NYMEX Light Sweet Crude Oil Future October 2014
Trading Metrics calculated at close of trading on 26-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2014 |
26-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
93.34 |
93.36 |
0.02 |
0.0% |
95.14 |
High |
93.95 |
94.35 |
0.40 |
0.4% |
95.14 |
Low |
93.05 |
93.35 |
0.30 |
0.3% |
92.50 |
Close |
93.35 |
93.86 |
0.51 |
0.5% |
93.65 |
Range |
0.90 |
1.00 |
0.10 |
11.1% |
2.64 |
ATR |
1.41 |
1.38 |
-0.03 |
-2.1% |
0.00 |
Volume |
137,420 |
176,280 |
38,860 |
28.3% |
1,080,305 |
|
Daily Pivots for day following 26-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.85 |
96.36 |
94.41 |
|
R3 |
95.85 |
95.36 |
94.14 |
|
R2 |
94.85 |
94.85 |
94.04 |
|
R1 |
94.36 |
94.36 |
93.95 |
94.61 |
PP |
93.85 |
93.85 |
93.85 |
93.98 |
S1 |
93.36 |
93.36 |
93.77 |
93.61 |
S2 |
92.85 |
92.85 |
93.68 |
|
S3 |
91.85 |
92.36 |
93.59 |
|
S4 |
90.85 |
91.36 |
93.31 |
|
|
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% |
1.16 |
1.2% |
70% |
False |
False |
187,730 |
10 |
96.88 |
92.50 |
4.38 |
4.7% |
1.46 |
1.6% |
31% |
False |
False |
193,702 |
20 |
100.30 |
92.50 |
7.80 |
8.3% |
1.42 |
1.5% |
17% |
False |
False |
150,061 |
40 |
104.46 |
92.50 |
11.96 |
12.7% |
1.38 |
1.5% |
11% |
False |
False |
106,729 |
60 |
105.55 |
92.50 |
13.05 |
13.9% |
1.28 |
1.4% |
10% |
False |
False |
81,778 |
80 |
105.55 |
92.50 |
13.05 |
13.9% |
1.18 |
1.3% |
10% |
False |
False |
65,501 |
100 |
105.55 |
92.50 |
13.05 |
13.9% |
1.13 |
1.2% |
10% |
False |
False |
54,551 |
120 |
105.55 |
92.50 |
13.05 |
13.9% |
1.09 |
1.2% |
10% |
False |
False |
46,591 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.60 |
2.618 |
96.97 |
1.618 |
95.97 |
1.000 |
95.35 |
0.618 |
94.97 |
HIGH |
94.35 |
0.618 |
93.97 |
0.500 |
93.85 |
0.382 |
93.73 |
LOW |
93.35 |
0.618 |
92.73 |
1.000 |
92.35 |
1.618 |
91.73 |
2.618 |
90.73 |
4.250 |
89.10 |
|
|
Fisher Pivots for day following 26-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
93.86 |
93.79 |
PP |
93.85 |
93.71 |
S1 |
93.85 |
93.64 |
|