NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 14-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2014 |
14-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
95.49 |
95.51 |
0.02 |
0.0% |
95.66 |
High |
96.02 |
95.80 |
-0.22 |
-0.2% |
96.98 |
Low |
95.00 |
93.09 |
-1.91 |
-2.0% |
95.14 |
Close |
95.92 |
93.29 |
-2.63 |
-2.7% |
96.03 |
Range |
1.02 |
2.71 |
1.69 |
165.7% |
1.84 |
ATR |
1.22 |
1.34 |
0.11 |
9.4% |
0.00 |
Volume |
54,356 |
60,838 |
6,482 |
11.9% |
322,998 |
|
Daily Pivots for day following 14-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.19 |
100.45 |
94.78 |
|
R3 |
99.48 |
97.74 |
94.04 |
|
R2 |
96.77 |
96.77 |
93.79 |
|
R1 |
95.03 |
95.03 |
93.54 |
94.55 |
PP |
94.06 |
94.06 |
94.06 |
93.82 |
S1 |
92.32 |
92.32 |
93.04 |
91.84 |
S2 |
91.35 |
91.35 |
92.79 |
|
S3 |
88.64 |
89.61 |
92.54 |
|
S4 |
85.93 |
86.90 |
91.80 |
|
|
Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.57 |
100.64 |
97.04 |
|
R3 |
99.73 |
98.80 |
96.54 |
|
R2 |
97.89 |
97.89 |
96.37 |
|
R1 |
96.96 |
96.96 |
96.20 |
97.43 |
PP |
96.05 |
96.05 |
96.05 |
96.28 |
S1 |
95.12 |
95.12 |
95.86 |
95.59 |
S2 |
94.21 |
94.21 |
95.69 |
|
S3 |
92.37 |
93.28 |
95.52 |
|
S4 |
90.53 |
91.44 |
95.02 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.98 |
93.09 |
3.89 |
4.2% |
1.45 |
1.6% |
5% |
False |
True |
56,705 |
10 |
96.98 |
93.09 |
3.89 |
4.2% |
1.27 |
1.4% |
5% |
False |
True |
61,332 |
20 |
100.35 |
93.09 |
7.26 |
7.8% |
1.30 |
1.4% |
3% |
False |
True |
64,241 |
40 |
103.66 |
93.09 |
10.57 |
11.3% |
1.24 |
1.3% |
2% |
False |
True |
61,860 |
60 |
103.66 |
93.09 |
10.57 |
11.3% |
1.14 |
1.2% |
2% |
False |
True |
58,115 |
80 |
103.66 |
93.09 |
10.57 |
11.3% |
1.10 |
1.2% |
2% |
False |
True |
53,758 |
100 |
103.66 |
93.05 |
10.61 |
11.4% |
1.08 |
1.2% |
2% |
False |
False |
50,393 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.32 |
2.618 |
102.89 |
1.618 |
100.18 |
1.000 |
98.51 |
0.618 |
97.47 |
HIGH |
95.80 |
0.618 |
94.76 |
0.500 |
94.45 |
0.382 |
94.13 |
LOW |
93.09 |
0.618 |
91.42 |
1.000 |
90.38 |
1.618 |
88.71 |
2.618 |
86.00 |
4.250 |
81.57 |
|
|
Fisher Pivots for day following 14-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
94.45 |
94.62 |
PP |
94.06 |
94.18 |
S1 |
93.68 |
93.73 |
|