NYMEX Light Sweet Crude Oil Future February 2015
Trading Metrics calculated at close of trading on 28-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2014 |
28-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
93.14 |
92.67 |
-0.47 |
-0.5% |
93.29 |
High |
93.20 |
93.44 |
0.24 |
0.3% |
93.30 |
Low |
92.49 |
92.67 |
0.18 |
0.2% |
91.44 |
Close |
92.88 |
93.02 |
0.14 |
0.2% |
92.72 |
Range |
0.71 |
0.77 |
0.06 |
8.5% |
1.86 |
ATR |
1.02 |
1.00 |
-0.02 |
-1.8% |
0.00 |
Volume |
9,587 |
6,029 |
-3,558 |
-37.1% |
42,159 |
|
Daily Pivots for day following 28-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.35 |
94.96 |
93.44 |
|
R3 |
94.58 |
94.19 |
93.23 |
|
R2 |
93.81 |
93.81 |
93.16 |
|
R1 |
93.42 |
93.42 |
93.09 |
93.62 |
PP |
93.04 |
93.04 |
93.04 |
93.14 |
S1 |
92.65 |
92.65 |
92.95 |
92.85 |
S2 |
92.27 |
92.27 |
92.88 |
|
S3 |
91.50 |
91.88 |
92.81 |
|
S4 |
90.73 |
91.11 |
92.60 |
|
|
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 |
93.44 |
92.03 |
1.41 |
1.5% |
0.72 |
0.8% |
70% |
True |
False |
8,300 |
10 |
93.90 |
91.44 |
2.46 |
2.6% |
0.91 |
1.0% |
64% |
False |
False |
7,967 |
20 |
95.94 |
91.44 |
4.50 |
4.8% |
0.99 |
1.1% |
35% |
False |
False |
6,896 |
40 |
99.89 |
91.44 |
8.45 |
9.1% |
0.99 |
1.1% |
19% |
False |
False |
6,130 |
60 |
101.33 |
91.44 |
9.89 |
10.6% |
0.89 |
1.0% |
16% |
False |
False |
5,177 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.71 |
2.618 |
95.46 |
1.618 |
94.69 |
1.000 |
94.21 |
0.618 |
93.92 |
HIGH |
93.44 |
0.618 |
93.15 |
0.500 |
93.06 |
0.382 |
92.96 |
LOW |
92.67 |
0.618 |
92.19 |
1.000 |
91.90 |
1.618 |
91.42 |
2.618 |
90.65 |
4.250 |
89.40 |
|
|
Fisher Pivots for day following 28-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
93.06 |
93.00 |
PP |
93.04 |
92.98 |
S1 |
93.03 |
92.97 |
|