NYMEX Light Sweet Crude Oil Future October 2014
Trading Metrics calculated at close of trading on 25-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2014 |
25-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
93.89 |
93.34 |
-0.55 |
-0.6% |
95.14 |
High |
94.04 |
93.95 |
-0.09 |
-0.1% |
95.14 |
Low |
92.92 |
93.05 |
0.13 |
0.1% |
92.50 |
Close |
93.65 |
93.35 |
-0.30 |
-0.3% |
93.65 |
Range |
1.12 |
0.90 |
-0.22 |
-19.6% |
2.64 |
ATR |
1.45 |
1.41 |
-0.04 |
-2.7% |
0.00 |
Volume |
191,457 |
137,420 |
-54,037 |
-28.2% |
1,080,305 |
|
Daily Pivots for day following 25-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.15 |
95.65 |
93.85 |
|
R3 |
95.25 |
94.75 |
93.60 |
|
R2 |
94.35 |
94.35 |
93.52 |
|
R1 |
93.85 |
93.85 |
93.43 |
94.10 |
PP |
93.45 |
93.45 |
93.45 |
93.58 |
S1 |
92.95 |
92.95 |
93.27 |
93.20 |
S2 |
92.55 |
92.55 |
93.19 |
|
S3 |
91.65 |
92.05 |
93.10 |
|
S4 |
90.75 |
91.15 |
92.86 |
|
|
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 |
94.45 |
92.50 |
1.95 |
2.1% |
1.31 |
1.4% |
44% |
False |
False |
207,973 |
10 |
97.08 |
92.50 |
4.58 |
4.9% |
1.48 |
1.6% |
19% |
False |
False |
187,250 |
20 |
100.48 |
92.50 |
7.98 |
8.5% |
1.43 |
1.5% |
11% |
False |
False |
144,395 |
40 |
104.46 |
92.50 |
11.96 |
12.8% |
1.37 |
1.5% |
7% |
False |
False |
102,732 |
60 |
105.55 |
92.50 |
13.05 |
14.0% |
1.28 |
1.4% |
7% |
False |
False |
79,123 |
80 |
105.55 |
92.50 |
13.05 |
14.0% |
1.18 |
1.3% |
7% |
False |
False |
63,504 |
100 |
105.55 |
92.50 |
13.05 |
14.0% |
1.13 |
1.2% |
7% |
False |
False |
52,862 |
120 |
105.55 |
92.50 |
13.05 |
14.0% |
1.09 |
1.2% |
7% |
False |
False |
45,203 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.78 |
2.618 |
96.31 |
1.618 |
95.41 |
1.000 |
94.85 |
0.618 |
94.51 |
HIGH |
93.95 |
0.618 |
93.61 |
0.500 |
93.50 |
0.382 |
93.39 |
LOW |
93.05 |
0.618 |
92.49 |
1.000 |
92.15 |
1.618 |
91.59 |
2.618 |
90.69 |
4.250 |
89.23 |
|
|
Fisher Pivots for day following 25-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
93.50 |
93.48 |
PP |
93.45 |
93.43 |
S1 |
93.40 |
93.39 |
|