NYMEX Light Sweet Crude Oil Future February 2015
Trading Metrics calculated at close of trading on 22-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2014 |
22-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
92.02 |
92.56 |
0.54 |
0.6% |
93.29 |
High |
93.01 |
92.75 |
-0.26 |
-0.3% |
93.30 |
Low |
91.44 |
92.03 |
0.59 |
0.6% |
91.44 |
Close |
92.68 |
92.72 |
0.04 |
0.0% |
92.72 |
Range |
1.57 |
0.72 |
-0.85 |
-54.1% |
1.86 |
ATR |
1.13 |
1.10 |
-0.03 |
-2.6% |
0.00 |
Volume |
6,587 |
11,039 |
4,452 |
67.6% |
42,159 |
|
Daily Pivots for day following 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.66 |
94.41 |
93.12 |
|
R3 |
93.94 |
93.69 |
92.92 |
|
R2 |
93.22 |
93.22 |
92.85 |
|
R1 |
92.97 |
92.97 |
92.79 |
93.10 |
PP |
92.50 |
92.50 |
92.50 |
92.56 |
S1 |
92.25 |
92.25 |
92.65 |
92.38 |
S2 |
91.78 |
91.78 |
92.59 |
|
S3 |
91.06 |
91.53 |
92.52 |
|
S4 |
90.34 |
90.81 |
92.32 |
|
|
Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.07 |
97.25 |
93.74 |
|
R3 |
96.21 |
95.39 |
93.23 |
|
R2 |
94.35 |
94.35 |
93.06 |
|
R1 |
93.53 |
93.53 |
92.89 |
93.01 |
PP |
92.49 |
92.49 |
92.49 |
92.23 |
S1 |
91.67 |
91.67 |
92.55 |
91.15 |
S2 |
90.63 |
90.63 |
92.38 |
|
S3 |
88.77 |
89.81 |
92.21 |
|
S4 |
86.91 |
87.95 |
91.70 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
93.30 |
91.44 |
1.86 |
2.0% |
1.04 |
1.1% |
69% |
False |
False |
8,431 |
10 |
95.71 |
91.44 |
4.27 |
4.6% |
1.12 |
1.2% |
30% |
False |
False |
7,096 |
20 |
98.12 |
91.44 |
6.68 |
7.2% |
1.09 |
1.2% |
19% |
False |
False |
6,509 |
40 |
101.11 |
91.44 |
9.67 |
10.4% |
1.00 |
1.1% |
13% |
False |
False |
5,707 |
60 |
101.33 |
91.44 |
9.89 |
10.7% |
0.87 |
0.9% |
13% |
False |
False |
4,746 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.81 |
2.618 |
94.63 |
1.618 |
93.91 |
1.000 |
93.47 |
0.618 |
93.19 |
HIGH |
92.75 |
0.618 |
92.47 |
0.500 |
92.39 |
0.382 |
92.31 |
LOW |
92.03 |
0.618 |
91.59 |
1.000 |
91.31 |
1.618 |
90.87 |
2.618 |
90.15 |
4.250 |
88.97 |
|
|
Fisher Pivots for day following 22-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
92.61 |
92.56 |
PP |
92.50 |
92.39 |
S1 |
92.39 |
92.23 |
|