NYMEX Light Sweet Crude Oil Future November 2014
Trading Metrics calculated at close of trading on 29-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2014 |
29-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
93.19 |
93.88 |
0.69 |
0.7% |
92.95 |
High |
94.10 |
95.07 |
0.97 |
1.0% |
95.07 |
Low |
92.99 |
93.78 |
0.79 |
0.8% |
92.60 |
Close |
93.83 |
95.02 |
1.19 |
1.3% |
95.02 |
Range |
1.11 |
1.29 |
0.18 |
16.2% |
2.47 |
ATR |
1.27 |
1.28 |
0.00 |
0.1% |
0.00 |
Volume |
49,937 |
95,853 |
45,916 |
91.9% |
266,512 |
|
Daily Pivots for day following 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.49 |
98.05 |
95.73 |
|
R3 |
97.20 |
96.76 |
95.37 |
|
R2 |
95.91 |
95.91 |
95.26 |
|
R1 |
95.47 |
95.47 |
95.14 |
95.69 |
PP |
94.62 |
94.62 |
94.62 |
94.74 |
S1 |
94.18 |
94.18 |
94.90 |
94.40 |
S2 |
93.33 |
93.33 |
94.78 |
|
S3 |
92.04 |
92.89 |
94.67 |
|
S4 |
90.75 |
91.60 |
94.31 |
|
|
Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.64 |
100.80 |
96.38 |
|
R3 |
99.17 |
98.33 |
95.70 |
|
R2 |
96.70 |
96.70 |
95.47 |
|
R1 |
95.86 |
95.86 |
95.25 |
96.28 |
PP |
94.23 |
94.23 |
94.23 |
94.44 |
S1 |
93.39 |
93.39 |
94.79 |
93.81 |
S2 |
91.76 |
91.76 |
94.57 |
|
S3 |
89.29 |
90.92 |
94.34 |
|
S4 |
86.82 |
88.45 |
93.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.07 |
92.60 |
2.47 |
2.6% |
1.03 |
1.1% |
98% |
True |
False |
53,302 |
10 |
95.07 |
91.96 |
3.11 |
3.3% |
1.21 |
1.3% |
98% |
True |
False |
58,399 |
20 |
97.35 |
91.96 |
5.39 |
5.7% |
1.27 |
1.3% |
57% |
False |
False |
52,627 |
40 |
102.04 |
91.96 |
10.08 |
10.6% |
1.31 |
1.4% |
30% |
False |
False |
44,882 |
60 |
104.44 |
91.96 |
12.48 |
13.1% |
1.21 |
1.3% |
25% |
False |
False |
37,248 |
80 |
104.44 |
91.96 |
12.48 |
13.1% |
1.11 |
1.2% |
25% |
False |
False |
30,478 |
100 |
104.44 |
91.96 |
12.48 |
13.1% |
1.05 |
1.1% |
25% |
False |
False |
25,791 |
120 |
104.44 |
91.96 |
12.48 |
13.1% |
0.99 |
1.0% |
25% |
False |
False |
22,290 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.55 |
2.618 |
98.45 |
1.618 |
97.16 |
1.000 |
96.36 |
0.618 |
95.87 |
HIGH |
95.07 |
0.618 |
94.58 |
0.500 |
94.43 |
0.382 |
94.27 |
LOW |
93.78 |
0.618 |
92.98 |
1.000 |
92.49 |
1.618 |
91.69 |
2.618 |
90.40 |
4.250 |
88.30 |
|
|
Fisher Pivots for day following 29-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
94.82 |
94.67 |
PP |
94.62 |
94.32 |
S1 |
94.43 |
93.97 |
|