NYMEX Light Sweet Crude Oil Future February 2015
Trading Metrics calculated at close of trading on 29-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2014 |
29-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
92.67 |
93.21 |
0.54 |
0.6% |
92.77 |
High |
93.44 |
93.83 |
0.39 |
0.4% |
93.83 |
Low |
92.67 |
93.16 |
0.49 |
0.5% |
92.29 |
Close |
93.02 |
93.80 |
0.78 |
0.8% |
93.80 |
Range |
0.77 |
0.67 |
-0.10 |
-13.0% |
1.54 |
ATR |
1.00 |
0.99 |
-0.01 |
-1.4% |
0.00 |
Volume |
6,029 |
7,777 |
1,748 |
29.0% |
38,240 |
|
Daily Pivots for day following 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.61 |
95.37 |
94.17 |
|
R3 |
94.94 |
94.70 |
93.98 |
|
R2 |
94.27 |
94.27 |
93.92 |
|
R1 |
94.03 |
94.03 |
93.86 |
94.15 |
PP |
93.60 |
93.60 |
93.60 |
93.66 |
S1 |
93.36 |
93.36 |
93.74 |
93.48 |
S2 |
92.93 |
92.93 |
93.68 |
|
S3 |
92.26 |
92.69 |
93.62 |
|
S4 |
91.59 |
92.02 |
93.43 |
|
|
Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.93 |
97.40 |
94.65 |
|
R3 |
96.39 |
95.86 |
94.22 |
|
R2 |
94.85 |
94.85 |
94.08 |
|
R1 |
94.32 |
94.32 |
93.94 |
94.59 |
PP |
93.31 |
93.31 |
93.31 |
93.44 |
S1 |
92.78 |
92.78 |
93.66 |
93.05 |
S2 |
91.77 |
91.77 |
93.52 |
|
S3 |
90.23 |
91.24 |
93.38 |
|
S4 |
88.69 |
89.70 |
92.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
93.83 |
92.29 |
1.54 |
1.6% |
0.71 |
0.8% |
98% |
True |
False |
7,648 |
10 |
93.83 |
91.44 |
2.39 |
2.5% |
0.88 |
0.9% |
99% |
True |
False |
8,039 |
20 |
95.94 |
91.44 |
4.50 |
4.8% |
0.97 |
1.0% |
52% |
False |
False |
6,887 |
40 |
99.76 |
91.44 |
8.32 |
8.9% |
1.00 |
1.1% |
28% |
False |
False |
6,234 |
60 |
101.33 |
91.44 |
9.89 |
10.5% |
0.89 |
1.0% |
24% |
False |
False |
5,265 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.68 |
2.618 |
95.58 |
1.618 |
94.91 |
1.000 |
94.50 |
0.618 |
94.24 |
HIGH |
93.83 |
0.618 |
93.57 |
0.500 |
93.50 |
0.382 |
93.42 |
LOW |
93.16 |
0.618 |
92.75 |
1.000 |
92.49 |
1.618 |
92.08 |
2.618 |
91.41 |
4.250 |
90.31 |
|
|
Fisher Pivots for day following 29-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
93.70 |
93.59 |
PP |
93.60 |
93.37 |
S1 |
93.50 |
93.16 |
|