NYMEX Light Sweet Crude Oil Future October 2014
| Trading Metrics calculated at close of trading on 15-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2014 |
15-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
96.45 |
94.01 |
-2.44 |
-2.5% |
96.66 |
| High |
96.68 |
95.38 |
-1.30 |
-1.3% |
97.67 |
| Low |
93.85 |
93.91 |
0.06 |
0.1% |
93.85 |
| Close |
94.08 |
95.32 |
1.24 |
1.3% |
95.32 |
| Range |
2.83 |
1.47 |
-1.36 |
-48.1% |
3.82 |
| ATR |
1.43 |
1.43 |
0.00 |
0.2% |
0.00 |
| Volume |
219,244 |
195,325 |
-23,919 |
-10.9% |
769,031 |
|
| Daily Pivots for day following 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.28 |
98.77 |
96.13 |
|
| R3 |
97.81 |
97.30 |
95.72 |
|
| R2 |
96.34 |
96.34 |
95.59 |
|
| R1 |
95.83 |
95.83 |
95.45 |
96.09 |
| PP |
94.87 |
94.87 |
94.87 |
95.00 |
| S1 |
94.36 |
94.36 |
95.19 |
94.62 |
| S2 |
93.40 |
93.40 |
95.05 |
|
| S3 |
91.93 |
92.89 |
94.92 |
|
| S4 |
90.46 |
91.42 |
94.51 |
|
|
| 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 |
97.67 |
93.85 |
3.82 |
4.0% |
1.53 |
1.6% |
38% |
False |
False |
153,806 |
| 10 |
97.75 |
93.85 |
3.90 |
4.1% |
1.39 |
1.5% |
38% |
False |
False |
129,232 |
| 20 |
102.20 |
93.85 |
8.35 |
8.8% |
1.40 |
1.5% |
18% |
False |
False |
108,538 |
| 40 |
105.55 |
93.85 |
11.70 |
12.3% |
1.35 |
1.4% |
13% |
False |
False |
77,663 |
| 60 |
105.55 |
93.85 |
11.70 |
12.3% |
1.22 |
1.3% |
13% |
False |
False |
60,636 |
| 80 |
105.55 |
93.85 |
11.70 |
12.3% |
1.15 |
1.2% |
13% |
False |
False |
49,277 |
| 100 |
105.55 |
93.85 |
11.70 |
12.3% |
1.11 |
1.2% |
13% |
False |
False |
41,114 |
| 120 |
105.55 |
93.72 |
11.83 |
12.4% |
1.07 |
1.1% |
14% |
False |
False |
35,345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.63 |
|
2.618 |
99.23 |
|
1.618 |
97.76 |
|
1.000 |
96.85 |
|
0.618 |
96.29 |
|
HIGH |
95.38 |
|
0.618 |
94.82 |
|
0.500 |
94.65 |
|
0.382 |
94.47 |
|
LOW |
93.91 |
|
0.618 |
93.00 |
|
1.000 |
92.44 |
|
1.618 |
91.53 |
|
2.618 |
90.06 |
|
4.250 |
87.66 |
|
|
| Fisher Pivots for day following 15-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
95.10 |
95.37 |
| PP |
94.87 |
95.35 |
| S1 |
94.65 |
95.34 |
|