NYMEX Light Sweet Crude Oil Future October 2014
| Trading Metrics calculated at close of trading on 04-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2014 |
04-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
93.28 |
95.07 |
1.79 |
1.9% |
93.34 |
| High |
95.83 |
95.39 |
-0.44 |
-0.5% |
96.00 |
| Low |
93.06 |
94.16 |
1.10 |
1.2% |
93.05 |
| Close |
95.54 |
94.45 |
-1.09 |
-1.1% |
95.96 |
| Range |
2.77 |
1.23 |
-1.54 |
-55.6% |
2.95 |
| ATR |
1.59 |
1.58 |
-0.02 |
-1.0% |
0.00 |
| Volume |
294,395 |
254,140 |
-40,255 |
-13.7% |
985,872 |
|
| Daily Pivots for day following 04-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.36 |
97.63 |
95.13 |
|
| R3 |
97.13 |
96.40 |
94.79 |
|
| R2 |
95.90 |
95.90 |
94.68 |
|
| R1 |
95.17 |
95.17 |
94.56 |
94.92 |
| PP |
94.67 |
94.67 |
94.67 |
94.54 |
| S1 |
93.94 |
93.94 |
94.34 |
93.69 |
| S2 |
93.44 |
93.44 |
94.22 |
|
| S3 |
92.21 |
92.71 |
94.11 |
|
| S4 |
90.98 |
91.48 |
93.77 |
|
|
| 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 |
3.5% |
2.00 |
2.1% |
53% |
False |
False |
273,231 |
| 10 |
96.00 |
92.50 |
3.50 |
3.7% |
1.59 |
1.7% |
56% |
False |
False |
227,256 |
| 20 |
97.75 |
92.50 |
5.25 |
5.6% |
1.52 |
1.6% |
37% |
False |
False |
197,902 |
| 40 |
102.20 |
92.50 |
9.70 |
10.3% |
1.48 |
1.6% |
20% |
False |
False |
139,280 |
| 60 |
105.55 |
92.50 |
13.05 |
13.8% |
1.36 |
1.4% |
15% |
False |
False |
105,149 |
| 80 |
105.55 |
92.50 |
13.05 |
13.8% |
1.25 |
1.3% |
15% |
False |
False |
83,777 |
| 100 |
105.55 |
92.50 |
13.05 |
13.8% |
1.18 |
1.3% |
15% |
False |
False |
69,409 |
| 120 |
105.55 |
92.50 |
13.05 |
13.8% |
1.14 |
1.2% |
15% |
False |
False |
59,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.62 |
|
2.618 |
98.61 |
|
1.618 |
97.38 |
|
1.000 |
96.62 |
|
0.618 |
96.15 |
|
HIGH |
95.39 |
|
0.618 |
94.92 |
|
0.500 |
94.78 |
|
0.382 |
94.63 |
|
LOW |
94.16 |
|
0.618 |
93.40 |
|
1.000 |
92.93 |
|
1.618 |
92.17 |
|
2.618 |
90.94 |
|
4.250 |
88.93 |
|
|
| Fisher Pivots for day following 04-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
94.78 |
94.40 |
| PP |
94.67 |
94.35 |
| S1 |
94.56 |
94.30 |
|