NYMEX Light Sweet Crude Oil Future October 2014
| Trading Metrics calculated at close of trading on 18-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2014 |
18-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
94.01 |
95.14 |
1.13 |
1.2% |
96.66 |
| High |
95.38 |
95.14 |
-0.24 |
-0.3% |
97.67 |
| Low |
93.91 |
93.42 |
-0.49 |
-0.5% |
93.85 |
| Close |
95.32 |
93.75 |
-1.57 |
-1.6% |
95.32 |
| Range |
1.47 |
1.72 |
0.25 |
17.0% |
3.82 |
| ATR |
1.43 |
1.46 |
0.03 |
2.3% |
0.00 |
| Volume |
195,325 |
177,858 |
-17,467 |
-8.9% |
769,031 |
|
| Daily Pivots for day following 18-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.26 |
98.23 |
94.70 |
|
| R3 |
97.54 |
96.51 |
94.22 |
|
| R2 |
95.82 |
95.82 |
94.07 |
|
| R1 |
94.79 |
94.79 |
93.91 |
94.45 |
| PP |
94.10 |
94.10 |
94.10 |
93.93 |
| S1 |
93.07 |
93.07 |
93.59 |
92.73 |
| S2 |
92.38 |
92.38 |
93.43 |
|
| S3 |
90.66 |
91.35 |
93.28 |
|
| S4 |
88.94 |
89.63 |
92.80 |
|
|
| Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.07 |
105.02 |
97.42 |
|
| R3 |
103.25 |
101.20 |
96.37 |
|
| R2 |
99.43 |
99.43 |
96.02 |
|
| R1 |
97.38 |
97.38 |
95.67 |
96.50 |
| PP |
95.61 |
95.61 |
95.61 |
95.17 |
| S1 |
93.56 |
93.56 |
94.97 |
92.68 |
| S2 |
91.79 |
91.79 |
94.62 |
|
| S3 |
87.97 |
89.74 |
94.27 |
|
| S4 |
84.15 |
85.92 |
93.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.08 |
93.42 |
3.66 |
3.9% |
1.65 |
1.8% |
9% |
False |
True |
166,528 |
| 10 |
97.75 |
93.42 |
4.33 |
4.6% |
1.46 |
1.6% |
8% |
False |
True |
137,301 |
| 20 |
102.20 |
93.42 |
8.78 |
9.4% |
1.42 |
1.5% |
4% |
False |
True |
113,762 |
| 40 |
105.55 |
93.42 |
12.13 |
12.9% |
1.37 |
1.5% |
3% |
False |
True |
81,011 |
| 60 |
105.55 |
93.42 |
12.13 |
12.9% |
1.24 |
1.3% |
3% |
False |
True |
63,107 |
| 80 |
105.55 |
93.42 |
12.13 |
12.9% |
1.17 |
1.2% |
3% |
False |
True |
51,304 |
| 100 |
105.55 |
93.42 |
12.13 |
12.9% |
1.11 |
1.2% |
3% |
False |
True |
42,838 |
| 120 |
105.55 |
93.42 |
12.13 |
12.9% |
1.08 |
1.1% |
3% |
False |
True |
36,793 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.45 |
|
2.618 |
99.64 |
|
1.618 |
97.92 |
|
1.000 |
96.86 |
|
0.618 |
96.20 |
|
HIGH |
95.14 |
|
0.618 |
94.48 |
|
0.500 |
94.28 |
|
0.382 |
94.08 |
|
LOW |
93.42 |
|
0.618 |
92.36 |
|
1.000 |
91.70 |
|
1.618 |
90.64 |
|
2.618 |
88.92 |
|
4.250 |
86.11 |
|
|
| Fisher Pivots for day following 18-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
94.28 |
95.05 |
| PP |
94.10 |
94.62 |
| S1 |
93.93 |
94.18 |
|