NYMEX Light Sweet Crude Oil Future November 2014
| 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 |
94.90 |
92.48 |
-2.42 |
-2.6% |
92.95 |
| High |
94.94 |
94.93 |
-0.01 |
0.0% |
95.07 |
| Low |
91.89 |
92.30 |
0.41 |
0.4% |
92.60 |
| Close |
92.10 |
94.68 |
2.58 |
2.8% |
95.02 |
| Range |
3.05 |
2.63 |
-0.42 |
-13.8% |
2.47 |
| ATR |
1.41 |
1.51 |
0.10 |
7.2% |
0.00 |
| Volume |
100,108 |
103,485 |
3,377 |
3.4% |
266,512 |
|
| Daily Pivots for day following 03-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.86 |
100.90 |
96.13 |
|
| R3 |
99.23 |
98.27 |
95.40 |
|
| R2 |
96.60 |
96.60 |
95.16 |
|
| R1 |
95.64 |
95.64 |
94.92 |
96.12 |
| PP |
93.97 |
93.97 |
93.97 |
94.21 |
| S1 |
93.01 |
93.01 |
94.44 |
93.49 |
| S2 |
91.34 |
91.34 |
94.20 |
|
| S3 |
88.71 |
90.38 |
93.96 |
|
| S4 |
86.08 |
87.75 |
93.23 |
|
|
| Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.64 |
100.80 |
96.38 |
|
| R3 |
99.17 |
98.33 |
95.70 |
|
| R2 |
96.70 |
96.70 |
95.47 |
|
| R1 |
95.86 |
95.86 |
95.25 |
96.28 |
| PP |
94.23 |
94.23 |
94.23 |
94.44 |
| S1 |
93.39 |
93.39 |
94.79 |
93.81 |
| S2 |
91.76 |
91.76 |
94.57 |
|
| S3 |
89.29 |
90.92 |
94.34 |
|
| S4 |
86.82 |
88.45 |
93.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.07 |
91.89 |
3.18 |
3.4% |
1.78 |
1.9% |
88% |
False |
False |
78,379 |
| 10 |
95.07 |
91.89 |
3.18 |
3.4% |
1.46 |
1.5% |
88% |
False |
False |
67,067 |
| 20 |
97.35 |
91.89 |
5.46 |
5.8% |
1.44 |
1.5% |
51% |
False |
False |
59,626 |
| 40 |
101.27 |
91.89 |
9.38 |
9.9% |
1.40 |
1.5% |
30% |
False |
False |
49,065 |
| 60 |
104.44 |
91.89 |
12.55 |
13.3% |
1.27 |
1.3% |
22% |
False |
False |
40,175 |
| 80 |
104.44 |
91.89 |
12.55 |
13.3% |
1.16 |
1.2% |
22% |
False |
False |
32,773 |
| 100 |
104.44 |
91.89 |
12.55 |
13.3% |
1.09 |
1.2% |
22% |
False |
False |
27,636 |
| 120 |
104.44 |
91.89 |
12.55 |
13.3% |
1.03 |
1.1% |
22% |
False |
False |
23,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.11 |
|
2.618 |
101.82 |
|
1.618 |
99.19 |
|
1.000 |
97.56 |
|
0.618 |
96.56 |
|
HIGH |
94.93 |
|
0.618 |
93.93 |
|
0.500 |
93.62 |
|
0.382 |
93.30 |
|
LOW |
92.30 |
|
0.618 |
90.67 |
|
1.000 |
89.67 |
|
1.618 |
88.04 |
|
2.618 |
85.41 |
|
4.250 |
81.12 |
|
|
| Fisher Pivots for day following 03-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
94.33 |
94.28 |
| PP |
93.97 |
93.88 |
| S1 |
93.62 |
93.48 |
|