NYMEX Light Sweet Crude Oil Future January 2015
| Trading Metrics calculated at close of trading on 27-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2014 |
27-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
92.68 |
92.99 |
0.31 |
0.3% |
93.64 |
| High |
93.45 |
93.29 |
-0.16 |
-0.2% |
93.67 |
| Low |
92.56 |
92.53 |
-0.03 |
0.0% |
91.52 |
| Close |
93.05 |
92.95 |
-0.10 |
-0.1% |
92.82 |
| Range |
0.89 |
0.76 |
-0.13 |
-14.6% |
2.15 |
| ATR |
1.16 |
1.13 |
-0.03 |
-2.4% |
0.00 |
| Volume |
9,178 |
15,374 |
6,196 |
67.5% |
96,289 |
|
| Daily Pivots for day following 27-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.20 |
94.84 |
93.37 |
|
| R3 |
94.44 |
94.08 |
93.16 |
|
| R2 |
93.68 |
93.68 |
93.09 |
|
| R1 |
93.32 |
93.32 |
93.02 |
93.12 |
| PP |
92.92 |
92.92 |
92.92 |
92.83 |
| S1 |
92.56 |
92.56 |
92.88 |
92.36 |
| S2 |
92.16 |
92.16 |
92.81 |
|
| S3 |
91.40 |
91.80 |
92.74 |
|
| S4 |
90.64 |
91.04 |
92.53 |
|
|
| 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% |
0.98 |
1.1% |
74% |
False |
False |
15,912 |
| 10 |
95.54 |
91.52 |
4.02 |
4.3% |
1.20 |
1.3% |
36% |
False |
False |
17,922 |
| 20 |
96.80 |
91.52 |
5.28 |
5.7% |
1.13 |
1.2% |
27% |
False |
False |
16,715 |
| 40 |
101.52 |
91.52 |
10.00 |
10.8% |
1.12 |
1.2% |
14% |
False |
False |
14,851 |
| 60 |
102.53 |
91.52 |
11.01 |
11.8% |
1.04 |
1.1% |
13% |
False |
False |
12,935 |
| 80 |
102.53 |
91.52 |
11.01 |
11.8% |
0.93 |
1.0% |
13% |
False |
False |
10,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.52 |
|
2.618 |
95.28 |
|
1.618 |
94.52 |
|
1.000 |
94.05 |
|
0.618 |
93.76 |
|
HIGH |
93.29 |
|
0.618 |
93.00 |
|
0.500 |
92.91 |
|
0.382 |
92.82 |
|
LOW |
92.53 |
|
0.618 |
92.06 |
|
1.000 |
91.77 |
|
1.618 |
91.30 |
|
2.618 |
90.54 |
|
4.250 |
89.30 |
|
|
| Fisher Pivots for day following 27-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
92.94 |
92.93 |
| PP |
92.92 |
92.91 |
| S1 |
92.91 |
92.89 |
|