NYMEX Light Sweet Crude Oil Future February 2015
Trading Metrics calculated at close of trading on 15-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2014 |
15-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
95.25 |
92.87 |
-2.38 |
-2.5% |
95.25 |
High |
95.25 |
93.90 |
-1.35 |
-1.4% |
95.71 |
Low |
92.76 |
92.87 |
0.11 |
0.1% |
92.76 |
Close |
92.89 |
93.90 |
1.01 |
1.1% |
93.90 |
Range |
2.49 |
1.03 |
-1.46 |
-58.6% |
2.95 |
ATR |
1.09 |
1.08 |
0.00 |
-0.4% |
0.00 |
Volume |
6,490 |
7,055 |
565 |
8.7% |
28,802 |
|
Daily Pivots for day following 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.65 |
96.30 |
94.47 |
|
R3 |
95.62 |
95.27 |
94.18 |
|
R2 |
94.59 |
94.59 |
94.09 |
|
R1 |
94.24 |
94.24 |
93.99 |
94.42 |
PP |
93.56 |
93.56 |
93.56 |
93.64 |
S1 |
93.21 |
93.21 |
93.81 |
93.39 |
S2 |
92.53 |
92.53 |
93.71 |
|
S3 |
91.50 |
92.18 |
93.62 |
|
S4 |
90.47 |
91.15 |
93.33 |
|
|
Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.97 |
101.39 |
95.52 |
|
R3 |
100.02 |
98.44 |
94.71 |
|
R2 |
97.07 |
97.07 |
94.44 |
|
R1 |
95.49 |
95.49 |
94.17 |
94.81 |
PP |
94.12 |
94.12 |
94.12 |
93.78 |
S1 |
92.54 |
92.54 |
93.63 |
91.86 |
S2 |
91.17 |
91.17 |
93.36 |
|
S3 |
88.22 |
89.59 |
93.09 |
|
S4 |
85.27 |
86.64 |
92.28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.71 |
92.76 |
2.95 |
3.1% |
1.20 |
1.3% |
39% |
False |
False |
5,760 |
10 |
95.94 |
92.76 |
3.18 |
3.4% |
1.07 |
1.1% |
36% |
False |
False |
5,735 |
20 |
98.68 |
92.76 |
5.92 |
6.3% |
1.07 |
1.1% |
19% |
False |
False |
6,237 |
40 |
101.33 |
92.76 |
8.57 |
9.1% |
0.94 |
1.0% |
13% |
False |
False |
5,021 |
60 |
101.33 |
92.76 |
8.57 |
9.1% |
0.83 |
0.9% |
13% |
False |
False |
4,191 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.28 |
2.618 |
96.60 |
1.618 |
95.57 |
1.000 |
94.93 |
0.618 |
94.54 |
HIGH |
93.90 |
0.618 |
93.51 |
0.500 |
93.39 |
0.382 |
93.26 |
LOW |
92.87 |
0.618 |
92.23 |
1.000 |
91.84 |
1.618 |
91.20 |
2.618 |
90.17 |
4.250 |
88.49 |
|
|
Fisher Pivots for day following 15-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
93.73 |
94.08 |
PP |
93.56 |
94.02 |
S1 |
93.39 |
93.96 |
|