NYMEX Light Sweet Crude Oil Future January 2015
Trading Metrics calculated at close of trading on 19-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2014 |
19-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
93.64 |
92.72 |
-0.92 |
-1.0% |
95.61 |
High |
93.67 |
93.10 |
-0.57 |
-0.6% |
96.26 |
Low |
92.25 |
91.81 |
-0.44 |
-0.5% |
92.94 |
Close |
92.61 |
92.02 |
-0.59 |
-0.6% |
94.16 |
Range |
1.42 |
1.29 |
-0.13 |
-9.2% |
3.32 |
ATR |
1.25 |
1.25 |
0.00 |
0.2% |
0.00 |
Volume |
15,860 |
16,961 |
1,101 |
6.9% |
88,871 |
|
Daily Pivots for day following 19-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.18 |
95.39 |
92.73 |
|
R3 |
94.89 |
94.10 |
92.37 |
|
R2 |
93.60 |
93.60 |
92.26 |
|
R1 |
92.81 |
92.81 |
92.14 |
92.56 |
PP |
92.31 |
92.31 |
92.31 |
92.19 |
S1 |
91.52 |
91.52 |
91.90 |
91.27 |
S2 |
91.02 |
91.02 |
91.78 |
|
S3 |
89.73 |
90.23 |
91.67 |
|
S4 |
88.44 |
88.94 |
91.31 |
|
|
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 |
91.81 |
3.91 |
4.2% |
1.50 |
1.6% |
5% |
False |
True |
18,565 |
10 |
96.50 |
91.81 |
4.69 |
5.1% |
1.25 |
1.4% |
4% |
False |
True |
17,519 |
20 |
99.36 |
91.81 |
7.55 |
8.2% |
1.19 |
1.3% |
3% |
False |
True |
15,958 |
40 |
102.53 |
91.81 |
10.72 |
11.6% |
1.12 |
1.2% |
2% |
False |
True |
13,479 |
60 |
102.53 |
91.81 |
10.72 |
11.6% |
1.01 |
1.1% |
2% |
False |
True |
11,501 |
80 |
102.53 |
91.81 |
10.72 |
11.6% |
0.92 |
1.0% |
2% |
False |
True |
9,624 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.58 |
2.618 |
96.48 |
1.618 |
95.19 |
1.000 |
94.39 |
0.618 |
93.90 |
HIGH |
93.10 |
0.618 |
92.61 |
0.500 |
92.46 |
0.382 |
92.30 |
LOW |
91.81 |
0.618 |
91.01 |
1.000 |
90.52 |
1.618 |
89.72 |
2.618 |
88.43 |
4.250 |
86.33 |
|
|
Fisher Pivots for day following 19-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
92.46 |
93.01 |
PP |
92.31 |
92.68 |
S1 |
92.17 |
92.35 |
|