NYMEX Light Sweet Crude Oil Future February 2015
Trading Metrics calculated at close of trading on 12-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2014 |
12-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
95.25 |
95.32 |
0.07 |
0.1% |
95.09 |
High |
95.71 |
95.32 |
-0.39 |
-0.4% |
95.94 |
Low |
95.11 |
94.32 |
-0.79 |
-0.8% |
94.48 |
Close |
95.53 |
94.89 |
-0.64 |
-0.7% |
95.24 |
Range |
0.60 |
1.00 |
0.40 |
66.7% |
1.46 |
ATR |
0.96 |
0.98 |
0.02 |
1.8% |
0.00 |
Volume |
4,786 |
4,520 |
-266 |
-5.6% |
28,551 |
|
Daily Pivots for day following 12-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.84 |
97.37 |
95.44 |
|
R3 |
96.84 |
96.37 |
95.17 |
|
R2 |
95.84 |
95.84 |
95.07 |
|
R1 |
95.37 |
95.37 |
94.98 |
95.11 |
PP |
94.84 |
94.84 |
94.84 |
94.71 |
S1 |
94.37 |
94.37 |
94.80 |
94.11 |
S2 |
93.84 |
93.84 |
94.71 |
|
S3 |
92.84 |
93.37 |
94.62 |
|
S4 |
91.84 |
92.37 |
94.34 |
|
|
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 |
94.32 |
1.62 |
1.7% |
0.93 |
1.0% |
35% |
False |
True |
5,841 |
10 |
97.42 |
94.18 |
3.24 |
3.4% |
1.01 |
1.1% |
22% |
False |
False |
5,467 |
20 |
98.68 |
94.18 |
4.50 |
4.7% |
0.96 |
1.0% |
16% |
False |
False |
6,298 |
40 |
101.33 |
94.18 |
7.15 |
7.5% |
0.88 |
0.9% |
10% |
False |
False |
4,867 |
60 |
101.33 |
94.18 |
7.15 |
7.5% |
0.79 |
0.8% |
10% |
False |
False |
3,955 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.57 |
2.618 |
97.94 |
1.618 |
96.94 |
1.000 |
96.32 |
0.618 |
95.94 |
HIGH |
95.32 |
0.618 |
94.94 |
0.500 |
94.82 |
0.382 |
94.70 |
LOW |
94.32 |
0.618 |
93.70 |
1.000 |
93.32 |
1.618 |
92.70 |
2.618 |
91.70 |
4.250 |
90.07 |
|
|
Fisher Pivots for day following 12-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
94.87 |
95.13 |
PP |
94.84 |
95.05 |
S1 |
94.82 |
94.97 |
|