NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 28-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2014 |
28-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
93.09 |
92.90 |
-0.19 |
-0.2% |
94.08 |
High |
93.43 |
93.73 |
0.30 |
0.3% |
94.11 |
Low |
92.60 |
92.75 |
0.15 |
0.2% |
91.66 |
Close |
93.06 |
93.36 |
0.30 |
0.3% |
92.92 |
Range |
0.83 |
0.98 |
0.15 |
18.1% |
2.45 |
ATR |
1.25 |
1.23 |
-0.02 |
-1.5% |
0.00 |
Volume |
47,163 |
41,007 |
-6,156 |
-13.1% |
330,083 |
|
Daily Pivots for day following 28-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.22 |
95.77 |
93.90 |
|
R3 |
95.24 |
94.79 |
93.63 |
|
R2 |
94.26 |
94.26 |
93.54 |
|
R1 |
93.81 |
93.81 |
93.45 |
94.04 |
PP |
93.28 |
93.28 |
93.28 |
93.39 |
S1 |
92.83 |
92.83 |
93.27 |
93.06 |
S2 |
92.30 |
92.30 |
93.18 |
|
S3 |
91.32 |
91.85 |
93.09 |
|
S4 |
90.34 |
90.87 |
92.82 |
|
|
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 |
93.73 |
92.23 |
1.50 |
1.6% |
0.93 |
1.0% |
75% |
True |
False |
49,567 |
10 |
94.43 |
91.66 |
2.77 |
3.0% |
1.16 |
1.2% |
61% |
False |
False |
57,804 |
20 |
96.98 |
91.66 |
5.32 |
5.7% |
1.21 |
1.3% |
32% |
False |
False |
59,568 |
40 |
101.34 |
91.66 |
9.68 |
10.4% |
1.25 |
1.3% |
18% |
False |
False |
62,266 |
60 |
103.66 |
91.66 |
12.00 |
12.9% |
1.19 |
1.3% |
14% |
False |
False |
61,084 |
80 |
103.66 |
91.66 |
12.00 |
12.9% |
1.12 |
1.2% |
14% |
False |
False |
55,796 |
100 |
103.66 |
91.66 |
12.00 |
12.9% |
1.09 |
1.2% |
14% |
False |
False |
53,048 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.90 |
2.618 |
96.30 |
1.618 |
95.32 |
1.000 |
94.71 |
0.618 |
94.34 |
HIGH |
93.73 |
0.618 |
93.36 |
0.500 |
93.24 |
0.382 |
93.12 |
LOW |
92.75 |
0.618 |
92.14 |
1.000 |
91.77 |
1.618 |
91.16 |
2.618 |
90.18 |
4.250 |
88.59 |
|
|
Fisher Pivots for day following 28-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
93.32 |
93.30 |
PP |
93.28 |
93.23 |
S1 |
93.24 |
93.17 |
|