NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 20-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2014 |
20-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
92.96 |
92.13 |
-0.83 |
-0.9% |
95.82 |
High |
93.32 |
92.74 |
-0.58 |
-0.6% |
96.73 |
Low |
91.89 |
92.03 |
0.14 |
0.2% |
93.09 |
Close |
92.10 |
92.57 |
0.47 |
0.5% |
94.39 |
Range |
1.43 |
0.71 |
-0.72 |
-50.3% |
3.64 |
ATR |
1.38 |
1.33 |
-0.05 |
-3.5% |
0.00 |
Volume |
51,863 |
82,706 |
30,843 |
59.5% |
286,877 |
|
Daily Pivots for day following 20-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.58 |
94.28 |
92.96 |
|
R3 |
93.87 |
93.57 |
92.77 |
|
R2 |
93.16 |
93.16 |
92.70 |
|
R1 |
92.86 |
92.86 |
92.64 |
93.01 |
PP |
92.45 |
92.45 |
92.45 |
92.52 |
S1 |
92.15 |
92.15 |
92.50 |
92.30 |
S2 |
91.74 |
91.74 |
92.44 |
|
S3 |
91.03 |
91.44 |
92.37 |
|
S4 |
90.32 |
90.73 |
92.18 |
|
|
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 |
95.80 |
91.89 |
3.91 |
4.2% |
1.56 |
1.7% |
17% |
False |
False |
68,084 |
10 |
96.98 |
91.89 |
5.09 |
5.5% |
1.35 |
1.5% |
13% |
False |
False |
62,122 |
20 |
100.08 |
91.89 |
8.19 |
8.8% |
1.30 |
1.4% |
8% |
False |
False |
62,236 |
40 |
103.66 |
91.89 |
11.77 |
12.7% |
1.26 |
1.4% |
6% |
False |
False |
62,536 |
60 |
103.66 |
91.89 |
11.77 |
12.7% |
1.18 |
1.3% |
6% |
False |
False |
59,652 |
80 |
103.66 |
91.89 |
11.77 |
12.7% |
1.11 |
1.2% |
6% |
False |
False |
54,944 |
100 |
103.66 |
91.89 |
11.77 |
12.7% |
1.09 |
1.2% |
6% |
False |
False |
52,041 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.76 |
2.618 |
94.60 |
1.618 |
93.89 |
1.000 |
93.45 |
0.618 |
93.18 |
HIGH |
92.74 |
0.618 |
92.47 |
0.500 |
92.39 |
0.382 |
92.30 |
LOW |
92.03 |
0.618 |
91.59 |
1.000 |
91.32 |
1.618 |
90.88 |
2.618 |
90.17 |
4.250 |
89.01 |
|
|
Fisher Pivots for day following 20-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
92.51 |
93.00 |
PP |
92.45 |
92.86 |
S1 |
92.39 |
92.71 |
|