NYMEX Light Sweet Crude Oil Future November 2014
Trading Metrics calculated at close of trading on 19-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2014 |
19-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
94.46 |
93.26 |
-1.20 |
-1.3% |
96.19 |
High |
94.46 |
93.69 |
-0.77 |
-0.8% |
97.17 |
Low |
92.81 |
92.13 |
-0.68 |
-0.7% |
93.39 |
Close |
93.12 |
92.34 |
-0.78 |
-0.8% |
94.74 |
Range |
1.65 |
1.56 |
-0.09 |
-5.5% |
3.78 |
ATR |
1.40 |
1.41 |
0.01 |
0.8% |
0.00 |
Volume |
67,151 |
49,754 |
-17,397 |
-25.9% |
258,517 |
|
Daily Pivots for day following 19-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.40 |
96.43 |
93.20 |
|
R3 |
95.84 |
94.87 |
92.77 |
|
R2 |
94.28 |
94.28 |
92.63 |
|
R1 |
93.31 |
93.31 |
92.48 |
93.02 |
PP |
92.72 |
92.72 |
92.72 |
92.57 |
S1 |
91.75 |
91.75 |
92.20 |
91.46 |
S2 |
91.16 |
91.16 |
92.05 |
|
S3 |
89.60 |
90.19 |
91.91 |
|
S4 |
88.04 |
88.63 |
91.48 |
|
|
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 |
96.41 |
92.13 |
4.28 |
4.6% |
1.68 |
1.8% |
5% |
False |
True |
56,544 |
10 |
97.35 |
92.13 |
5.22 |
5.7% |
1.42 |
1.5% |
4% |
False |
True |
52,184 |
20 |
100.93 |
92.13 |
8.80 |
9.5% |
1.36 |
1.5% |
2% |
False |
True |
45,980 |
40 |
104.44 |
92.13 |
12.31 |
13.3% |
1.29 |
1.4% |
2% |
False |
True |
37,183 |
60 |
104.44 |
92.13 |
12.31 |
13.3% |
1.18 |
1.3% |
2% |
False |
True |
30,691 |
80 |
104.44 |
92.13 |
12.31 |
13.3% |
1.09 |
1.2% |
2% |
False |
True |
25,306 |
100 |
104.44 |
92.13 |
12.31 |
13.3% |
1.03 |
1.1% |
2% |
False |
True |
21,532 |
120 |
104.44 |
92.13 |
12.31 |
13.3% |
0.96 |
1.0% |
2% |
False |
True |
18,766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.32 |
2.618 |
97.77 |
1.618 |
96.21 |
1.000 |
95.25 |
0.618 |
94.65 |
HIGH |
93.69 |
0.618 |
93.09 |
0.500 |
92.91 |
0.382 |
92.73 |
LOW |
92.13 |
0.618 |
91.17 |
1.000 |
90.57 |
1.618 |
89.61 |
2.618 |
88.05 |
4.250 |
85.50 |
|
|
Fisher Pivots for day following 19-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
92.91 |
93.46 |
PP |
92.72 |
93.09 |
S1 |
92.53 |
92.71 |
|