NYMEX Light Sweet Crude Oil Future September 2014
Trading Metrics calculated at close of trading on 19-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2014 |
19-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
97.10 |
96.56 |
-0.54 |
-0.6% |
97.54 |
High |
97.16 |
97.05 |
-0.11 |
-0.1% |
98.58 |
Low |
95.81 |
94.26 |
-1.55 |
-1.6% |
95.26 |
Close |
96.41 |
94.48 |
-1.93 |
-2.0% |
97.35 |
Range |
1.35 |
2.79 |
1.44 |
106.7% |
3.32 |
ATR |
1.52 |
1.61 |
0.09 |
6.0% |
0.00 |
Volume |
157,537 |
109,041 |
-48,496 |
-30.8% |
1,358,157 |
|
Daily Pivots for day following 19-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.63 |
101.85 |
96.01 |
|
R3 |
100.84 |
99.06 |
95.25 |
|
R2 |
98.05 |
98.05 |
94.99 |
|
R1 |
96.27 |
96.27 |
94.74 |
95.77 |
PP |
95.26 |
95.26 |
95.26 |
95.01 |
S1 |
93.48 |
93.48 |
94.22 |
92.98 |
S2 |
92.47 |
92.47 |
93.97 |
|
S3 |
89.68 |
90.69 |
93.71 |
|
S4 |
86.89 |
87.90 |
92.95 |
|
|
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 |
97.78 |
94.26 |
3.52 |
3.7% |
1.92 |
2.0% |
6% |
False |
True |
228,130 |
10 |
98.58 |
94.26 |
4.32 |
4.6% |
1.58 |
1.7% |
5% |
False |
True |
244,087 |
20 |
103.34 |
94.26 |
9.08 |
9.6% |
1.57 |
1.7% |
2% |
False |
True |
247,898 |
40 |
106.64 |
94.26 |
12.38 |
13.1% |
1.48 |
1.6% |
2% |
False |
True |
191,147 |
60 |
106.64 |
94.26 |
12.38 |
13.1% |
1.37 |
1.4% |
2% |
False |
True |
146,667 |
80 |
106.64 |
94.26 |
12.38 |
13.1% |
1.27 |
1.3% |
2% |
False |
True |
118,314 |
100 |
106.64 |
94.26 |
12.38 |
13.1% |
1.23 |
1.3% |
2% |
False |
True |
99,868 |
120 |
106.64 |
94.26 |
12.38 |
13.1% |
1.21 |
1.3% |
2% |
False |
True |
86,548 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.91 |
2.618 |
104.35 |
1.618 |
101.56 |
1.000 |
99.84 |
0.618 |
98.77 |
HIGH |
97.05 |
0.618 |
95.98 |
0.500 |
95.66 |
0.382 |
95.33 |
LOW |
94.26 |
0.618 |
92.54 |
1.000 |
91.47 |
1.618 |
89.75 |
2.618 |
86.96 |
4.250 |
82.40 |
|
|
Fisher Pivots for day following 19-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
95.66 |
95.84 |
PP |
95.26 |
95.38 |
S1 |
94.87 |
94.93 |
|