NYMEX Light Sweet Crude Oil Future September 2014
Trading Metrics calculated at close of trading on 15-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2014 |
15-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
97.30 |
95.55 |
-1.75 |
-1.8% |
97.54 |
High |
97.59 |
97.41 |
-0.18 |
-0.2% |
98.58 |
Low |
95.26 |
95.32 |
0.06 |
0.1% |
95.26 |
Close |
95.58 |
97.35 |
1.77 |
1.9% |
97.35 |
Range |
2.33 |
2.09 |
-0.24 |
-10.3% |
3.32 |
ATR |
1.47 |
1.52 |
0.04 |
3.0% |
0.00 |
Volume |
350,619 |
269,750 |
-80,869 |
-23.1% |
1,358,157 |
|
Daily Pivots for day following 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.96 |
102.25 |
98.50 |
|
R3 |
100.87 |
100.16 |
97.92 |
|
R2 |
98.78 |
98.78 |
97.73 |
|
R1 |
98.07 |
98.07 |
97.54 |
98.43 |
PP |
96.69 |
96.69 |
96.69 |
96.87 |
S1 |
95.98 |
95.98 |
97.16 |
96.34 |
S2 |
94.60 |
94.60 |
96.97 |
|
S3 |
92.51 |
93.89 |
96.78 |
|
S4 |
90.42 |
91.80 |
96.20 |
|
|
Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.02 |
105.51 |
99.18 |
|
R3 |
103.70 |
102.19 |
98.26 |
|
R2 |
100.38 |
100.38 |
97.96 |
|
R1 |
98.87 |
98.87 |
97.65 |
97.97 |
PP |
97.06 |
97.06 |
97.06 |
96.61 |
S1 |
95.55 |
95.55 |
97.05 |
94.65 |
S2 |
93.74 |
93.74 |
96.74 |
|
S3 |
90.42 |
92.23 |
96.44 |
|
S4 |
87.10 |
88.91 |
95.52 |
|
|
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 |
3.4% |
1.56 |
1.6% |
63% |
False |
False |
271,631 |
10 |
98.67 |
95.26 |
3.41 |
3.5% |
1.46 |
1.5% |
61% |
False |
False |
262,079 |
20 |
103.45 |
95.26 |
8.19 |
8.4% |
1.52 |
1.6% |
26% |
False |
False |
262,820 |
40 |
106.64 |
95.26 |
11.38 |
11.7% |
1.44 |
1.5% |
18% |
False |
False |
187,732 |
60 |
106.64 |
95.26 |
11.38 |
11.7% |
1.32 |
1.4% |
18% |
False |
False |
143,536 |
80 |
106.64 |
95.26 |
11.38 |
11.7% |
1.25 |
1.3% |
18% |
False |
False |
115,741 |
100 |
106.64 |
95.26 |
11.38 |
11.7% |
1.20 |
1.2% |
18% |
False |
False |
97,574 |
120 |
106.64 |
94.34 |
12.30 |
12.6% |
1.19 |
1.2% |
24% |
False |
False |
84,523 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.29 |
2.618 |
102.88 |
1.618 |
100.79 |
1.000 |
99.50 |
0.618 |
98.70 |
HIGH |
97.41 |
0.618 |
96.61 |
0.500 |
96.37 |
0.382 |
96.12 |
LOW |
95.32 |
0.618 |
94.03 |
1.000 |
93.23 |
1.618 |
91.94 |
2.618 |
89.85 |
4.250 |
86.44 |
|
|
Fisher Pivots for day following 15-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
97.02 |
97.07 |
PP |
96.69 |
96.80 |
S1 |
96.37 |
96.52 |
|