NYMEX Light Sweet Crude Oil Future September 2014
| Trading Metrics calculated at close of trading on 20-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2014 |
20-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
96.56 |
94.70 |
-1.86 |
-1.9% |
97.54 |
| High |
97.05 |
96.47 |
-0.58 |
-0.6% |
98.58 |
| Low |
94.26 |
94.70 |
0.44 |
0.5% |
95.26 |
| Close |
94.48 |
96.07 |
1.59 |
1.7% |
97.35 |
| Range |
2.79 |
1.77 |
-1.02 |
-36.6% |
3.32 |
| ATR |
1.61 |
1.64 |
0.03 |
1.7% |
0.00 |
| Volume |
109,041 |
17,928 |
-91,113 |
-83.6% |
1,358,157 |
|
| Daily Pivots for day following 20-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.06 |
100.33 |
97.04 |
|
| R3 |
99.29 |
98.56 |
96.56 |
|
| R2 |
97.52 |
97.52 |
96.39 |
|
| R1 |
96.79 |
96.79 |
96.23 |
97.16 |
| PP |
95.75 |
95.75 |
95.75 |
95.93 |
| S1 |
95.02 |
95.02 |
95.91 |
95.39 |
| S2 |
93.98 |
93.98 |
95.75 |
|
| S3 |
92.21 |
93.25 |
95.58 |
|
| S4 |
90.44 |
91.48 |
95.10 |
|
|
| Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.02 |
105.51 |
99.18 |
|
| R3 |
103.70 |
102.19 |
98.26 |
|
| R2 |
100.38 |
100.38 |
97.96 |
|
| R1 |
98.87 |
98.87 |
97.65 |
97.97 |
| PP |
97.06 |
97.06 |
97.06 |
96.61 |
| S1 |
95.55 |
95.55 |
97.05 |
94.65 |
| S2 |
93.74 |
93.74 |
96.74 |
|
| S3 |
90.42 |
92.23 |
96.44 |
|
| S4 |
87.10 |
88.91 |
95.52 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.59 |
94.26 |
3.33 |
3.5% |
2.07 |
2.2% |
54% |
False |
False |
180,975 |
| 10 |
98.58 |
94.26 |
4.32 |
4.5% |
1.62 |
1.7% |
42% |
False |
False |
219,520 |
| 20 |
103.31 |
94.26 |
9.05 |
9.4% |
1.58 |
1.6% |
20% |
False |
False |
235,762 |
| 40 |
105.99 |
94.26 |
11.73 |
12.2% |
1.47 |
1.5% |
15% |
False |
False |
190,281 |
| 60 |
106.64 |
94.26 |
12.38 |
12.9% |
1.37 |
1.4% |
15% |
False |
False |
146,492 |
| 80 |
106.64 |
94.26 |
12.38 |
12.9% |
1.27 |
1.3% |
15% |
False |
False |
118,182 |
| 100 |
106.64 |
94.26 |
12.38 |
12.9% |
1.24 |
1.3% |
15% |
False |
False |
99,881 |
| 120 |
106.64 |
94.26 |
12.38 |
12.9% |
1.21 |
1.3% |
15% |
False |
False |
86,623 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.99 |
|
2.618 |
101.10 |
|
1.618 |
99.33 |
|
1.000 |
98.24 |
|
0.618 |
97.56 |
|
HIGH |
96.47 |
|
0.618 |
95.79 |
|
0.500 |
95.59 |
|
0.382 |
95.38 |
|
LOW |
94.70 |
|
0.618 |
93.61 |
|
1.000 |
92.93 |
|
1.618 |
91.84 |
|
2.618 |
90.07 |
|
4.250 |
87.18 |
|
|
| Fisher Pivots for day following 20-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
95.91 |
95.95 |
| PP |
95.75 |
95.83 |
| S1 |
95.59 |
95.71 |
|