NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 15-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2014 |
15-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
95.51 |
93.20 |
-2.31 |
-2.4% |
95.82 |
High |
95.80 |
94.43 |
-1.37 |
-1.4% |
96.73 |
Low |
93.09 |
93.13 |
0.04 |
0.0% |
93.09 |
Close |
93.29 |
94.39 |
1.10 |
1.2% |
94.39 |
Range |
2.71 |
1.30 |
-1.41 |
-52.0% |
3.64 |
ATR |
1.34 |
1.33 |
0.00 |
-0.2% |
0.00 |
Volume |
60,838 |
80,085 |
19,247 |
31.6% |
286,877 |
|
Daily Pivots for day following 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.88 |
97.44 |
95.11 |
|
R3 |
96.58 |
96.14 |
94.75 |
|
R2 |
95.28 |
95.28 |
94.63 |
|
R1 |
94.84 |
94.84 |
94.51 |
95.06 |
PP |
93.98 |
93.98 |
93.98 |
94.10 |
S1 |
93.54 |
93.54 |
94.27 |
93.76 |
S2 |
92.68 |
92.68 |
94.15 |
|
S3 |
91.38 |
92.24 |
94.03 |
|
S4 |
90.08 |
90.94 |
93.68 |
|
|
Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.66 |
103.66 |
96.39 |
|
R3 |
102.02 |
100.02 |
95.39 |
|
R2 |
98.38 |
98.38 |
95.06 |
|
R1 |
96.38 |
96.38 |
94.72 |
95.56 |
PP |
94.74 |
94.74 |
94.74 |
94.33 |
S1 |
92.74 |
92.74 |
94.06 |
91.92 |
S2 |
91.10 |
91.10 |
93.72 |
|
S3 |
87.46 |
89.10 |
93.39 |
|
S4 |
83.82 |
85.46 |
92.39 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
96.73 |
93.09 |
3.64 |
3.9% |
1.43 |
1.5% |
36% |
False |
False |
57,375 |
10 |
96.98 |
93.09 |
3.89 |
4.1% |
1.29 |
1.4% |
33% |
False |
False |
60,987 |
20 |
100.35 |
93.09 |
7.26 |
7.7% |
1.30 |
1.4% |
18% |
False |
False |
61,088 |
40 |
103.66 |
93.09 |
10.57 |
11.2% |
1.25 |
1.3% |
12% |
False |
False |
61,890 |
60 |
103.66 |
93.09 |
10.57 |
11.2% |
1.14 |
1.2% |
12% |
False |
False |
58,642 |
80 |
103.66 |
93.09 |
10.57 |
11.2% |
1.10 |
1.2% |
12% |
False |
False |
54,159 |
100 |
103.66 |
93.05 |
10.61 |
11.2% |
1.08 |
1.1% |
13% |
False |
False |
50,984 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.96 |
2.618 |
97.83 |
1.618 |
96.53 |
1.000 |
95.73 |
0.618 |
95.23 |
HIGH |
94.43 |
0.618 |
93.93 |
0.500 |
93.78 |
0.382 |
93.63 |
LOW |
93.13 |
0.618 |
92.33 |
1.000 |
91.83 |
1.618 |
91.03 |
2.618 |
89.73 |
4.250 |
87.61 |
|
|
Fisher Pivots for day following 15-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
94.19 |
94.56 |
PP |
93.98 |
94.50 |
S1 |
93.78 |
94.45 |
|