NYMEX Light Sweet Crude Oil Future October 2014
| Trading Metrics calculated at close of trading on 02-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2014 |
02-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
94.56 |
95.81 |
1.25 |
1.3% |
93.34 |
| High |
96.00 |
95.91 |
-0.09 |
-0.1% |
96.00 |
| Low |
94.48 |
92.68 |
-1.80 |
-1.9% |
93.05 |
| Close |
95.96 |
92.88 |
-3.08 |
-3.2% |
95.96 |
| Range |
1.52 |
3.23 |
1.71 |
112.5% |
2.95 |
| ATR |
1.35 |
1.49 |
0.14 |
10.2% |
0.00 |
| Volume |
234,972 |
320,356 |
85,384 |
36.3% |
985,872 |
|
| Daily Pivots for day following 02-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.51 |
101.43 |
94.66 |
|
| R3 |
100.28 |
98.20 |
93.77 |
|
| R2 |
97.05 |
97.05 |
93.47 |
|
| R1 |
94.97 |
94.97 |
93.18 |
94.40 |
| PP |
93.82 |
93.82 |
93.82 |
93.54 |
| S1 |
91.74 |
91.74 |
92.58 |
91.17 |
| S2 |
90.59 |
90.59 |
92.29 |
|
| S3 |
87.36 |
88.51 |
91.99 |
|
| S4 |
84.13 |
85.28 |
91.10 |
|
|
| Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.85 |
102.86 |
97.58 |
|
| R3 |
100.90 |
99.91 |
96.77 |
|
| R2 |
97.95 |
97.95 |
96.50 |
|
| R1 |
96.96 |
96.96 |
96.23 |
97.46 |
| PP |
95.00 |
95.00 |
95.00 |
95.25 |
| S1 |
94.01 |
94.01 |
95.69 |
94.51 |
| S2 |
92.05 |
92.05 |
95.42 |
|
| S3 |
89.10 |
91.06 |
95.15 |
|
| S4 |
86.15 |
88.11 |
94.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.00 |
92.68 |
3.32 |
3.6% |
1.58 |
1.7% |
6% |
False |
True |
233,761 |
| 10 |
96.00 |
92.50 |
3.50 |
3.8% |
1.45 |
1.6% |
11% |
False |
False |
220,867 |
| 20 |
97.75 |
92.50 |
5.25 |
5.7% |
1.45 |
1.6% |
7% |
False |
False |
179,084 |
| 40 |
102.82 |
92.50 |
10.32 |
11.1% |
1.45 |
1.6% |
4% |
False |
False |
127,547 |
| 60 |
105.55 |
92.50 |
13.05 |
14.1% |
1.34 |
1.4% |
3% |
False |
False |
96,967 |
| 80 |
105.55 |
92.50 |
13.05 |
14.1% |
1.22 |
1.3% |
3% |
False |
False |
77,308 |
| 100 |
105.55 |
92.50 |
13.05 |
14.1% |
1.16 |
1.2% |
3% |
False |
False |
64,099 |
| 120 |
105.55 |
92.50 |
13.05 |
14.1% |
1.12 |
1.2% |
3% |
False |
False |
54,654 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.64 |
|
2.618 |
104.37 |
|
1.618 |
101.14 |
|
1.000 |
99.14 |
|
0.618 |
97.91 |
|
HIGH |
95.91 |
|
0.618 |
94.68 |
|
0.500 |
94.30 |
|
0.382 |
93.91 |
|
LOW |
92.68 |
|
0.618 |
90.68 |
|
1.000 |
89.45 |
|
1.618 |
87.45 |
|
2.618 |
84.22 |
|
4.250 |
78.95 |
|
|
| Fisher Pivots for day following 02-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
94.30 |
94.34 |
| PP |
93.82 |
93.85 |
| S1 |
93.35 |
93.37 |
|