NYMEX Light Sweet Crude Oil Future January 2015
| 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 |
93.23 |
92.35 |
-0.88 |
-0.9% |
93.85 |
| High |
93.53 |
92.50 |
-1.03 |
-1.1% |
94.16 |
| Low |
91.64 |
90.92 |
-0.72 |
-0.8% |
91.41 |
| Close |
92.28 |
91.62 |
-0.66 |
-0.7% |
92.28 |
| Range |
1.89 |
1.58 |
-0.31 |
-16.4% |
2.75 |
| ATR |
1.33 |
1.35 |
0.02 |
1.3% |
0.00 |
| Volume |
21,238 |
18,453 |
-2,785 |
-13.1% |
105,646 |
|
| Daily Pivots for day following 08-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.42 |
95.60 |
92.49 |
|
| R3 |
94.84 |
94.02 |
92.05 |
|
| R2 |
93.26 |
93.26 |
91.91 |
|
| R1 |
92.44 |
92.44 |
91.76 |
92.06 |
| PP |
91.68 |
91.68 |
91.68 |
91.49 |
| S1 |
90.86 |
90.86 |
91.48 |
90.48 |
| S2 |
90.10 |
90.10 |
91.33 |
|
| S3 |
88.52 |
89.28 |
91.19 |
|
| S4 |
86.94 |
87.70 |
90.75 |
|
|
| 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 |
90.92 |
3.24 |
3.5% |
1.85 |
2.0% |
22% |
False |
True |
24,819 |
| 10 |
94.16 |
90.92 |
3.24 |
3.5% |
1.33 |
1.5% |
22% |
False |
True |
19,988 |
| 20 |
96.26 |
90.92 |
5.34 |
5.8% |
1.29 |
1.4% |
13% |
False |
True |
19,252 |
| 40 |
99.36 |
90.92 |
8.44 |
9.2% |
1.20 |
1.3% |
8% |
False |
True |
17,489 |
| 60 |
102.53 |
90.92 |
11.61 |
12.7% |
1.11 |
1.2% |
6% |
False |
True |
14,362 |
| 80 |
102.53 |
90.92 |
11.61 |
12.7% |
1.00 |
1.1% |
6% |
False |
True |
12,300 |
| 100 |
102.53 |
90.92 |
11.61 |
12.7% |
0.94 |
1.0% |
6% |
False |
True |
10,549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.22 |
|
2.618 |
96.64 |
|
1.618 |
95.06 |
|
1.000 |
94.08 |
|
0.618 |
93.48 |
|
HIGH |
92.50 |
|
0.618 |
91.90 |
|
0.500 |
91.71 |
|
0.382 |
91.52 |
|
LOW |
90.92 |
|
0.618 |
89.94 |
|
1.000 |
89.34 |
|
1.618 |
88.36 |
|
2.618 |
86.78 |
|
4.250 |
84.21 |
|
|
| Fisher Pivots for day following 08-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
91.71 |
92.37 |
| PP |
91.68 |
92.12 |
| S1 |
91.65 |
91.87 |
|