NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 26-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2014 |
26-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
92.70 |
92.66 |
-0.04 |
0.0% |
94.08 |
High |
93.25 |
93.60 |
0.35 |
0.4% |
94.11 |
Low |
92.39 |
92.63 |
0.24 |
0.3% |
91.66 |
Close |
92.68 |
93.13 |
0.45 |
0.5% |
92.92 |
Range |
0.86 |
0.97 |
0.11 |
12.8% |
2.45 |
ATR |
1.31 |
1.28 |
-0.02 |
-1.8% |
0.00 |
Volume |
51,690 |
28,013 |
-23,677 |
-45.8% |
330,083 |
|
Daily Pivots for day following 26-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.03 |
95.55 |
93.66 |
|
R3 |
95.06 |
94.58 |
93.40 |
|
R2 |
94.09 |
94.09 |
93.31 |
|
R1 |
93.61 |
93.61 |
93.22 |
93.85 |
PP |
93.12 |
93.12 |
93.12 |
93.24 |
S1 |
92.64 |
92.64 |
93.04 |
92.88 |
S2 |
92.15 |
92.15 |
92.95 |
|
S3 |
91.18 |
91.67 |
92.86 |
|
S4 |
90.21 |
90.70 |
92.60 |
|
|
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 |
93.60 |
91.66 |
1.94 |
2.1% |
1.07 |
1.2% |
76% |
True |
False |
58,599 |
10 |
96.02 |
91.66 |
4.36 |
4.7% |
1.35 |
1.4% |
34% |
False |
False |
60,506 |
20 |
98.67 |
91.66 |
7.01 |
7.5% |
1.30 |
1.4% |
21% |
False |
False |
61,246 |
40 |
102.71 |
91.66 |
11.05 |
11.9% |
1.27 |
1.4% |
13% |
False |
False |
62,786 |
60 |
103.66 |
91.66 |
12.00 |
12.9% |
1.19 |
1.3% |
12% |
False |
False |
60,788 |
80 |
103.66 |
91.66 |
12.00 |
12.9% |
1.12 |
1.2% |
12% |
False |
False |
55,467 |
100 |
103.66 |
91.66 |
12.00 |
12.9% |
1.09 |
1.2% |
12% |
False |
False |
52,838 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.72 |
2.618 |
96.14 |
1.618 |
95.17 |
1.000 |
94.57 |
0.618 |
94.20 |
HIGH |
93.60 |
0.618 |
93.23 |
0.500 |
93.12 |
0.382 |
93.00 |
LOW |
92.63 |
0.618 |
92.03 |
1.000 |
91.66 |
1.618 |
91.06 |
2.618 |
90.09 |
4.250 |
88.51 |
|
|
Fisher Pivots for day following 26-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
93.13 |
93.06 |
PP |
93.12 |
92.99 |
S1 |
93.12 |
92.92 |
|