NYMEX Light Sweet Crude Oil Future March 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 |
93.00 |
91.53 |
-1.47 |
-1.6% |
93.51 |
High |
93.22 |
91.65 |
-1.57 |
-1.7% |
93.80 |
Low |
91.72 |
90.82 |
-0.90 |
-1.0% |
91.35 |
Close |
92.10 |
91.51 |
-0.59 |
-0.6% |
92.10 |
Range |
1.50 |
0.83 |
-0.67 |
-44.7% |
2.45 |
ATR |
1.16 |
1.17 |
0.01 |
0.8% |
0.00 |
Volume |
12,715 |
13,526 |
811 |
6.4% |
64,214 |
|
Daily Pivots for day following 08-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.82 |
93.49 |
91.97 |
|
R3 |
92.99 |
92.66 |
91.74 |
|
R2 |
92.16 |
92.16 |
91.66 |
|
R1 |
91.83 |
91.83 |
91.59 |
91.58 |
PP |
91.33 |
91.33 |
91.33 |
91.20 |
S1 |
91.00 |
91.00 |
91.43 |
90.75 |
S2 |
90.50 |
90.50 |
91.36 |
|
S3 |
89.67 |
90.17 |
91.28 |
|
S4 |
88.84 |
89.34 |
91.05 |
|
|
Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.77 |
98.38 |
93.45 |
|
R3 |
97.32 |
95.93 |
92.77 |
|
R2 |
94.87 |
94.87 |
92.55 |
|
R1 |
93.48 |
93.48 |
92.32 |
92.95 |
PP |
92.42 |
92.42 |
92.42 |
92.15 |
S1 |
91.03 |
91.03 |
91.88 |
90.50 |
S2 |
89.97 |
89.97 |
91.65 |
|
S3 |
87.52 |
88.58 |
91.43 |
|
S4 |
85.07 |
86.13 |
90.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
93.80 |
90.82 |
2.98 |
3.3% |
1.50 |
1.6% |
23% |
False |
True |
15,548 |
10 |
93.80 |
90.82 |
2.98 |
3.3% |
1.09 |
1.2% |
23% |
False |
True |
12,365 |
20 |
95.38 |
90.82 |
4.56 |
5.0% |
1.09 |
1.2% |
15% |
False |
True |
11,162 |
40 |
98.02 |
90.82 |
7.20 |
7.9% |
1.02 |
1.1% |
10% |
False |
True |
10,936 |
60 |
100.52 |
90.82 |
9.70 |
10.6% |
0.94 |
1.0% |
7% |
False |
True |
9,777 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.18 |
2.618 |
93.82 |
1.618 |
92.99 |
1.000 |
92.48 |
0.618 |
92.16 |
HIGH |
91.65 |
0.618 |
91.33 |
0.500 |
91.24 |
0.382 |
91.14 |
LOW |
90.82 |
0.618 |
90.31 |
1.000 |
89.99 |
1.618 |
89.48 |
2.618 |
88.65 |
4.250 |
87.29 |
|
|
Fisher Pivots for day following 08-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
91.42 |
92.21 |
PP |
91.33 |
91.97 |
S1 |
91.24 |
91.74 |
|