NYMEX Light Sweet Crude Oil Future January 2015
| Trading Metrics calculated at close of trading on 18-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2014 |
18-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
93.10 |
93.64 |
0.54 |
0.6% |
95.61 |
| High |
94.20 |
93.67 |
-0.53 |
-0.6% |
96.26 |
| Low |
93.00 |
92.25 |
-0.75 |
-0.8% |
92.94 |
| Close |
94.16 |
92.61 |
-1.55 |
-1.6% |
94.16 |
| Range |
1.20 |
1.42 |
0.22 |
18.3% |
3.32 |
| ATR |
1.20 |
1.25 |
0.05 |
4.2% |
0.00 |
| Volume |
22,349 |
15,860 |
-6,489 |
-29.0% |
88,871 |
|
| Daily Pivots for day following 18-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.10 |
96.28 |
93.39 |
|
| R3 |
95.68 |
94.86 |
93.00 |
|
| R2 |
94.26 |
94.26 |
92.87 |
|
| R1 |
93.44 |
93.44 |
92.74 |
93.14 |
| PP |
92.84 |
92.84 |
92.84 |
92.70 |
| S1 |
92.02 |
92.02 |
92.48 |
91.72 |
| S2 |
91.42 |
91.42 |
92.35 |
|
| S3 |
90.00 |
90.60 |
92.22 |
|
| S4 |
88.58 |
89.18 |
91.83 |
|
|
| 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 |
95.72 |
92.25 |
3.47 |
3.7% |
1.44 |
1.6% |
10% |
False |
True |
17,878 |
| 10 |
96.50 |
92.25 |
4.25 |
4.6% |
1.22 |
1.3% |
8% |
False |
True |
16,926 |
| 20 |
99.36 |
92.25 |
7.11 |
7.7% |
1.17 |
1.3% |
5% |
False |
True |
15,780 |
| 40 |
102.53 |
92.25 |
10.28 |
11.1% |
1.12 |
1.2% |
4% |
False |
True |
13,224 |
| 60 |
102.53 |
92.25 |
10.28 |
11.1% |
0.99 |
1.1% |
4% |
False |
True |
11,260 |
| 80 |
102.53 |
92.25 |
10.28 |
11.1% |
0.91 |
1.0% |
4% |
False |
True |
9,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.71 |
|
2.618 |
97.39 |
|
1.618 |
95.97 |
|
1.000 |
95.09 |
|
0.618 |
94.55 |
|
HIGH |
93.67 |
|
0.618 |
93.13 |
|
0.500 |
92.96 |
|
0.382 |
92.79 |
|
LOW |
92.25 |
|
0.618 |
91.37 |
|
1.000 |
90.83 |
|
1.618 |
89.95 |
|
2.618 |
88.53 |
|
4.250 |
86.22 |
|
|
| Fisher Pivots for day following 18-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
92.96 |
93.90 |
| PP |
92.84 |
93.47 |
| S1 |
92.73 |
93.04 |
|