NYMEX Light Sweet Crude Oil Future October 2014
| Trading Metrics calculated at close of trading on 29-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2014 |
29-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
93.75 |
94.56 |
0.81 |
0.9% |
93.34 |
| High |
94.71 |
96.00 |
1.29 |
1.4% |
96.00 |
| Low |
93.45 |
94.48 |
1.03 |
1.1% |
93.05 |
| Close |
94.55 |
95.96 |
1.41 |
1.5% |
95.96 |
| Range |
1.26 |
1.52 |
0.26 |
20.6% |
2.95 |
| ATR |
1.34 |
1.35 |
0.01 |
1.0% |
0.00 |
| Volume |
262,292 |
234,972 |
-27,320 |
-10.4% |
985,872 |
|
| Daily Pivots for day following 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.04 |
99.52 |
96.80 |
|
| R3 |
98.52 |
98.00 |
96.38 |
|
| R2 |
97.00 |
97.00 |
96.24 |
|
| R1 |
96.48 |
96.48 |
96.10 |
96.74 |
| PP |
95.48 |
95.48 |
95.48 |
95.61 |
| S1 |
94.96 |
94.96 |
95.82 |
95.22 |
| S2 |
93.96 |
93.96 |
95.68 |
|
| S3 |
92.44 |
93.44 |
95.54 |
|
| S4 |
90.92 |
91.92 |
95.12 |
|
|
| Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.85 |
102.86 |
97.58 |
|
| R3 |
100.90 |
99.91 |
96.77 |
|
| R2 |
97.95 |
97.95 |
96.50 |
|
| R1 |
96.96 |
96.96 |
96.23 |
97.46 |
| PP |
95.00 |
95.00 |
95.00 |
95.25 |
| S1 |
94.01 |
94.01 |
95.69 |
94.51 |
| S2 |
92.05 |
92.05 |
95.42 |
|
| S3 |
89.10 |
91.06 |
95.15 |
|
| S4 |
86.15 |
88.11 |
94.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.00 |
93.05 |
2.95 |
3.1% |
1.11 |
1.2% |
99% |
True |
False |
197,174 |
| 10 |
96.00 |
92.50 |
3.50 |
3.6% |
1.30 |
1.3% |
99% |
True |
False |
206,617 |
| 20 |
97.75 |
92.50 |
5.25 |
5.5% |
1.34 |
1.4% |
66% |
False |
False |
167,924 |
| 40 |
102.84 |
92.50 |
10.34 |
10.8% |
1.39 |
1.4% |
33% |
False |
False |
120,334 |
| 60 |
105.55 |
92.50 |
13.05 |
13.6% |
1.29 |
1.3% |
27% |
False |
False |
91,938 |
| 80 |
105.55 |
92.50 |
13.05 |
13.6% |
1.19 |
1.2% |
27% |
False |
False |
73,519 |
| 100 |
105.55 |
92.50 |
13.05 |
13.6% |
1.13 |
1.2% |
27% |
False |
False |
61,021 |
| 120 |
105.55 |
92.50 |
13.05 |
13.6% |
1.10 |
1.1% |
27% |
False |
False |
52,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.46 |
|
2.618 |
99.98 |
|
1.618 |
98.46 |
|
1.000 |
97.52 |
|
0.618 |
96.94 |
|
HIGH |
96.00 |
|
0.618 |
95.42 |
|
0.500 |
95.24 |
|
0.382 |
95.06 |
|
LOW |
94.48 |
|
0.618 |
93.54 |
|
1.000 |
92.96 |
|
1.618 |
92.02 |
|
2.618 |
90.50 |
|
4.250 |
88.02 |
|
|
| Fisher Pivots for day following 29-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
95.72 |
95.53 |
| PP |
95.48 |
95.11 |
| S1 |
95.24 |
94.68 |
|