NYMEX Light Sweet Crude Oil Future October 2014
| Trading Metrics calculated at close of trading on 05-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2014 |
05-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
95.07 |
94.57 |
-0.50 |
-0.5% |
95.81 |
| High |
95.39 |
94.99 |
-0.40 |
-0.4% |
95.91 |
| Low |
94.16 |
92.86 |
-1.30 |
-1.4% |
92.68 |
| Close |
94.45 |
93.29 |
-1.16 |
-1.2% |
93.29 |
| Range |
1.23 |
2.13 |
0.90 |
73.2% |
3.23 |
| ATR |
1.58 |
1.62 |
0.04 |
2.5% |
0.00 |
| Volume |
254,140 |
261,386 |
7,246 |
2.9% |
1,130,277 |
|
| Daily Pivots for day following 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.10 |
98.83 |
94.46 |
|
| R3 |
97.97 |
96.70 |
93.88 |
|
| R2 |
95.84 |
95.84 |
93.68 |
|
| R1 |
94.57 |
94.57 |
93.49 |
94.14 |
| PP |
93.71 |
93.71 |
93.71 |
93.50 |
| S1 |
92.44 |
92.44 |
93.09 |
92.01 |
| S2 |
91.58 |
91.58 |
92.90 |
|
| S3 |
89.45 |
90.31 |
92.70 |
|
| S4 |
87.32 |
88.18 |
92.12 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.65 |
101.70 |
95.07 |
|
| R3 |
100.42 |
98.47 |
94.18 |
|
| R2 |
97.19 |
97.19 |
93.88 |
|
| R1 |
95.24 |
95.24 |
93.59 |
94.60 |
| PP |
93.96 |
93.96 |
93.96 |
93.64 |
| S1 |
92.01 |
92.01 |
92.99 |
91.37 |
| S2 |
90.73 |
90.73 |
92.70 |
|
| S3 |
87.50 |
88.78 |
92.40 |
|
| S4 |
84.27 |
85.55 |
91.51 |
|
|
| 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% |
2.18 |
2.3% |
18% |
False |
False |
273,049 |
| 10 |
96.00 |
92.68 |
3.32 |
3.6% |
1.60 |
1.7% |
18% |
False |
False |
230,760 |
| 20 |
97.75 |
92.50 |
5.25 |
5.6% |
1.56 |
1.7% |
15% |
False |
False |
204,267 |
| 40 |
102.20 |
92.50 |
9.70 |
10.4% |
1.50 |
1.6% |
8% |
False |
False |
144,562 |
| 60 |
105.55 |
92.50 |
13.05 |
14.0% |
1.39 |
1.5% |
6% |
False |
False |
108,920 |
| 80 |
105.55 |
92.50 |
13.05 |
14.0% |
1.26 |
1.3% |
6% |
False |
False |
86,852 |
| 100 |
105.55 |
92.50 |
13.05 |
14.0% |
1.20 |
1.3% |
6% |
False |
False |
71,937 |
| 120 |
105.55 |
92.50 |
13.05 |
14.0% |
1.15 |
1.2% |
6% |
False |
False |
61,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.04 |
|
2.618 |
100.57 |
|
1.618 |
98.44 |
|
1.000 |
97.12 |
|
0.618 |
96.31 |
|
HIGH |
94.99 |
|
0.618 |
94.18 |
|
0.500 |
93.93 |
|
0.382 |
93.67 |
|
LOW |
92.86 |
|
0.618 |
91.54 |
|
1.000 |
90.73 |
|
1.618 |
89.41 |
|
2.618 |
87.28 |
|
4.250 |
83.81 |
|
|
| Fisher Pivots for day following 05-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
93.93 |
94.35 |
| PP |
93.71 |
93.99 |
| S1 |
93.50 |
93.64 |
|