NYMEX Light Sweet Crude Oil Future February 2015
Trading Metrics calculated at close of trading on 11-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2014 |
11-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
95.40 |
95.25 |
-0.15 |
-0.2% |
95.09 |
High |
95.94 |
95.71 |
-0.23 |
-0.2% |
95.94 |
Low |
94.80 |
95.11 |
0.31 |
0.3% |
94.48 |
Close |
95.24 |
95.53 |
0.29 |
0.3% |
95.24 |
Range |
1.14 |
0.60 |
-0.54 |
-47.4% |
1.46 |
ATR |
0.99 |
0.96 |
-0.03 |
-2.8% |
0.00 |
Volume |
7,478 |
4,786 |
-2,692 |
-36.0% |
28,551 |
|
Daily Pivots for day following 11-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.25 |
96.99 |
95.86 |
|
R3 |
96.65 |
96.39 |
95.70 |
|
R2 |
96.05 |
96.05 |
95.64 |
|
R1 |
95.79 |
95.79 |
95.59 |
95.92 |
PP |
95.45 |
95.45 |
95.45 |
95.52 |
S1 |
95.19 |
95.19 |
95.48 |
95.32 |
S2 |
94.85 |
94.85 |
95.42 |
|
S3 |
94.25 |
94.59 |
95.37 |
|
S4 |
93.65 |
93.99 |
95.20 |
|
|
Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.60 |
98.88 |
96.04 |
|
R3 |
98.14 |
97.42 |
95.64 |
|
R2 |
96.68 |
96.68 |
95.51 |
|
R1 |
95.96 |
95.96 |
95.37 |
96.32 |
PP |
95.22 |
95.22 |
95.22 |
95.40 |
S1 |
94.50 |
94.50 |
95.11 |
94.86 |
S2 |
93.76 |
93.76 |
94.97 |
|
S3 |
92.30 |
93.04 |
94.84 |
|
S4 |
90.84 |
91.58 |
94.44 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.94 |
94.48 |
1.46 |
1.5% |
0.91 |
1.0% |
72% |
False |
False |
5,616 |
10 |
97.63 |
94.18 |
3.45 |
3.6% |
1.01 |
1.1% |
39% |
False |
False |
5,503 |
20 |
98.68 |
94.18 |
4.50 |
4.7% |
0.98 |
1.0% |
30% |
False |
False |
6,392 |
40 |
101.33 |
94.18 |
7.15 |
7.5% |
0.86 |
0.9% |
19% |
False |
False |
4,904 |
60 |
101.33 |
94.18 |
7.15 |
7.5% |
0.78 |
0.8% |
19% |
False |
False |
3,901 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.26 |
2.618 |
97.28 |
1.618 |
96.68 |
1.000 |
96.31 |
0.618 |
96.08 |
HIGH |
95.71 |
0.618 |
95.48 |
0.500 |
95.41 |
0.382 |
95.34 |
LOW |
95.11 |
0.618 |
94.74 |
1.000 |
94.51 |
1.618 |
94.14 |
2.618 |
93.54 |
4.250 |
92.56 |
|
|
Fisher Pivots for day following 11-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
95.49 |
95.42 |
PP |
95.45 |
95.32 |
S1 |
95.41 |
95.21 |
|