NYMEX Light Sweet Crude Oil Future September 2014
Trading Metrics calculated at close of trading on 18-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2014 |
18-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
95.55 |
97.10 |
1.55 |
1.6% |
97.54 |
High |
97.41 |
97.16 |
-0.25 |
-0.3% |
98.58 |
Low |
95.32 |
95.81 |
0.49 |
0.5% |
95.26 |
Close |
97.35 |
96.41 |
-0.94 |
-1.0% |
97.35 |
Range |
2.09 |
1.35 |
-0.74 |
-35.4% |
3.32 |
ATR |
1.52 |
1.52 |
0.00 |
0.1% |
0.00 |
Volume |
269,750 |
157,537 |
-112,213 |
-41.6% |
1,358,157 |
|
Daily Pivots for day following 18-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.51 |
99.81 |
97.15 |
|
R3 |
99.16 |
98.46 |
96.78 |
|
R2 |
97.81 |
97.81 |
96.66 |
|
R1 |
97.11 |
97.11 |
96.53 |
96.79 |
PP |
96.46 |
96.46 |
96.46 |
96.30 |
S1 |
95.76 |
95.76 |
96.29 |
95.44 |
S2 |
95.11 |
95.11 |
96.16 |
|
S3 |
93.76 |
94.41 |
96.04 |
|
S4 |
92.41 |
93.06 |
95.67 |
|
|
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 |
97.94 |
95.26 |
2.68 |
2.8% |
1.59 |
1.6% |
43% |
False |
False |
254,840 |
10 |
98.67 |
95.26 |
3.41 |
3.5% |
1.47 |
1.5% |
34% |
False |
False |
257,406 |
20 |
103.45 |
95.26 |
8.19 |
8.5% |
1.51 |
1.6% |
14% |
False |
False |
255,066 |
40 |
106.64 |
95.26 |
11.38 |
11.8% |
1.44 |
1.5% |
10% |
False |
False |
189,899 |
60 |
106.64 |
95.26 |
11.38 |
11.8% |
1.33 |
1.4% |
10% |
False |
False |
145,448 |
80 |
106.64 |
95.26 |
11.38 |
11.8% |
1.24 |
1.3% |
10% |
False |
False |
117,300 |
100 |
106.64 |
95.26 |
11.38 |
11.8% |
1.20 |
1.2% |
10% |
False |
False |
99,018 |
120 |
106.64 |
94.34 |
12.30 |
12.8% |
1.20 |
1.2% |
17% |
False |
False |
85,734 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.90 |
2.618 |
100.69 |
1.618 |
99.34 |
1.000 |
98.51 |
0.618 |
97.99 |
HIGH |
97.16 |
0.618 |
96.64 |
0.500 |
96.49 |
0.382 |
96.33 |
LOW |
95.81 |
0.618 |
94.98 |
1.000 |
94.46 |
1.618 |
93.63 |
2.618 |
92.28 |
4.250 |
90.07 |
|
|
Fisher Pivots for day following 18-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
96.49 |
96.43 |
PP |
96.46 |
96.42 |
S1 |
96.44 |
96.42 |
|