NYMEX Light Sweet Crude Oil Future February 2015
| Trading Metrics calculated at close of trading on 05-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2014 |
05-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
93.07 |
93.07 |
0.00 |
0.0% |
93.51 |
| High |
93.67 |
93.36 |
-0.31 |
-0.3% |
93.81 |
| Low |
92.64 |
91.70 |
-0.94 |
-1.0% |
91.44 |
| Close |
92.93 |
92.19 |
-0.74 |
-0.8% |
92.19 |
| Range |
1.03 |
1.66 |
0.63 |
61.2% |
2.37 |
| ATR |
1.17 |
1.20 |
0.04 |
3.0% |
0.00 |
| Volume |
12,102 |
9,624 |
-2,478 |
-20.5% |
48,638 |
|
| Daily Pivots for day following 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.40 |
96.45 |
93.10 |
|
| R3 |
95.74 |
94.79 |
92.65 |
|
| R2 |
94.08 |
94.08 |
92.49 |
|
| R1 |
93.13 |
93.13 |
92.34 |
92.78 |
| PP |
92.42 |
92.42 |
92.42 |
92.24 |
| S1 |
91.47 |
91.47 |
92.04 |
91.12 |
| S2 |
90.76 |
90.76 |
91.89 |
|
| S3 |
89.10 |
89.81 |
91.73 |
|
| S4 |
87.44 |
88.15 |
91.28 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.59 |
98.26 |
93.49 |
|
| R3 |
97.22 |
95.89 |
92.84 |
|
| R2 |
94.85 |
94.85 |
92.62 |
|
| R1 |
93.52 |
93.52 |
92.41 |
93.00 |
| PP |
92.48 |
92.48 |
92.48 |
92.22 |
| S1 |
91.15 |
91.15 |
91.97 |
90.63 |
| S2 |
90.11 |
90.11 |
91.76 |
|
| S3 |
87.74 |
88.78 |
91.54 |
|
| S4 |
85.37 |
86.41 |
90.89 |
|
|
| 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 |
2.6% |
1.50 |
1.6% |
31% |
False |
False |
11,283 |
| 10 |
93.83 |
91.44 |
2.39 |
2.6% |
1.11 |
1.2% |
31% |
False |
False |
9,791 |
| 20 |
95.94 |
91.44 |
4.50 |
4.9% |
1.14 |
1.2% |
17% |
False |
False |
8,265 |
| 40 |
98.82 |
91.44 |
7.38 |
8.0% |
1.08 |
1.2% |
10% |
False |
False |
7,198 |
| 60 |
101.33 |
91.44 |
9.89 |
10.7% |
0.97 |
1.0% |
8% |
False |
False |
5,947 |
| 80 |
101.33 |
91.44 |
9.89 |
10.7% |
0.86 |
0.9% |
8% |
False |
False |
4,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.42 |
|
2.618 |
97.71 |
|
1.618 |
96.05 |
|
1.000 |
95.02 |
|
0.618 |
94.39 |
|
HIGH |
93.36 |
|
0.618 |
92.73 |
|
0.500 |
92.53 |
|
0.382 |
92.33 |
|
LOW |
91.70 |
|
0.618 |
90.67 |
|
1.000 |
90.04 |
|
1.618 |
89.01 |
|
2.618 |
87.35 |
|
4.250 |
84.65 |
|
|
| Fisher Pivots for day following 05-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
92.53 |
92.76 |
| PP |
92.42 |
92.57 |
| S1 |
92.30 |
92.38 |
|