NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 19-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2014 |
19-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
94.08 |
92.96 |
-1.12 |
-1.2% |
95.82 |
High |
94.11 |
93.32 |
-0.79 |
-0.8% |
96.73 |
Low |
92.45 |
91.89 |
-0.56 |
-0.6% |
93.09 |
Close |
92.77 |
92.10 |
-0.67 |
-0.7% |
94.39 |
Range |
1.66 |
1.43 |
-0.23 |
-13.9% |
3.64 |
ATR |
1.38 |
1.38 |
0.00 |
0.3% |
0.00 |
Volume |
64,928 |
51,863 |
-13,065 |
-20.1% |
286,877 |
|
Daily Pivots for day following 19-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.73 |
95.84 |
92.89 |
|
R3 |
95.30 |
94.41 |
92.49 |
|
R2 |
93.87 |
93.87 |
92.36 |
|
R1 |
92.98 |
92.98 |
92.23 |
92.71 |
PP |
92.44 |
92.44 |
92.44 |
92.30 |
S1 |
91.55 |
91.55 |
91.97 |
91.28 |
S2 |
91.01 |
91.01 |
91.84 |
|
S3 |
89.58 |
90.12 |
91.71 |
|
S4 |
88.15 |
88.69 |
91.31 |
|
|
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 |
96.02 |
91.89 |
4.13 |
4.5% |
1.62 |
1.8% |
5% |
False |
True |
62,414 |
10 |
96.98 |
91.89 |
5.09 |
5.5% |
1.39 |
1.5% |
4% |
False |
True |
61,219 |
20 |
100.08 |
91.89 |
8.19 |
8.9% |
1.33 |
1.4% |
3% |
False |
True |
60,758 |
40 |
103.66 |
91.89 |
11.77 |
12.8% |
1.27 |
1.4% |
2% |
False |
True |
61,414 |
60 |
103.66 |
91.89 |
11.77 |
12.8% |
1.18 |
1.3% |
2% |
False |
True |
58,774 |
80 |
103.66 |
91.89 |
11.77 |
12.8% |
1.12 |
1.2% |
2% |
False |
True |
54,419 |
100 |
103.66 |
91.89 |
11.77 |
12.8% |
1.09 |
1.2% |
2% |
False |
True |
51,626 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.40 |
2.618 |
97.06 |
1.618 |
95.63 |
1.000 |
94.75 |
0.618 |
94.20 |
HIGH |
93.32 |
0.618 |
92.77 |
0.500 |
92.61 |
0.382 |
92.44 |
LOW |
91.89 |
0.618 |
91.01 |
1.000 |
90.46 |
1.618 |
89.58 |
2.618 |
88.15 |
4.250 |
85.81 |
|
|
Fisher Pivots for day following 19-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
92.61 |
93.16 |
PP |
92.44 |
92.81 |
S1 |
92.27 |
92.45 |
|