NYMEX Light Sweet Crude Oil Future December 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 |
94.40 |
92.07 |
-2.33 |
-2.5% |
92.70 |
| High |
94.40 |
94.42 |
0.02 |
0.0% |
94.41 |
| Low |
91.51 |
91.93 |
0.42 |
0.5% |
92.39 |
| Close |
91.74 |
94.16 |
2.42 |
2.6% |
94.37 |
| Range |
2.89 |
2.49 |
-0.40 |
-13.8% |
2.02 |
| ATR |
1.34 |
1.44 |
0.10 |
7.1% |
0.00 |
| Volume |
83,635 |
94,407 |
10,772 |
12.9% |
253,689 |
|
| Daily Pivots for day following 03-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.97 |
100.06 |
95.53 |
|
| R3 |
98.48 |
97.57 |
94.84 |
|
| R2 |
95.99 |
95.99 |
94.62 |
|
| R1 |
95.08 |
95.08 |
94.39 |
95.54 |
| PP |
93.50 |
93.50 |
93.50 |
93.73 |
| S1 |
92.59 |
92.59 |
93.93 |
93.05 |
| S2 |
91.01 |
91.01 |
93.70 |
|
| S3 |
88.52 |
90.10 |
93.48 |
|
| S4 |
86.03 |
87.61 |
92.79 |
|
|
| Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.78 |
99.10 |
95.48 |
|
| R3 |
97.76 |
97.08 |
94.93 |
|
| R2 |
95.74 |
95.74 |
94.74 |
|
| R1 |
95.06 |
95.06 |
94.56 |
95.40 |
| PP |
93.72 |
93.72 |
93.72 |
93.90 |
| S1 |
93.04 |
93.04 |
94.18 |
93.38 |
| S2 |
91.70 |
91.70 |
94.00 |
|
| S3 |
89.68 |
91.02 |
93.81 |
|
| S4 |
87.66 |
89.00 |
93.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.42 |
91.51 |
2.91 |
3.1% |
1.66 |
1.8% |
91% |
True |
False |
70,405 |
| 10 |
94.42 |
91.51 |
2.91 |
3.1% |
1.37 |
1.5% |
91% |
True |
False |
64,502 |
| 20 |
96.98 |
91.51 |
5.47 |
5.8% |
1.38 |
1.5% |
48% |
False |
False |
62,860 |
| 40 |
100.54 |
91.51 |
9.03 |
9.6% |
1.36 |
1.4% |
29% |
False |
False |
65,232 |
| 60 |
103.66 |
91.51 |
12.15 |
12.9% |
1.25 |
1.3% |
22% |
False |
False |
63,181 |
| 80 |
103.66 |
91.51 |
12.15 |
12.9% |
1.16 |
1.2% |
22% |
False |
False |
57,630 |
| 100 |
103.66 |
91.51 |
12.15 |
12.9% |
1.12 |
1.2% |
22% |
False |
False |
54,134 |
| 120 |
103.66 |
91.51 |
12.15 |
12.9% |
1.11 |
1.2% |
22% |
False |
False |
50,918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.00 |
|
2.618 |
100.94 |
|
1.618 |
98.45 |
|
1.000 |
96.91 |
|
0.618 |
95.96 |
|
HIGH |
94.42 |
|
0.618 |
93.47 |
|
0.500 |
93.18 |
|
0.382 |
92.88 |
|
LOW |
91.93 |
|
0.618 |
90.39 |
|
1.000 |
89.44 |
|
1.618 |
87.90 |
|
2.618 |
85.41 |
|
4.250 |
81.35 |
|
|
| Fisher Pivots for day following 03-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
93.83 |
93.76 |
| PP |
93.50 |
93.36 |
| S1 |
93.18 |
92.97 |
|