NYMEX Light Sweet Crude Oil Future January 2015
| Trading Metrics calculated at close of trading on 15-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2014 |
15-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
95.23 |
93.10 |
-2.13 |
-2.2% |
95.61 |
| High |
95.54 |
94.20 |
-1.34 |
-1.4% |
96.26 |
| Low |
92.94 |
93.00 |
0.06 |
0.1% |
92.94 |
| Close |
93.10 |
94.16 |
1.06 |
1.1% |
94.16 |
| Range |
2.60 |
1.20 |
-1.40 |
-53.8% |
3.32 |
| ATR |
1.20 |
1.20 |
0.00 |
0.0% |
0.00 |
| Volume |
20,436 |
22,349 |
1,913 |
9.4% |
88,871 |
|
| Daily Pivots for day following 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.39 |
96.97 |
94.82 |
|
| R3 |
96.19 |
95.77 |
94.49 |
|
| R2 |
94.99 |
94.99 |
94.38 |
|
| R1 |
94.57 |
94.57 |
94.27 |
94.78 |
| PP |
93.79 |
93.79 |
93.79 |
93.89 |
| S1 |
93.37 |
93.37 |
94.05 |
93.58 |
| S2 |
92.59 |
92.59 |
93.94 |
|
| S3 |
91.39 |
92.17 |
93.83 |
|
| S4 |
90.19 |
90.97 |
93.50 |
|
|
| Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.41 |
102.61 |
95.99 |
|
| R3 |
101.09 |
99.29 |
95.07 |
|
| R2 |
97.77 |
97.77 |
94.77 |
|
| R1 |
95.97 |
95.97 |
94.46 |
95.21 |
| PP |
94.45 |
94.45 |
94.45 |
94.08 |
| S1 |
92.65 |
92.65 |
93.86 |
91.89 |
| S2 |
91.13 |
91.13 |
93.55 |
|
| S3 |
87.81 |
89.33 |
93.25 |
|
| S4 |
84.49 |
86.01 |
92.33 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.26 |
92.94 |
3.32 |
3.5% |
1.31 |
1.4% |
37% |
False |
False |
17,774 |
| 10 |
96.50 |
92.94 |
3.56 |
3.8% |
1.16 |
1.2% |
34% |
False |
False |
16,919 |
| 20 |
99.36 |
92.94 |
6.42 |
6.8% |
1.16 |
1.2% |
19% |
False |
False |
15,932 |
| 40 |
102.53 |
92.94 |
9.59 |
10.2% |
1.09 |
1.2% |
13% |
False |
False |
12,964 |
| 60 |
102.53 |
92.94 |
9.59 |
10.2% |
0.98 |
1.0% |
13% |
False |
False |
11,127 |
| 80 |
102.53 |
92.94 |
9.59 |
10.2% |
0.90 |
1.0% |
13% |
False |
False |
9,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.30 |
|
2.618 |
97.34 |
|
1.618 |
96.14 |
|
1.000 |
95.40 |
|
0.618 |
94.94 |
|
HIGH |
94.20 |
|
0.618 |
93.74 |
|
0.500 |
93.60 |
|
0.382 |
93.46 |
|
LOW |
93.00 |
|
0.618 |
92.26 |
|
1.000 |
91.80 |
|
1.618 |
91.06 |
|
2.618 |
89.86 |
|
4.250 |
87.90 |
|
|
| Fisher Pivots for day following 15-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
93.97 |
94.33 |
| PP |
93.79 |
94.27 |
| S1 |
93.60 |
94.22 |
|