NYMEX Light Sweet Crude Oil Future February 2015
Trading Metrics calculated at close of trading on 25-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2014 |
25-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
92.56 |
92.77 |
0.21 |
0.2% |
93.29 |
High |
92.75 |
92.88 |
0.13 |
0.1% |
93.30 |
Low |
92.03 |
92.29 |
0.26 |
0.3% |
91.44 |
Close |
92.72 |
92.56 |
-0.16 |
-0.2% |
92.72 |
Range |
0.72 |
0.59 |
-0.13 |
-18.1% |
1.86 |
ATR |
1.10 |
1.06 |
-0.04 |
-3.3% |
0.00 |
Volume |
11,039 |
9,392 |
-1,647 |
-14.9% |
42,159 |
|
Daily Pivots for day following 25-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.35 |
94.04 |
92.88 |
|
R3 |
93.76 |
93.45 |
92.72 |
|
R2 |
93.17 |
93.17 |
92.67 |
|
R1 |
92.86 |
92.86 |
92.61 |
92.72 |
PP |
92.58 |
92.58 |
92.58 |
92.51 |
S1 |
92.27 |
92.27 |
92.51 |
92.13 |
S2 |
91.99 |
91.99 |
92.45 |
|
S3 |
91.40 |
91.68 |
92.40 |
|
S4 |
90.81 |
91.09 |
92.24 |
|
|
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 |
93.01 |
91.44 |
1.57 |
1.7% |
0.92 |
1.0% |
71% |
False |
False |
9,197 |
10 |
95.39 |
91.44 |
3.95 |
4.3% |
1.12 |
1.2% |
28% |
False |
False |
7,556 |
20 |
97.63 |
91.44 |
6.19 |
6.7% |
1.06 |
1.1% |
18% |
False |
False |
6,530 |
40 |
101.11 |
91.44 |
9.67 |
10.4% |
1.00 |
1.1% |
12% |
False |
False |
5,861 |
60 |
101.33 |
91.44 |
9.89 |
10.7% |
0.88 |
0.9% |
11% |
False |
False |
4,886 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.39 |
2.618 |
94.42 |
1.618 |
93.83 |
1.000 |
93.47 |
0.618 |
93.24 |
HIGH |
92.88 |
0.618 |
92.65 |
0.500 |
92.59 |
0.382 |
92.52 |
LOW |
92.29 |
0.618 |
91.93 |
1.000 |
91.70 |
1.618 |
91.34 |
2.618 |
90.75 |
4.250 |
89.78 |
|
|
Fisher Pivots for day following 25-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
92.59 |
92.45 |
PP |
92.58 |
92.34 |
S1 |
92.57 |
92.23 |
|