NYMEX Light Sweet Crude Oil Future January 2015
| Trading Metrics calculated at close of trading on 29-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2014 |
29-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
92.83 |
93.18 |
0.35 |
0.4% |
92.73 |
| High |
93.56 |
94.05 |
0.49 |
0.5% |
94.05 |
| Low |
92.68 |
93.18 |
0.50 |
0.5% |
92.33 |
| Close |
93.15 |
94.01 |
0.86 |
0.9% |
94.01 |
| Range |
0.88 |
0.87 |
-0.01 |
-1.1% |
1.72 |
| ATR |
1.11 |
1.09 |
-0.01 |
-1.3% |
0.00 |
| Volume |
13,045 |
22,594 |
9,549 |
73.2% |
75,789 |
|
| Daily Pivots for day following 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.36 |
96.05 |
94.49 |
|
| R3 |
95.49 |
95.18 |
94.25 |
|
| R2 |
94.62 |
94.62 |
94.17 |
|
| R1 |
94.31 |
94.31 |
94.09 |
94.47 |
| PP |
93.75 |
93.75 |
93.75 |
93.82 |
| S1 |
93.44 |
93.44 |
93.93 |
93.60 |
| S2 |
92.88 |
92.88 |
93.85 |
|
| S3 |
92.01 |
92.57 |
93.77 |
|
| S4 |
91.14 |
91.70 |
93.53 |
|
|
| Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.62 |
98.04 |
94.96 |
|
| R3 |
96.90 |
96.32 |
94.48 |
|
| R2 |
95.18 |
95.18 |
94.33 |
|
| R1 |
94.60 |
94.60 |
94.17 |
94.89 |
| PP |
93.46 |
93.46 |
93.46 |
93.61 |
| S1 |
92.88 |
92.88 |
93.85 |
93.17 |
| S2 |
91.74 |
91.74 |
93.69 |
|
| S3 |
90.02 |
91.16 |
93.54 |
|
| S4 |
88.30 |
89.44 |
93.06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.05 |
92.33 |
1.72 |
1.8% |
0.82 |
0.9% |
98% |
True |
False |
15,157 |
| 10 |
94.05 |
91.52 |
2.53 |
2.7% |
1.00 |
1.1% |
98% |
True |
False |
17,207 |
| 20 |
96.50 |
91.52 |
4.98 |
5.3% |
1.08 |
1.1% |
50% |
False |
False |
17,063 |
| 40 |
100.55 |
91.52 |
9.03 |
9.6% |
1.12 |
1.2% |
28% |
False |
False |
15,349 |
| 60 |
102.53 |
91.52 |
11.01 |
11.7% |
1.04 |
1.1% |
23% |
False |
False |
13,058 |
| 80 |
102.53 |
91.52 |
11.01 |
11.7% |
0.93 |
1.0% |
23% |
False |
False |
11,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.75 |
|
2.618 |
96.33 |
|
1.618 |
95.46 |
|
1.000 |
94.92 |
|
0.618 |
94.59 |
|
HIGH |
94.05 |
|
0.618 |
93.72 |
|
0.500 |
93.62 |
|
0.382 |
93.51 |
|
LOW |
93.18 |
|
0.618 |
92.64 |
|
1.000 |
92.31 |
|
1.618 |
91.77 |
|
2.618 |
90.90 |
|
4.250 |
89.48 |
|
|
| Fisher Pivots for day following 29-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
93.88 |
93.77 |
| PP |
93.75 |
93.53 |
| S1 |
93.62 |
93.29 |
|