NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 25-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2014 |
25-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
93.03 |
92.70 |
-0.33 |
-0.4% |
94.08 |
High |
93.22 |
93.25 |
0.03 |
0.0% |
94.11 |
Low |
92.23 |
92.39 |
0.16 |
0.2% |
91.66 |
Close |
92.92 |
92.68 |
-0.24 |
-0.3% |
92.92 |
Range |
0.99 |
0.86 |
-0.13 |
-13.1% |
2.45 |
ATR |
1.34 |
1.31 |
-0.03 |
-2.6% |
0.00 |
Volume |
79,964 |
51,690 |
-28,274 |
-35.4% |
330,083 |
|
Daily Pivots for day following 25-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.35 |
94.88 |
93.15 |
|
R3 |
94.49 |
94.02 |
92.92 |
|
R2 |
93.63 |
93.63 |
92.84 |
|
R1 |
93.16 |
93.16 |
92.76 |
92.97 |
PP |
92.77 |
92.77 |
92.77 |
92.68 |
S1 |
92.30 |
92.30 |
92.60 |
92.11 |
S2 |
91.91 |
91.91 |
92.52 |
|
S3 |
91.05 |
91.44 |
92.44 |
|
S4 |
90.19 |
90.58 |
92.21 |
|
|
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 |
93.50 |
91.66 |
1.84 |
2.0% |
1.17 |
1.3% |
55% |
False |
False |
63,369 |
10 |
96.15 |
91.66 |
4.49 |
4.8% |
1.37 |
1.5% |
23% |
False |
False |
62,021 |
20 |
98.92 |
91.66 |
7.26 |
7.8% |
1.31 |
1.4% |
14% |
False |
False |
62,071 |
40 |
102.71 |
91.66 |
11.05 |
11.9% |
1.26 |
1.4% |
9% |
False |
False |
62,889 |
60 |
103.66 |
91.66 |
12.00 |
12.9% |
1.19 |
1.3% |
9% |
False |
False |
60,790 |
80 |
103.66 |
91.66 |
12.00 |
12.9% |
1.12 |
1.2% |
9% |
False |
False |
55,615 |
100 |
103.66 |
91.66 |
12.00 |
12.9% |
1.10 |
1.2% |
9% |
False |
False |
52,942 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.91 |
2.618 |
95.50 |
1.618 |
94.64 |
1.000 |
94.11 |
0.618 |
93.78 |
HIGH |
93.25 |
0.618 |
92.92 |
0.500 |
92.82 |
0.382 |
92.72 |
LOW |
92.39 |
0.618 |
91.86 |
1.000 |
91.53 |
1.618 |
91.00 |
2.618 |
90.14 |
4.250 |
88.74 |
|
|
Fisher Pivots for day following 25-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
92.82 |
92.65 |
PP |
92.77 |
92.61 |
S1 |
92.73 |
92.58 |
|