NYMEX Light Sweet Crude Oil Future October 2014
| 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 |
94.57 |
93.49 |
-1.08 |
-1.1% |
95.81 |
| High |
94.99 |
93.62 |
-1.37 |
-1.4% |
95.91 |
| Low |
92.86 |
91.80 |
-1.06 |
-1.1% |
92.68 |
| Close |
93.29 |
92.66 |
-0.63 |
-0.7% |
93.29 |
| Range |
2.13 |
1.82 |
-0.31 |
-14.6% |
3.23 |
| ATR |
1.62 |
1.63 |
0.01 |
0.9% |
0.00 |
| Volume |
261,386 |
277,990 |
16,604 |
6.4% |
1,130,277 |
|
| Daily Pivots for day following 08-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.15 |
97.23 |
93.66 |
|
| R3 |
96.33 |
95.41 |
93.16 |
|
| R2 |
94.51 |
94.51 |
92.99 |
|
| R1 |
93.59 |
93.59 |
92.83 |
93.14 |
| PP |
92.69 |
92.69 |
92.69 |
92.47 |
| S1 |
91.77 |
91.77 |
92.49 |
91.32 |
| S2 |
90.87 |
90.87 |
92.33 |
|
| S3 |
89.05 |
89.95 |
92.16 |
|
| S4 |
87.23 |
88.13 |
91.66 |
|
|
| 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 |
95.91 |
91.80 |
4.11 |
4.4% |
2.24 |
2.4% |
21% |
False |
True |
281,653 |
| 10 |
96.00 |
91.80 |
4.20 |
4.5% |
1.67 |
1.8% |
20% |
False |
True |
239,413 |
| 20 |
97.67 |
91.80 |
5.87 |
6.3% |
1.59 |
1.7% |
15% |
False |
True |
212,173 |
| 40 |
102.20 |
91.80 |
10.40 |
11.2% |
1.49 |
1.6% |
8% |
False |
True |
150,161 |
| 60 |
105.55 |
91.80 |
13.75 |
14.8% |
1.38 |
1.5% |
6% |
False |
True |
113,071 |
| 80 |
105.55 |
91.80 |
13.75 |
14.8% |
1.27 |
1.4% |
6% |
False |
True |
90,046 |
| 100 |
105.55 |
91.80 |
13.75 |
14.8% |
1.21 |
1.3% |
6% |
False |
True |
74,618 |
| 120 |
105.55 |
91.80 |
13.75 |
14.8% |
1.16 |
1.3% |
6% |
False |
True |
63,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.36 |
|
2.618 |
98.38 |
|
1.618 |
96.56 |
|
1.000 |
95.44 |
|
0.618 |
94.74 |
|
HIGH |
93.62 |
|
0.618 |
92.92 |
|
0.500 |
92.71 |
|
0.382 |
92.50 |
|
LOW |
91.80 |
|
0.618 |
90.68 |
|
1.000 |
89.98 |
|
1.618 |
88.86 |
|
2.618 |
87.04 |
|
4.250 |
84.07 |
|
|
| Fisher Pivots for day following 08-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
92.71 |
93.60 |
| PP |
92.69 |
93.28 |
| S1 |
92.68 |
92.97 |
|