NYMEX Light Sweet Crude Oil Future January 2015
| 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 |
93.73 |
93.23 |
-0.50 |
-0.5% |
93.85 |
| High |
93.81 |
93.53 |
-0.28 |
-0.3% |
94.16 |
| Low |
92.76 |
91.64 |
-1.12 |
-1.2% |
91.41 |
| Close |
93.06 |
92.28 |
-0.78 |
-0.8% |
92.28 |
| Range |
1.05 |
1.89 |
0.84 |
80.0% |
2.75 |
| ATR |
1.29 |
1.33 |
0.04 |
3.3% |
0.00 |
| Volume |
25,925 |
21,238 |
-4,687 |
-18.1% |
105,646 |
|
| Daily Pivots for day following 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.15 |
97.11 |
93.32 |
|
| R3 |
96.26 |
95.22 |
92.80 |
|
| R2 |
94.37 |
94.37 |
92.63 |
|
| R1 |
93.33 |
93.33 |
92.45 |
92.91 |
| PP |
92.48 |
92.48 |
92.48 |
92.27 |
| S1 |
91.44 |
91.44 |
92.11 |
91.02 |
| S2 |
90.59 |
90.59 |
91.93 |
|
| S3 |
88.70 |
89.55 |
91.76 |
|
| S4 |
86.81 |
87.66 |
91.24 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.87 |
99.32 |
93.79 |
|
| R3 |
98.12 |
96.57 |
93.04 |
|
| R2 |
95.37 |
95.37 |
92.78 |
|
| R1 |
93.82 |
93.82 |
92.53 |
93.22 |
| PP |
92.62 |
92.62 |
92.62 |
92.32 |
| S1 |
91.07 |
91.07 |
92.03 |
90.47 |
| S2 |
89.87 |
89.87 |
91.78 |
|
| S3 |
87.12 |
88.32 |
91.52 |
|
| S4 |
84.37 |
85.57 |
90.77 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.16 |
91.41 |
2.75 |
3.0% |
1.70 |
1.8% |
32% |
False |
False |
25,648 |
| 10 |
94.16 |
91.41 |
2.75 |
3.0% |
1.26 |
1.4% |
32% |
False |
False |
20,744 |
| 20 |
96.50 |
91.41 |
5.09 |
5.5% |
1.27 |
1.4% |
17% |
False |
False |
19,376 |
| 40 |
99.45 |
91.41 |
8.04 |
8.7% |
1.21 |
1.3% |
11% |
False |
False |
17,258 |
| 60 |
102.53 |
91.41 |
11.12 |
12.1% |
1.11 |
1.2% |
8% |
False |
False |
14,139 |
| 80 |
102.53 |
91.41 |
11.12 |
12.1% |
0.99 |
1.1% |
8% |
False |
False |
12,138 |
| 100 |
102.53 |
91.41 |
11.12 |
12.1% |
0.93 |
1.0% |
8% |
False |
False |
10,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.56 |
|
2.618 |
98.48 |
|
1.618 |
96.59 |
|
1.000 |
95.42 |
|
0.618 |
94.70 |
|
HIGH |
93.53 |
|
0.618 |
92.81 |
|
0.500 |
92.59 |
|
0.382 |
92.36 |
|
LOW |
91.64 |
|
0.618 |
90.47 |
|
1.000 |
89.75 |
|
1.618 |
88.58 |
|
2.618 |
86.69 |
|
4.250 |
83.61 |
|
|
| Fisher Pivots for day following 05-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
92.59 |
92.90 |
| PP |
92.48 |
92.69 |
| S1 |
92.38 |
92.49 |
|