NYMEX Light Sweet Crude Oil Future January 2015
| Trading Metrics calculated at close of trading on 21-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2014 |
21-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
92.03 |
92.45 |
0.42 |
0.5% |
95.61 |
| High |
92.60 |
93.20 |
0.60 |
0.6% |
96.26 |
| Low |
91.98 |
91.52 |
-0.46 |
-0.5% |
92.94 |
| Close |
92.41 |
92.85 |
0.44 |
0.5% |
94.16 |
| Range |
0.62 |
1.68 |
1.06 |
171.0% |
3.32 |
| ATR |
1.21 |
1.24 |
0.03 |
2.8% |
0.00 |
| Volume |
24,055 |
13,406 |
-10,649 |
-44.3% |
88,871 |
|
| Daily Pivots for day following 21-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.56 |
96.89 |
93.77 |
|
| R3 |
95.88 |
95.21 |
93.31 |
|
| R2 |
94.20 |
94.20 |
93.16 |
|
| R1 |
93.53 |
93.53 |
93.00 |
93.87 |
| PP |
92.52 |
92.52 |
92.52 |
92.69 |
| S1 |
91.85 |
91.85 |
92.70 |
92.19 |
| S2 |
90.84 |
90.84 |
92.54 |
|
| S3 |
89.16 |
90.17 |
92.39 |
|
| S4 |
87.48 |
88.49 |
91.93 |
|
|
| 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 |
94.20 |
91.52 |
2.68 |
2.9% |
1.24 |
1.3% |
50% |
False |
True |
18,526 |
| 10 |
96.50 |
91.52 |
4.98 |
5.4% |
1.28 |
1.4% |
27% |
False |
True |
18,009 |
| 20 |
98.82 |
91.52 |
7.30 |
7.9% |
1.21 |
1.3% |
18% |
False |
True |
15,866 |
| 40 |
102.15 |
91.52 |
10.63 |
11.4% |
1.12 |
1.2% |
13% |
False |
True |
14,055 |
| 60 |
102.53 |
91.52 |
11.01 |
11.9% |
1.02 |
1.1% |
12% |
False |
True |
12,033 |
| 80 |
102.53 |
91.52 |
11.01 |
11.9% |
0.93 |
1.0% |
12% |
False |
True |
10,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.34 |
|
2.618 |
97.60 |
|
1.618 |
95.92 |
|
1.000 |
94.88 |
|
0.618 |
94.24 |
|
HIGH |
93.20 |
|
0.618 |
92.56 |
|
0.500 |
92.36 |
|
0.382 |
92.16 |
|
LOW |
91.52 |
|
0.618 |
90.48 |
|
1.000 |
89.84 |
|
1.618 |
88.80 |
|
2.618 |
87.12 |
|
4.250 |
84.38 |
|
|
| Fisher Pivots for day following 21-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
92.69 |
92.69 |
| PP |
92.52 |
92.52 |
| S1 |
92.36 |
92.36 |
|