NYMEX Light Sweet Crude Oil Future May 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 |
93.07 |
91.76 |
-1.31 |
-1.4% |
92.34 |
High |
93.07 |
93.40 |
0.33 |
0.4% |
93.33 |
Low |
91.31 |
91.76 |
0.45 |
0.5% |
92.04 |
Close |
91.31 |
93.26 |
1.95 |
2.1% |
93.33 |
Range |
1.76 |
1.64 |
-0.12 |
-6.8% |
1.29 |
ATR |
0.93 |
1.01 |
0.08 |
8.9% |
0.00 |
Volume |
3,278 |
3,509 |
231 |
7.0% |
11,289 |
|
Daily Pivots for day following 03-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.73 |
97.13 |
94.16 |
|
R3 |
96.09 |
95.49 |
93.71 |
|
R2 |
94.45 |
94.45 |
93.56 |
|
R1 |
93.85 |
93.85 |
93.41 |
94.15 |
PP |
92.81 |
92.81 |
92.81 |
92.96 |
S1 |
92.21 |
92.21 |
93.11 |
92.51 |
S2 |
91.17 |
91.17 |
92.96 |
|
S3 |
89.53 |
90.57 |
92.81 |
|
S4 |
87.89 |
88.93 |
92.36 |
|
|
Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.77 |
96.34 |
94.04 |
|
R3 |
95.48 |
95.05 |
93.68 |
|
R2 |
94.19 |
94.19 |
93.57 |
|
R1 |
93.76 |
93.76 |
93.45 |
93.98 |
PP |
92.90 |
92.90 |
92.90 |
93.01 |
S1 |
92.47 |
92.47 |
93.21 |
92.69 |
S2 |
91.61 |
91.61 |
93.09 |
|
S3 |
90.32 |
91.18 |
92.98 |
|
S4 |
89.03 |
89.89 |
92.62 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.37 |
2.618 |
97.69 |
1.618 |
96.05 |
1.000 |
95.04 |
0.618 |
94.41 |
HIGH |
93.40 |
0.618 |
92.77 |
0.500 |
92.58 |
0.382 |
92.39 |
LOW |
91.76 |
0.618 |
90.75 |
1.000 |
90.12 |
1.618 |
89.11 |
2.618 |
87.47 |
4.250 |
84.79 |
|
|
Fisher Pivots for day following 03-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
93.03 |
92.96 |
PP |
92.81 |
92.66 |
S1 |
92.58 |
92.36 |
|