NYMEX Light Sweet Crude Oil Future November 2014
Trading Metrics calculated at close of trading on 26-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2014 |
26-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
92.95 |
92.89 |
-0.06 |
-0.1% |
94.46 |
High |
93.48 |
93.85 |
0.37 |
0.4% |
94.46 |
Low |
92.60 |
92.84 |
0.24 |
0.3% |
91.96 |
Close |
92.88 |
93.36 |
0.48 |
0.5% |
93.17 |
Range |
0.88 |
1.01 |
0.13 |
14.8% |
2.50 |
ATR |
1.34 |
1.32 |
-0.02 |
-1.8% |
0.00 |
Volume |
47,734 |
30,473 |
-17,261 |
-36.2% |
317,478 |
|
Daily Pivots for day following 26-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.38 |
95.88 |
93.92 |
|
R3 |
95.37 |
94.87 |
93.64 |
|
R2 |
94.36 |
94.36 |
93.55 |
|
R1 |
93.86 |
93.86 |
93.45 |
94.11 |
PP |
93.35 |
93.35 |
93.35 |
93.48 |
S1 |
92.85 |
92.85 |
93.27 |
93.10 |
S2 |
92.34 |
92.34 |
93.17 |
|
S3 |
91.33 |
91.84 |
93.08 |
|
S4 |
90.32 |
90.83 |
92.80 |
|
|
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% |
1.13 |
1.2% |
74% |
False |
False |
55,756 |
10 |
96.41 |
91.96 |
4.45 |
4.8% |
1.40 |
1.5% |
31% |
False |
False |
56,150 |
20 |
99.41 |
91.96 |
7.45 |
8.0% |
1.35 |
1.4% |
19% |
False |
False |
49,844 |
40 |
103.54 |
91.96 |
11.58 |
12.4% |
1.30 |
1.4% |
12% |
False |
False |
42,005 |
60 |
104.44 |
91.96 |
12.48 |
13.4% |
1.19 |
1.3% |
11% |
False |
False |
34,666 |
80 |
104.44 |
91.96 |
12.48 |
13.4% |
1.10 |
1.2% |
11% |
False |
False |
28,327 |
100 |
104.44 |
91.96 |
12.48 |
13.4% |
1.04 |
1.1% |
11% |
False |
False |
24,075 |
120 |
104.44 |
91.96 |
12.48 |
13.4% |
0.98 |
1.0% |
11% |
False |
False |
20,874 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.14 |
2.618 |
96.49 |
1.618 |
95.48 |
1.000 |
94.86 |
0.618 |
94.47 |
HIGH |
93.85 |
0.618 |
93.46 |
0.500 |
93.35 |
0.382 |
93.23 |
LOW |
92.84 |
0.618 |
92.22 |
1.000 |
91.83 |
1.618 |
91.21 |
2.618 |
90.20 |
4.250 |
88.55 |
|
|
Fisher Pivots for day following 26-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
93.36 |
93.30 |
PP |
93.35 |
93.23 |
S1 |
93.35 |
93.17 |
|