NYMEX Light Sweet Crude Oil Future September 2014
Trading Metrics calculated at close of trading on 14-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2014 |
14-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
97.20 |
97.30 |
0.10 |
0.1% |
97.67 |
High |
97.78 |
97.59 |
-0.19 |
-0.2% |
98.67 |
Low |
96.75 |
95.26 |
-1.49 |
-1.5% |
96.55 |
Close |
97.59 |
95.58 |
-2.01 |
-2.1% |
97.65 |
Range |
1.03 |
2.33 |
1.30 |
126.2% |
2.12 |
ATR |
1.41 |
1.47 |
0.07 |
4.7% |
0.00 |
Volume |
253,703 |
350,619 |
96,916 |
38.2% |
1,262,634 |
|
Daily Pivots for day following 14-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.13 |
101.69 |
96.86 |
|
R3 |
100.80 |
99.36 |
96.22 |
|
R2 |
98.47 |
98.47 |
96.01 |
|
R1 |
97.03 |
97.03 |
95.79 |
96.59 |
PP |
96.14 |
96.14 |
96.14 |
95.92 |
S1 |
94.70 |
94.70 |
95.37 |
94.26 |
S2 |
93.81 |
93.81 |
95.15 |
|
S3 |
91.48 |
92.37 |
94.94 |
|
S4 |
89.15 |
90.04 |
94.30 |
|
|
Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.98 |
102.94 |
98.82 |
|
R3 |
101.86 |
100.82 |
98.23 |
|
R2 |
99.74 |
99.74 |
98.04 |
|
R1 |
98.70 |
98.70 |
97.84 |
98.16 |
PP |
97.62 |
97.62 |
97.62 |
97.36 |
S1 |
96.58 |
96.58 |
97.46 |
96.04 |
S2 |
95.50 |
95.50 |
97.26 |
|
S3 |
93.38 |
94.46 |
97.07 |
|
S4 |
91.26 |
92.34 |
96.48 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.58 |
95.26 |
3.32 |
3.5% |
1.40 |
1.5% |
10% |
False |
True |
270,882 |
10 |
98.67 |
95.26 |
3.41 |
3.6% |
1.35 |
1.4% |
9% |
False |
True |
262,603 |
20 |
103.45 |
95.26 |
8.19 |
8.6% |
1.48 |
1.5% |
4% |
False |
True |
260,220 |
40 |
106.64 |
95.26 |
11.38 |
11.9% |
1.41 |
1.5% |
3% |
False |
True |
183,309 |
60 |
106.64 |
95.26 |
11.38 |
11.9% |
1.30 |
1.4% |
3% |
False |
True |
139,898 |
80 |
106.64 |
95.26 |
11.38 |
11.9% |
1.23 |
1.3% |
3% |
False |
True |
112,811 |
100 |
106.64 |
95.26 |
11.38 |
11.9% |
1.19 |
1.2% |
3% |
False |
True |
95,077 |
120 |
106.64 |
94.34 |
12.30 |
12.9% |
1.18 |
1.2% |
10% |
False |
False |
82,360 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.49 |
2.618 |
103.69 |
1.618 |
101.36 |
1.000 |
99.92 |
0.618 |
99.03 |
HIGH |
97.59 |
0.618 |
96.70 |
0.500 |
96.43 |
0.382 |
96.15 |
LOW |
95.26 |
0.618 |
93.82 |
1.000 |
92.93 |
1.618 |
91.49 |
2.618 |
89.16 |
4.250 |
85.36 |
|
|
Fisher Pivots for day following 14-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
96.43 |
96.60 |
PP |
96.14 |
96.26 |
S1 |
95.86 |
95.92 |
|