NYMEX Light Sweet Crude Oil Future December 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 |
93.84 |
93.41 |
-0.43 |
-0.5% |
94.40 |
| High |
94.10 |
93.75 |
-0.35 |
-0.4% |
94.42 |
| Low |
92.98 |
91.88 |
-1.10 |
-1.2% |
91.51 |
| Close |
93.25 |
92.40 |
-0.85 |
-0.9% |
92.40 |
| Range |
1.12 |
1.87 |
0.75 |
67.0% |
2.91 |
| ATR |
1.42 |
1.45 |
0.03 |
2.3% |
0.00 |
| Volume |
81,381 |
70,756 |
-10,625 |
-13.1% |
330,179 |
|
| Daily Pivots for day following 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.29 |
97.21 |
93.43 |
|
| R3 |
96.42 |
95.34 |
92.91 |
|
| R2 |
94.55 |
94.55 |
92.74 |
|
| R1 |
93.47 |
93.47 |
92.57 |
93.08 |
| PP |
92.68 |
92.68 |
92.68 |
92.48 |
| S1 |
91.60 |
91.60 |
92.23 |
91.21 |
| S2 |
90.81 |
90.81 |
92.06 |
|
| S3 |
88.94 |
89.73 |
91.89 |
|
| S4 |
87.07 |
87.86 |
91.37 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.51 |
99.86 |
94.00 |
|
| R3 |
98.60 |
96.95 |
93.20 |
|
| R2 |
95.69 |
95.69 |
92.93 |
|
| R1 |
94.04 |
94.04 |
92.67 |
93.41 |
| PP |
92.78 |
92.78 |
92.78 |
92.46 |
| S1 |
91.13 |
91.13 |
92.13 |
90.50 |
| S2 |
89.87 |
89.87 |
91.87 |
|
| S3 |
86.96 |
88.22 |
91.60 |
|
| S4 |
84.05 |
85.31 |
90.80 |
|
|
| 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% |
1.90 |
2.1% |
31% |
False |
False |
83,199 |
| 10 |
94.42 |
91.51 |
2.91 |
3.1% |
1.41 |
1.5% |
31% |
False |
False |
66,383 |
| 20 |
96.98 |
91.51 |
5.47 |
5.9% |
1.42 |
1.5% |
16% |
False |
False |
63,878 |
| 40 |
100.35 |
91.51 |
8.84 |
9.6% |
1.36 |
1.5% |
10% |
False |
False |
65,905 |
| 60 |
103.66 |
91.51 |
12.15 |
13.1% |
1.28 |
1.4% |
7% |
False |
False |
63,525 |
| 80 |
103.66 |
91.51 |
12.15 |
13.1% |
1.17 |
1.3% |
7% |
False |
False |
58,693 |
| 100 |
103.66 |
91.51 |
12.15 |
13.1% |
1.14 |
1.2% |
7% |
False |
False |
54,894 |
| 120 |
103.66 |
91.51 |
12.15 |
13.1% |
1.12 |
1.2% |
7% |
False |
False |
51,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.70 |
|
2.618 |
98.65 |
|
1.618 |
96.78 |
|
1.000 |
95.62 |
|
0.618 |
94.91 |
|
HIGH |
93.75 |
|
0.618 |
93.04 |
|
0.500 |
92.82 |
|
0.382 |
92.59 |
|
LOW |
91.88 |
|
0.618 |
90.72 |
|
1.000 |
90.01 |
|
1.618 |
88.85 |
|
2.618 |
86.98 |
|
4.250 |
83.93 |
|
|
| Fisher Pivots for day following 05-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
92.82 |
93.15 |
| PP |
92.68 |
92.90 |
| S1 |
92.54 |
92.65 |
|