NYMEX Light Sweet Crude Oil Future January 2015
| Trading Metrics calculated at close of trading on 26-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2014 |
26-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
92.73 |
92.68 |
-0.05 |
-0.1% |
93.64 |
| High |
93.04 |
93.45 |
0.41 |
0.4% |
93.67 |
| Low |
92.33 |
92.56 |
0.23 |
0.2% |
91.52 |
| Close |
92.62 |
93.05 |
0.43 |
0.5% |
92.82 |
| Range |
0.71 |
0.89 |
0.18 |
25.4% |
2.15 |
| ATR |
1.18 |
1.16 |
-0.02 |
-1.7% |
0.00 |
| Volume |
15,598 |
9,178 |
-6,420 |
-41.2% |
96,289 |
|
| Daily Pivots for day following 26-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.69 |
95.26 |
93.54 |
|
| R3 |
94.80 |
94.37 |
93.29 |
|
| R2 |
93.91 |
93.91 |
93.21 |
|
| R1 |
93.48 |
93.48 |
93.13 |
93.70 |
| PP |
93.02 |
93.02 |
93.02 |
93.13 |
| S1 |
92.59 |
92.59 |
92.97 |
92.81 |
| S2 |
92.13 |
92.13 |
92.89 |
|
| S3 |
91.24 |
91.70 |
92.81 |
|
| S4 |
90.35 |
90.81 |
92.56 |
|
|
| Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.12 |
98.12 |
94.00 |
|
| R3 |
96.97 |
95.97 |
93.41 |
|
| R2 |
94.82 |
94.82 |
93.21 |
|
| R1 |
93.82 |
93.82 |
93.02 |
93.25 |
| PP |
92.67 |
92.67 |
92.67 |
92.38 |
| S1 |
91.67 |
91.67 |
92.62 |
91.10 |
| S2 |
90.52 |
90.52 |
92.43 |
|
| S3 |
88.37 |
89.52 |
92.23 |
|
| S4 |
86.22 |
87.37 |
91.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.45 |
91.52 |
1.93 |
2.1% |
0.95 |
1.0% |
79% |
True |
False |
17,648 |
| 10 |
95.72 |
91.52 |
4.20 |
4.5% |
1.22 |
1.3% |
36% |
False |
False |
18,107 |
| 20 |
98.03 |
91.52 |
6.51 |
7.0% |
1.17 |
1.3% |
24% |
False |
False |
16,561 |
| 40 |
101.87 |
91.52 |
10.35 |
11.1% |
1.12 |
1.2% |
15% |
False |
False |
14,627 |
| 60 |
102.53 |
91.52 |
11.01 |
11.8% |
1.04 |
1.1% |
14% |
False |
False |
12,758 |
| 80 |
102.53 |
91.52 |
11.01 |
11.8% |
0.93 |
1.0% |
14% |
False |
False |
10,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.23 |
|
2.618 |
95.78 |
|
1.618 |
94.89 |
|
1.000 |
94.34 |
|
0.618 |
94.00 |
|
HIGH |
93.45 |
|
0.618 |
93.11 |
|
0.500 |
93.01 |
|
0.382 |
92.90 |
|
LOW |
92.56 |
|
0.618 |
92.01 |
|
1.000 |
91.67 |
|
1.618 |
91.12 |
|
2.618 |
90.23 |
|
4.250 |
88.78 |
|
|
| Fisher Pivots for day following 26-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
93.04 |
92.96 |
| PP |
93.02 |
92.88 |
| S1 |
93.01 |
92.79 |
|