NYMEX Light Sweet Crude Oil Future February 2015
Trading Metrics calculated at close of trading on 08-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2014 |
08-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
93.07 |
92.17 |
-0.90 |
-1.0% |
93.51 |
High |
93.36 |
92.38 |
-0.98 |
-1.0% |
93.81 |
Low |
91.70 |
90.90 |
-0.80 |
-0.9% |
91.44 |
Close |
92.19 |
91.56 |
-0.63 |
-0.7% |
92.19 |
Range |
1.66 |
1.48 |
-0.18 |
-10.8% |
2.37 |
ATR |
1.20 |
1.22 |
0.02 |
1.7% |
0.00 |
Volume |
9,624 |
10,113 |
489 |
5.1% |
48,638 |
|
Daily Pivots for day following 08-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.05 |
95.29 |
92.37 |
|
R3 |
94.57 |
93.81 |
91.97 |
|
R2 |
93.09 |
93.09 |
91.83 |
|
R1 |
92.33 |
92.33 |
91.70 |
91.97 |
PP |
91.61 |
91.61 |
91.61 |
91.44 |
S1 |
90.85 |
90.85 |
91.42 |
90.49 |
S2 |
90.13 |
90.13 |
91.29 |
|
S3 |
88.65 |
89.37 |
91.15 |
|
S4 |
87.17 |
87.89 |
90.75 |
|
|
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 |
93.81 |
90.90 |
2.91 |
3.2% |
1.66 |
1.8% |
23% |
False |
True |
11,750 |
10 |
93.83 |
90.90 |
2.93 |
3.2% |
1.19 |
1.3% |
23% |
False |
True |
9,699 |
20 |
95.71 |
90.90 |
4.81 |
5.3% |
1.15 |
1.3% |
14% |
False |
True |
8,397 |
40 |
98.68 |
90.90 |
7.78 |
8.5% |
1.07 |
1.2% |
8% |
False |
True |
7,346 |
60 |
101.33 |
90.90 |
10.43 |
11.4% |
0.97 |
1.1% |
6% |
False |
True |
6,078 |
80 |
101.33 |
90.90 |
10.43 |
11.4% |
0.87 |
0.9% |
6% |
False |
True |
4,992 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.67 |
2.618 |
96.25 |
1.618 |
94.77 |
1.000 |
93.86 |
0.618 |
93.29 |
HIGH |
92.38 |
0.618 |
91.81 |
0.500 |
91.64 |
0.382 |
91.47 |
LOW |
90.90 |
0.618 |
89.99 |
1.000 |
89.42 |
1.618 |
88.51 |
2.618 |
87.03 |
4.250 |
84.61 |
|
|
Fisher Pivots for day following 08-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
91.64 |
92.29 |
PP |
91.61 |
92.04 |
S1 |
91.59 |
91.80 |
|