NYMEX Light Sweet Crude Oil Future February 2015
Trading Metrics calculated at close of trading on 26-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2014 |
26-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
92.77 |
92.65 |
-0.12 |
-0.1% |
93.29 |
High |
92.88 |
93.34 |
0.46 |
0.5% |
93.30 |
Low |
92.29 |
92.52 |
0.23 |
0.2% |
91.44 |
Close |
92.56 |
92.98 |
0.42 |
0.5% |
92.72 |
Range |
0.59 |
0.82 |
0.23 |
39.0% |
1.86 |
ATR |
1.06 |
1.05 |
-0.02 |
-1.6% |
0.00 |
Volume |
9,392 |
5,455 |
-3,937 |
-41.9% |
42,159 |
|
Daily Pivots for day following 26-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.41 |
95.01 |
93.43 |
|
R3 |
94.59 |
94.19 |
93.21 |
|
R2 |
93.77 |
93.77 |
93.13 |
|
R1 |
93.37 |
93.37 |
93.06 |
93.57 |
PP |
92.95 |
92.95 |
92.95 |
93.05 |
S1 |
92.55 |
92.55 |
92.90 |
92.75 |
S2 |
92.13 |
92.13 |
92.83 |
|
S3 |
91.31 |
91.73 |
92.75 |
|
S4 |
90.49 |
90.91 |
92.53 |
|
|
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 |
93.34 |
91.44 |
1.90 |
2.0% |
0.84 |
0.9% |
81% |
True |
False |
8,955 |
10 |
95.39 |
91.44 |
3.95 |
4.2% |
1.10 |
1.2% |
39% |
False |
False |
7,650 |
20 |
97.42 |
91.44 |
5.98 |
6.4% |
1.05 |
1.1% |
26% |
False |
False |
6,558 |
40 |
101.11 |
91.44 |
9.67 |
10.4% |
1.00 |
1.1% |
16% |
False |
False |
5,888 |
60 |
101.33 |
91.44 |
9.89 |
10.6% |
0.89 |
1.0% |
16% |
False |
False |
4,962 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.83 |
2.618 |
95.49 |
1.618 |
94.67 |
1.000 |
94.16 |
0.618 |
93.85 |
HIGH |
93.34 |
0.618 |
93.03 |
0.500 |
92.93 |
0.382 |
92.83 |
LOW |
92.52 |
0.618 |
92.01 |
1.000 |
91.70 |
1.618 |
91.19 |
2.618 |
90.37 |
4.250 |
89.04 |
|
|
Fisher Pivots for day following 26-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
92.96 |
92.88 |
PP |
92.95 |
92.78 |
S1 |
92.93 |
92.69 |
|