NYMEX Light Sweet Crude Oil Future January 2015
| Trading Metrics calculated at close of trading on 14-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2014 |
14-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
95.03 |
95.23 |
0.20 |
0.2% |
95.32 |
| High |
95.72 |
95.54 |
-0.18 |
-0.2% |
96.50 |
| Low |
94.75 |
92.94 |
-1.81 |
-1.9% |
94.83 |
| Close |
95.65 |
93.10 |
-2.55 |
-2.7% |
95.67 |
| Range |
0.97 |
2.60 |
1.63 |
168.0% |
1.67 |
| ATR |
1.08 |
1.20 |
0.12 |
10.8% |
0.00 |
| Volume |
17,223 |
20,436 |
3,213 |
18.7% |
80,328 |
|
| Daily Pivots for day following 14-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.66 |
99.98 |
94.53 |
|
| R3 |
99.06 |
97.38 |
93.82 |
|
| R2 |
96.46 |
96.46 |
93.58 |
|
| R1 |
94.78 |
94.78 |
93.34 |
94.32 |
| PP |
93.86 |
93.86 |
93.86 |
93.63 |
| S1 |
92.18 |
92.18 |
92.86 |
91.72 |
| S2 |
91.26 |
91.26 |
92.62 |
|
| S3 |
88.66 |
89.58 |
92.39 |
|
| S4 |
86.06 |
86.98 |
91.67 |
|
|
| Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.68 |
99.84 |
96.59 |
|
| R3 |
99.01 |
98.17 |
96.13 |
|
| R2 |
97.34 |
97.34 |
95.98 |
|
| R1 |
96.50 |
96.50 |
95.82 |
96.92 |
| PP |
95.67 |
95.67 |
95.67 |
95.88 |
| S1 |
94.83 |
94.83 |
95.52 |
95.25 |
| S2 |
94.00 |
94.00 |
95.36 |
|
| S3 |
92.33 |
93.16 |
95.21 |
|
| S4 |
90.66 |
91.49 |
94.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.50 |
92.94 |
3.56 |
3.8% |
1.31 |
1.4% |
4% |
False |
True |
17,492 |
| 10 |
96.50 |
92.94 |
3.56 |
3.8% |
1.15 |
1.2% |
4% |
False |
True |
16,420 |
| 20 |
99.36 |
92.94 |
6.42 |
6.9% |
1.15 |
1.2% |
2% |
False |
True |
16,593 |
| 40 |
102.53 |
92.94 |
9.59 |
10.3% |
1.08 |
1.2% |
2% |
False |
True |
12,605 |
| 60 |
102.53 |
92.94 |
9.59 |
10.3% |
0.97 |
1.0% |
2% |
False |
True |
10,820 |
| 80 |
102.53 |
92.94 |
9.59 |
10.3% |
0.89 |
1.0% |
2% |
False |
True |
9,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.59 |
|
2.618 |
102.35 |
|
1.618 |
99.75 |
|
1.000 |
98.14 |
|
0.618 |
97.15 |
|
HIGH |
95.54 |
|
0.618 |
94.55 |
|
0.500 |
94.24 |
|
0.382 |
93.93 |
|
LOW |
92.94 |
|
0.618 |
91.33 |
|
1.000 |
90.34 |
|
1.618 |
88.73 |
|
2.618 |
86.13 |
|
4.250 |
81.89 |
|
|
| Fisher Pivots for day following 14-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
94.24 |
94.33 |
| PP |
93.86 |
93.92 |
| S1 |
93.48 |
93.51 |
|