NYMEX Light Sweet Crude Oil Future October 2014
Trading Metrics calculated at close of trading on 22-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2014 |
22-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
93.49 |
93.89 |
0.40 |
0.4% |
95.14 |
High |
94.45 |
94.04 |
-0.41 |
-0.4% |
95.14 |
Low |
92.50 |
92.92 |
0.42 |
0.5% |
92.50 |
Close |
93.96 |
93.65 |
-0.31 |
-0.3% |
93.65 |
Range |
1.95 |
1.12 |
-0.83 |
-42.6% |
2.64 |
ATR |
1.48 |
1.45 |
-0.03 |
-1.7% |
0.00 |
Volume |
226,343 |
191,457 |
-34,886 |
-15.4% |
1,080,305 |
|
Daily Pivots for day following 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.90 |
96.39 |
94.27 |
|
R3 |
95.78 |
95.27 |
93.96 |
|
R2 |
94.66 |
94.66 |
93.86 |
|
R1 |
94.15 |
94.15 |
93.75 |
93.85 |
PP |
93.54 |
93.54 |
93.54 |
93.38 |
S1 |
93.03 |
93.03 |
93.55 |
92.73 |
S2 |
92.42 |
92.42 |
93.44 |
|
S3 |
91.30 |
91.91 |
93.34 |
|
S4 |
90.18 |
90.79 |
93.03 |
|
|
Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.68 |
100.31 |
95.10 |
|
R3 |
99.04 |
97.67 |
94.38 |
|
R2 |
96.40 |
96.40 |
94.13 |
|
R1 |
95.03 |
95.03 |
93.89 |
94.40 |
PP |
93.76 |
93.76 |
93.76 |
93.45 |
S1 |
92.39 |
92.39 |
93.41 |
91.76 |
S2 |
91.12 |
91.12 |
93.17 |
|
S3 |
88.48 |
89.75 |
92.92 |
|
S4 |
85.84 |
87.11 |
92.20 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.14 |
92.50 |
2.64 |
2.8% |
1.48 |
1.6% |
44% |
False |
False |
216,061 |
10 |
97.67 |
92.50 |
5.17 |
5.5% |
1.50 |
1.6% |
22% |
False |
False |
184,933 |
20 |
100.89 |
92.50 |
8.39 |
9.0% |
1.45 |
1.5% |
14% |
False |
False |
141,728 |
40 |
104.50 |
92.50 |
12.00 |
12.8% |
1.37 |
1.5% |
10% |
False |
False |
100,034 |
60 |
105.55 |
92.50 |
13.05 |
13.9% |
1.28 |
1.4% |
9% |
False |
False |
77,108 |
80 |
105.55 |
92.50 |
13.05 |
13.9% |
1.18 |
1.3% |
9% |
False |
False |
61,967 |
100 |
105.55 |
92.50 |
13.05 |
13.9% |
1.13 |
1.2% |
9% |
False |
False |
51,573 |
120 |
105.55 |
92.50 |
13.05 |
13.9% |
1.09 |
1.2% |
9% |
False |
False |
44,108 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.80 |
2.618 |
96.97 |
1.618 |
95.85 |
1.000 |
95.16 |
0.618 |
94.73 |
HIGH |
94.04 |
0.618 |
93.61 |
0.500 |
93.48 |
0.382 |
93.35 |
LOW |
92.92 |
0.618 |
92.23 |
1.000 |
91.80 |
1.618 |
91.11 |
2.618 |
89.99 |
4.250 |
88.16 |
|
|
Fisher Pivots for day following 22-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
93.59 |
93.59 |
PP |
93.54 |
93.53 |
S1 |
93.48 |
93.48 |
|