NYMEX Light Sweet Crude Oil Future November 2014
Trading Metrics calculated at close of trading on 25-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2014 |
25-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
93.35 |
92.95 |
-0.40 |
-0.4% |
94.46 |
High |
93.54 |
93.48 |
-0.06 |
-0.1% |
94.46 |
Low |
92.48 |
92.60 |
0.12 |
0.1% |
91.96 |
Close |
93.17 |
92.88 |
-0.29 |
-0.3% |
93.17 |
Range |
1.06 |
0.88 |
-0.18 |
-17.0% |
2.50 |
ATR |
1.38 |
1.34 |
-0.04 |
-2.6% |
0.00 |
Volume |
64,060 |
47,734 |
-16,326 |
-25.5% |
317,478 |
|
Daily Pivots for day following 25-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.63 |
95.13 |
93.36 |
|
R3 |
94.75 |
94.25 |
93.12 |
|
R2 |
93.87 |
93.87 |
93.04 |
|
R1 |
93.37 |
93.37 |
92.96 |
93.18 |
PP |
92.99 |
92.99 |
92.99 |
92.89 |
S1 |
92.49 |
92.49 |
92.80 |
92.30 |
S2 |
92.11 |
92.11 |
92.72 |
|
S3 |
91.23 |
91.61 |
92.64 |
|
S4 |
90.35 |
90.73 |
92.40 |
|
|
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 |
93.86 |
91.96 |
1.90 |
2.0% |
1.24 |
1.3% |
48% |
False |
False |
59,612 |
10 |
96.59 |
91.96 |
4.63 |
5.0% |
1.42 |
1.5% |
20% |
False |
False |
58,040 |
20 |
99.60 |
91.96 |
7.64 |
8.2% |
1.35 |
1.5% |
12% |
False |
False |
49,755 |
40 |
103.54 |
91.96 |
11.58 |
12.5% |
1.30 |
1.4% |
8% |
False |
False |
41,530 |
60 |
104.44 |
91.96 |
12.48 |
13.4% |
1.19 |
1.3% |
7% |
False |
False |
34,273 |
80 |
104.44 |
91.96 |
12.48 |
13.4% |
1.10 |
1.2% |
7% |
False |
False |
28,062 |
100 |
104.44 |
91.96 |
12.48 |
13.4% |
1.04 |
1.1% |
7% |
False |
False |
23,807 |
120 |
104.44 |
91.96 |
12.48 |
13.4% |
0.98 |
1.1% |
7% |
False |
False |
20,671 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.22 |
2.618 |
95.78 |
1.618 |
94.90 |
1.000 |
94.36 |
0.618 |
94.02 |
HIGH |
93.48 |
0.618 |
93.14 |
0.500 |
93.04 |
0.382 |
92.94 |
LOW |
92.60 |
0.618 |
92.06 |
1.000 |
91.72 |
1.618 |
91.18 |
2.618 |
90.30 |
4.250 |
88.86 |
|
|
Fisher Pivots for day following 25-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
93.04 |
92.91 |
PP |
92.99 |
92.90 |
S1 |
92.93 |
92.89 |
|