |
60 |
101.33 |
91.44 |
9.89 |
10.6% |
0.94 |
1.0% |
23% |
False |
False |
5,662 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.18 |
2.618 |
98.97 |
1.618 |
97.00 |
1.000 |
95.78 |
0.618 |
95.03 |
HIGH |
93.81 |
0.618 |
93.06 |
0.500 |
92.83 |
0.382 |
92.59 |
LOW |
91.84 |
0.618 |
90.62 |
1.000 |
89.87 |
1.618 |
88.65 |
2.618 |
86.68 |
4.250 |
83.47 |
|
|
Fisher Pivots for day following 03-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
93.44 |
93.37 |
PP |
93.13 |
93.00 |
S1 |
92.83 |
92.64 |
|