NYMEX Light Sweet Crude Oil Future October 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 |
95.14 |
93.85 |
-1.29 |
-1.4% |
96.66 |
| High |
95.14 |
94.37 |
-0.77 |
-0.8% |
97.67 |
| Low |
93.42 |
92.62 |
-0.80 |
-0.9% |
93.85 |
| Close |
93.75 |
92.86 |
-0.89 |
-0.9% |
95.32 |
| Range |
1.72 |
1.75 |
0.03 |
1.7% |
3.82 |
| ATR |
1.46 |
1.49 |
0.02 |
1.4% |
0.00 |
| Volume |
177,858 |
277,495 |
99,637 |
56.0% |
769,031 |
|
| Daily Pivots for day following 19-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.53 |
97.45 |
93.82 |
|
| R3 |
96.78 |
95.70 |
93.34 |
|
| R2 |
95.03 |
95.03 |
93.18 |
|
| R1 |
93.95 |
93.95 |
93.02 |
93.62 |
| PP |
93.28 |
93.28 |
93.28 |
93.12 |
| S1 |
92.20 |
92.20 |
92.70 |
91.87 |
| S2 |
91.53 |
91.53 |
92.54 |
|
| S3 |
89.78 |
90.45 |
92.38 |
|
| S4 |
88.03 |
88.70 |
91.90 |
|
|
| Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.07 |
105.02 |
97.42 |
|
| R3 |
103.25 |
101.20 |
96.37 |
|
| R2 |
99.43 |
99.43 |
96.02 |
|
| R1 |
97.38 |
97.38 |
95.67 |
96.50 |
| PP |
95.61 |
95.61 |
95.61 |
95.17 |
| S1 |
93.56 |
93.56 |
94.97 |
92.68 |
| S2 |
91.79 |
91.79 |
94.62 |
|
| S3 |
87.97 |
89.74 |
94.27 |
|
| S4 |
84.15 |
85.92 |
93.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.88 |
92.62 |
4.26 |
4.6% |
1.76 |
1.9% |
6% |
False |
True |
199,674 |
| 10 |
97.75 |
92.62 |
5.13 |
5.5% |
1.49 |
1.6% |
5% |
False |
True |
158,475 |
| 20 |
101.82 |
92.62 |
9.20 |
9.9% |
1.44 |
1.6% |
3% |
False |
True |
123,802 |
| 40 |
105.52 |
92.62 |
12.90 |
13.9% |
1.38 |
1.5% |
2% |
False |
True |
87,039 |
| 60 |
105.55 |
92.62 |
12.93 |
13.9% |
1.26 |
1.4% |
2% |
False |
True |
67,440 |
| 80 |
105.55 |
92.62 |
12.93 |
13.9% |
1.17 |
1.3% |
2% |
False |
True |
54,590 |
| 100 |
105.55 |
92.62 |
12.93 |
13.9% |
1.12 |
1.2% |
2% |
False |
True |
45,532 |
| 120 |
105.55 |
92.62 |
12.93 |
13.9% |
1.09 |
1.2% |
2% |
False |
True |
39,074 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.81 |
|
2.618 |
98.95 |
|
1.618 |
97.20 |
|
1.000 |
96.12 |
|
0.618 |
95.45 |
|
HIGH |
94.37 |
|
0.618 |
93.70 |
|
0.500 |
93.50 |
|
0.382 |
93.29 |
|
LOW |
92.62 |
|
0.618 |
91.54 |
|
1.000 |
90.87 |
|
1.618 |
89.79 |
|
2.618 |
88.04 |
|
4.250 |
85.18 |
|
|
| Fisher Pivots for day following 19-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
93.50 |
94.00 |
| PP |
93.28 |
93.62 |
| S1 |
93.07 |
93.24 |
|