NYMEX Light Sweet Crude Oil Future November 2014
Trading Metrics calculated at close of trading on 18-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2014 |
18-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
93.59 |
94.46 |
0.87 |
0.9% |
96.19 |
High |
94.79 |
94.46 |
-0.33 |
-0.3% |
97.17 |
Low |
93.43 |
92.81 |
-0.62 |
-0.7% |
93.39 |
Close |
94.74 |
93.12 |
-1.62 |
-1.7% |
94.74 |
Range |
1.36 |
1.65 |
0.29 |
21.3% |
3.78 |
ATR |
1.36 |
1.40 |
0.04 |
3.0% |
0.00 |
Volume |
68,989 |
67,151 |
-1,838 |
-2.7% |
258,517 |
|
Daily Pivots for day following 18-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.41 |
97.42 |
94.03 |
|
R3 |
96.76 |
95.77 |
93.57 |
|
R2 |
95.11 |
95.11 |
93.42 |
|
R1 |
94.12 |
94.12 |
93.27 |
93.79 |
PP |
93.46 |
93.46 |
93.46 |
93.30 |
S1 |
92.47 |
92.47 |
92.97 |
92.14 |
S2 |
91.81 |
91.81 |
92.82 |
|
S3 |
90.16 |
90.82 |
92.67 |
|
S4 |
88.51 |
89.17 |
92.21 |
|
|
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 |
96.59 |
92.81 |
3.78 |
4.1% |
1.60 |
1.7% |
8% |
False |
True |
56,469 |
10 |
97.35 |
92.81 |
4.54 |
4.9% |
1.39 |
1.5% |
7% |
False |
True |
49,563 |
20 |
101.22 |
92.81 |
8.41 |
9.0% |
1.35 |
1.5% |
4% |
False |
True |
45,593 |
40 |
104.44 |
92.81 |
11.63 |
12.5% |
1.28 |
1.4% |
3% |
False |
True |
36,458 |
60 |
104.44 |
92.81 |
11.63 |
12.5% |
1.16 |
1.2% |
3% |
False |
True |
30,038 |
80 |
104.44 |
92.81 |
11.63 |
12.5% |
1.08 |
1.2% |
3% |
False |
True |
24,793 |
100 |
104.44 |
92.81 |
11.63 |
12.5% |
1.02 |
1.1% |
3% |
False |
True |
21,078 |
120 |
104.44 |
92.81 |
11.63 |
12.5% |
0.95 |
1.0% |
3% |
False |
True |
18,389 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.47 |
2.618 |
98.78 |
1.618 |
97.13 |
1.000 |
96.11 |
0.618 |
95.48 |
HIGH |
94.46 |
0.618 |
93.83 |
0.500 |
93.64 |
0.382 |
93.44 |
LOW |
92.81 |
0.618 |
91.79 |
1.000 |
91.16 |
1.618 |
90.14 |
2.618 |
88.49 |
4.250 |
85.80 |
|
|
Fisher Pivots for day following 18-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
93.64 |
94.50 |
PP |
93.46 |
94.04 |
S1 |
93.29 |
93.58 |
|