NYMEX Light Sweet Crude Oil Future January 2015
| Trading Metrics calculated at close of trading on 20-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2014 |
20-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
92.72 |
92.03 |
-0.69 |
-0.7% |
95.61 |
| High |
93.10 |
92.60 |
-0.50 |
-0.5% |
96.26 |
| Low |
91.81 |
91.98 |
0.17 |
0.2% |
92.94 |
| Close |
92.02 |
92.41 |
0.39 |
0.4% |
94.16 |
| Range |
1.29 |
0.62 |
-0.67 |
-51.9% |
3.32 |
| ATR |
1.25 |
1.21 |
-0.05 |
-3.6% |
0.00 |
| Volume |
16,961 |
24,055 |
7,094 |
41.8% |
88,871 |
|
| Daily Pivots for day following 20-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.19 |
93.92 |
92.75 |
|
| R3 |
93.57 |
93.30 |
92.58 |
|
| R2 |
92.95 |
92.95 |
92.52 |
|
| R1 |
92.68 |
92.68 |
92.47 |
92.82 |
| PP |
92.33 |
92.33 |
92.33 |
92.40 |
| S1 |
92.06 |
92.06 |
92.35 |
92.20 |
| S2 |
91.71 |
91.71 |
92.30 |
|
| S3 |
91.09 |
91.44 |
92.24 |
|
| S4 |
90.47 |
90.82 |
92.07 |
|
|
| 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 |
95.54 |
91.81 |
3.73 |
4.0% |
1.43 |
1.5% |
16% |
False |
False |
19,932 |
| 10 |
96.50 |
91.81 |
4.69 |
5.1% |
1.22 |
1.3% |
13% |
False |
False |
18,087 |
| 20 |
99.36 |
91.81 |
7.55 |
8.2% |
1.17 |
1.3% |
8% |
False |
False |
16,250 |
| 40 |
102.53 |
91.81 |
10.72 |
11.6% |
1.11 |
1.2% |
6% |
False |
False |
13,954 |
| 60 |
102.53 |
91.81 |
10.72 |
11.6% |
1.01 |
1.1% |
6% |
False |
False |
11,862 |
| 80 |
102.53 |
91.81 |
10.72 |
11.6% |
0.91 |
1.0% |
6% |
False |
False |
9,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.24 |
|
2.618 |
94.22 |
|
1.618 |
93.60 |
|
1.000 |
93.22 |
|
0.618 |
92.98 |
|
HIGH |
92.60 |
|
0.618 |
92.36 |
|
0.500 |
92.29 |
|
0.382 |
92.22 |
|
LOW |
91.98 |
|
0.618 |
91.60 |
|
1.000 |
91.36 |
|
1.618 |
90.98 |
|
2.618 |
90.36 |
|
4.250 |
89.35 |
|
|
| Fisher Pivots for day following 20-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
92.37 |
92.74 |
| PP |
92.33 |
92.63 |
| S1 |
92.29 |
92.52 |
|