NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 18-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2014 |
18-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
93.20 |
94.08 |
0.88 |
0.9% |
95.82 |
High |
94.43 |
94.11 |
-0.32 |
-0.3% |
96.73 |
Low |
93.13 |
92.45 |
-0.68 |
-0.7% |
93.09 |
Close |
94.39 |
92.77 |
-1.62 |
-1.7% |
94.39 |
Range |
1.30 |
1.66 |
0.36 |
27.7% |
3.64 |
ATR |
1.33 |
1.38 |
0.04 |
3.3% |
0.00 |
Volume |
80,085 |
64,928 |
-15,157 |
-18.9% |
286,877 |
|
Daily Pivots for day following 18-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.09 |
97.09 |
93.68 |
|
R3 |
96.43 |
95.43 |
93.23 |
|
R2 |
94.77 |
94.77 |
93.07 |
|
R1 |
93.77 |
93.77 |
92.92 |
93.44 |
PP |
93.11 |
93.11 |
93.11 |
92.95 |
S1 |
92.11 |
92.11 |
92.62 |
91.78 |
S2 |
91.45 |
91.45 |
92.47 |
|
S3 |
89.79 |
90.45 |
92.31 |
|
S4 |
88.13 |
88.79 |
91.86 |
|
|
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 |
96.15 |
92.45 |
3.70 |
4.0% |
1.57 |
1.7% |
9% |
False |
True |
60,673 |
10 |
96.98 |
92.45 |
4.53 |
4.9% |
1.35 |
1.5% |
7% |
False |
True |
60,527 |
20 |
100.35 |
92.45 |
7.90 |
8.5% |
1.32 |
1.4% |
4% |
False |
True |
60,938 |
40 |
103.66 |
92.45 |
11.21 |
12.1% |
1.27 |
1.4% |
3% |
False |
True |
61,414 |
60 |
103.66 |
92.45 |
11.21 |
12.1% |
1.17 |
1.3% |
3% |
False |
True |
58,490 |
80 |
103.66 |
92.45 |
11.21 |
12.1% |
1.12 |
1.2% |
3% |
False |
True |
54,359 |
100 |
103.66 |
92.45 |
11.21 |
12.1% |
1.09 |
1.2% |
3% |
False |
True |
51,395 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.17 |
2.618 |
98.46 |
1.618 |
96.80 |
1.000 |
95.77 |
0.618 |
95.14 |
HIGH |
94.11 |
0.618 |
93.48 |
0.500 |
93.28 |
0.382 |
93.08 |
LOW |
92.45 |
0.618 |
91.42 |
1.000 |
90.79 |
1.618 |
89.76 |
2.618 |
88.10 |
4.250 |
85.40 |
|
|
Fisher Pivots for day following 18-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
93.28 |
94.13 |
PP |
93.11 |
93.67 |
S1 |
92.94 |
93.22 |
|