NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 21-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2014 |
21-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
92.13 |
92.51 |
0.38 |
0.4% |
95.82 |
High |
92.74 |
93.50 |
0.76 |
0.8% |
96.73 |
Low |
92.03 |
91.66 |
-0.37 |
-0.4% |
93.09 |
Close |
92.57 |
93.04 |
0.47 |
0.5% |
94.39 |
Range |
0.71 |
1.84 |
1.13 |
159.2% |
3.64 |
ATR |
1.33 |
1.37 |
0.04 |
2.7% |
0.00 |
Volume |
82,706 |
50,622 |
-32,084 |
-38.8% |
286,877 |
|
Daily Pivots for day following 21-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.25 |
97.49 |
94.05 |
|
R3 |
96.41 |
95.65 |
93.55 |
|
R2 |
94.57 |
94.57 |
93.38 |
|
R1 |
93.81 |
93.81 |
93.21 |
94.19 |
PP |
92.73 |
92.73 |
92.73 |
92.93 |
S1 |
91.97 |
91.97 |
92.87 |
92.35 |
S2 |
90.89 |
90.89 |
92.70 |
|
S3 |
89.05 |
90.13 |
92.53 |
|
S4 |
87.21 |
88.29 |
92.03 |
|
|
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 |
94.43 |
91.66 |
2.77 |
3.0% |
1.39 |
1.5% |
50% |
False |
True |
66,040 |
10 |
96.98 |
91.66 |
5.32 |
5.7% |
1.42 |
1.5% |
26% |
False |
True |
61,373 |
20 |
99.51 |
91.66 |
7.85 |
8.4% |
1.34 |
1.4% |
18% |
False |
True |
61,124 |
40 |
103.07 |
91.66 |
11.41 |
12.3% |
1.27 |
1.4% |
12% |
False |
True |
62,760 |
60 |
103.66 |
91.66 |
12.00 |
12.9% |
1.19 |
1.3% |
12% |
False |
True |
59,943 |
80 |
103.66 |
91.66 |
12.00 |
12.9% |
1.12 |
1.2% |
12% |
False |
True |
55,126 |
100 |
103.66 |
91.66 |
12.00 |
12.9% |
1.10 |
1.2% |
12% |
False |
True |
52,260 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.32 |
2.618 |
98.32 |
1.618 |
96.48 |
1.000 |
95.34 |
0.618 |
94.64 |
HIGH |
93.50 |
0.618 |
92.80 |
0.500 |
92.58 |
0.382 |
92.36 |
LOW |
91.66 |
0.618 |
90.52 |
1.000 |
89.82 |
1.618 |
88.68 |
2.618 |
86.84 |
4.250 |
83.84 |
|
|
Fisher Pivots for day following 21-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
92.89 |
92.89 |
PP |
92.73 |
92.73 |
S1 |
92.58 |
92.58 |
|