NYMEX Light Sweet Crude Oil Future November 2014
| Trading Metrics calculated at close of trading on 15-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2014 |
15-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
95.87 |
93.59 |
-2.28 |
-2.4% |
96.19 |
| High |
96.18 |
94.79 |
-1.39 |
-1.4% |
97.17 |
| Low |
93.39 |
93.43 |
0.04 |
0.0% |
93.39 |
| Close |
93.59 |
94.74 |
1.15 |
1.2% |
94.74 |
| Range |
2.79 |
1.36 |
-1.43 |
-51.3% |
3.78 |
| ATR |
1.36 |
1.36 |
0.00 |
0.0% |
0.00 |
| Volume |
54,568 |
68,989 |
14,421 |
26.4% |
258,517 |
|
| Daily Pivots for day following 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.40 |
97.93 |
95.49 |
|
| R3 |
97.04 |
96.57 |
95.11 |
|
| R2 |
95.68 |
95.68 |
94.99 |
|
| R1 |
95.21 |
95.21 |
94.86 |
95.45 |
| PP |
94.32 |
94.32 |
94.32 |
94.44 |
| S1 |
93.85 |
93.85 |
94.62 |
94.09 |
| S2 |
92.96 |
92.96 |
94.49 |
|
| S3 |
91.60 |
92.49 |
94.37 |
|
| S4 |
90.24 |
91.13 |
93.99 |
|
|
| Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.44 |
104.37 |
96.82 |
|
| R3 |
102.66 |
100.59 |
95.78 |
|
| R2 |
98.88 |
98.88 |
95.43 |
|
| R1 |
96.81 |
96.81 |
95.09 |
95.96 |
| PP |
95.10 |
95.10 |
95.10 |
94.67 |
| S1 |
93.03 |
93.03 |
94.39 |
92.18 |
| S2 |
91.32 |
91.32 |
94.05 |
|
| S3 |
87.54 |
89.25 |
93.70 |
|
| S4 |
83.76 |
85.47 |
92.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.17 |
93.39 |
3.78 |
4.0% |
1.48 |
1.6% |
36% |
False |
False |
51,703 |
| 10 |
97.35 |
93.39 |
3.96 |
4.2% |
1.33 |
1.4% |
34% |
False |
False |
46,855 |
| 20 |
101.22 |
93.39 |
7.83 |
8.3% |
1.33 |
1.4% |
17% |
False |
False |
43,791 |
| 40 |
104.44 |
93.39 |
11.05 |
11.7% |
1.26 |
1.3% |
12% |
False |
False |
35,437 |
| 60 |
104.44 |
93.39 |
11.05 |
11.7% |
1.14 |
1.2% |
12% |
False |
False |
29,221 |
| 80 |
104.44 |
93.39 |
11.05 |
11.7% |
1.06 |
1.1% |
12% |
False |
False |
24,088 |
| 100 |
104.44 |
93.39 |
11.05 |
11.7% |
1.01 |
1.1% |
12% |
False |
False |
20,429 |
| 120 |
104.44 |
93.00 |
11.44 |
12.1% |
0.94 |
1.0% |
15% |
False |
False |
17,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.57 |
|
2.618 |
98.35 |
|
1.618 |
96.99 |
|
1.000 |
96.15 |
|
0.618 |
95.63 |
|
HIGH |
94.79 |
|
0.618 |
94.27 |
|
0.500 |
94.11 |
|
0.382 |
93.95 |
|
LOW |
93.43 |
|
0.618 |
92.59 |
|
1.000 |
92.07 |
|
1.618 |
91.23 |
|
2.618 |
89.87 |
|
4.250 |
87.65 |
|
|
| Fisher Pivots for day following 15-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
94.53 |
94.90 |
| PP |
94.32 |
94.85 |
| S1 |
94.11 |
94.79 |
|