NYMEX Light Sweet Crude Oil Future November 2014
Trading Metrics calculated at close of trading on 22-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2014 |
22-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
92.84 |
93.35 |
0.51 |
0.5% |
94.46 |
High |
93.86 |
93.54 |
-0.32 |
-0.3% |
94.46 |
Low |
91.96 |
92.48 |
0.52 |
0.6% |
91.96 |
Close |
93.38 |
93.17 |
-0.21 |
-0.2% |
93.17 |
Range |
1.90 |
1.06 |
-0.84 |
-44.2% |
2.50 |
ATR |
1.41 |
1.38 |
-0.02 |
-1.8% |
0.00 |
Volume |
56,941 |
64,060 |
7,119 |
12.5% |
317,478 |
|
Daily Pivots for day following 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.24 |
95.77 |
93.75 |
|
R3 |
95.18 |
94.71 |
93.46 |
|
R2 |
94.12 |
94.12 |
93.36 |
|
R1 |
93.65 |
93.65 |
93.27 |
93.36 |
PP |
93.06 |
93.06 |
93.06 |
92.92 |
S1 |
92.59 |
92.59 |
93.07 |
92.30 |
S2 |
92.00 |
92.00 |
92.98 |
|
S3 |
90.94 |
91.53 |
92.88 |
|
S4 |
89.88 |
90.47 |
92.59 |
|
|
Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.70 |
99.43 |
94.55 |
|
R3 |
98.20 |
96.93 |
93.86 |
|
R2 |
95.70 |
95.70 |
93.63 |
|
R1 |
94.43 |
94.43 |
93.40 |
93.82 |
PP |
93.20 |
93.20 |
93.20 |
92.89 |
S1 |
91.93 |
91.93 |
92.94 |
91.32 |
S2 |
90.70 |
90.70 |
92.71 |
|
S3 |
88.20 |
89.43 |
92.48 |
|
S4 |
85.70 |
86.93 |
91.80 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.46 |
91.96 |
2.50 |
2.7% |
1.39 |
1.5% |
48% |
False |
False |
63,495 |
10 |
97.17 |
91.96 |
5.21 |
5.6% |
1.43 |
1.5% |
23% |
False |
False |
57,599 |
20 |
100.08 |
91.96 |
8.12 |
8.7% |
1.37 |
1.5% |
15% |
False |
False |
49,344 |
40 |
103.57 |
91.96 |
11.61 |
12.5% |
1.29 |
1.4% |
10% |
False |
False |
40,719 |
60 |
104.44 |
91.96 |
12.48 |
13.4% |
1.19 |
1.3% |
10% |
False |
False |
33,619 |
80 |
104.44 |
91.96 |
12.48 |
13.4% |
1.10 |
1.2% |
10% |
False |
False |
27,577 |
100 |
104.44 |
91.96 |
12.48 |
13.4% |
1.04 |
1.1% |
10% |
False |
False |
23,384 |
120 |
104.44 |
91.96 |
12.48 |
13.4% |
0.98 |
1.0% |
10% |
False |
False |
20,310 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.05 |
2.618 |
96.32 |
1.618 |
95.26 |
1.000 |
94.60 |
0.618 |
94.20 |
HIGH |
93.54 |
0.618 |
93.14 |
0.500 |
93.01 |
0.382 |
92.88 |
LOW |
92.48 |
0.618 |
91.82 |
1.000 |
91.42 |
1.618 |
90.76 |
2.618 |
89.70 |
4.250 |
87.98 |
|
|
Fisher Pivots for day following 22-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
93.12 |
93.08 |
PP |
93.06 |
93.00 |
S1 |
93.01 |
92.91 |
|