NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 22-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2014 |
22-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
92.51 |
93.03 |
0.52 |
0.6% |
94.08 |
High |
93.50 |
93.22 |
-0.28 |
-0.3% |
94.11 |
Low |
91.66 |
92.23 |
0.57 |
0.6% |
91.66 |
Close |
93.04 |
92.92 |
-0.12 |
-0.1% |
92.92 |
Range |
1.84 |
0.99 |
-0.85 |
-46.2% |
2.45 |
ATR |
1.37 |
1.34 |
-0.03 |
-2.0% |
0.00 |
Volume |
50,622 |
79,964 |
29,342 |
58.0% |
330,083 |
|
Daily Pivots for day following 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.76 |
95.33 |
93.46 |
|
R3 |
94.77 |
94.34 |
93.19 |
|
R2 |
93.78 |
93.78 |
93.10 |
|
R1 |
93.35 |
93.35 |
93.01 |
93.07 |
PP |
92.79 |
92.79 |
92.79 |
92.65 |
S1 |
92.36 |
92.36 |
92.83 |
92.08 |
S2 |
91.80 |
91.80 |
92.74 |
|
S3 |
90.81 |
91.37 |
92.65 |
|
S4 |
89.82 |
90.38 |
92.38 |
|
|
Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.25 |
99.03 |
94.27 |
|
R3 |
97.80 |
96.58 |
93.59 |
|
R2 |
95.35 |
95.35 |
93.37 |
|
R1 |
94.13 |
94.13 |
93.14 |
93.52 |
PP |
92.90 |
92.90 |
92.90 |
92.59 |
S1 |
91.68 |
91.68 |
92.70 |
91.07 |
S2 |
90.45 |
90.45 |
92.47 |
|
S3 |
88.00 |
89.23 |
92.25 |
|
S4 |
85.55 |
86.78 |
91.57 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.11 |
91.66 |
2.45 |
2.6% |
1.33 |
1.4% |
51% |
False |
False |
66,016 |
10 |
96.73 |
91.66 |
5.07 |
5.5% |
1.38 |
1.5% |
25% |
False |
False |
61,696 |
20 |
99.36 |
91.66 |
7.70 |
8.3% |
1.33 |
1.4% |
16% |
False |
False |
62,727 |
40 |
102.72 |
91.66 |
11.06 |
11.9% |
1.26 |
1.4% |
11% |
False |
False |
62,755 |
60 |
103.66 |
91.66 |
12.00 |
12.9% |
1.19 |
1.3% |
11% |
False |
False |
60,579 |
80 |
103.66 |
91.66 |
12.00 |
12.9% |
1.12 |
1.2% |
11% |
False |
False |
55,605 |
100 |
103.66 |
91.66 |
12.00 |
12.9% |
1.09 |
1.2% |
11% |
False |
False |
52,794 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.43 |
2.618 |
95.81 |
1.618 |
94.82 |
1.000 |
94.21 |
0.618 |
93.83 |
HIGH |
93.22 |
0.618 |
92.84 |
0.500 |
92.73 |
0.382 |
92.61 |
LOW |
92.23 |
0.618 |
91.62 |
1.000 |
91.24 |
1.618 |
90.63 |
2.618 |
89.64 |
4.250 |
88.02 |
|
|
Fisher Pivots for day following 22-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
92.86 |
92.81 |
PP |
92.79 |
92.69 |
S1 |
92.73 |
92.58 |
|