NYMEX Light Sweet Crude Oil Future October 2014
| 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 |
93.88 |
93.75 |
-0.13 |
-0.1% |
95.14 |
| High |
94.24 |
94.71 |
0.47 |
0.5% |
95.14 |
| Low |
93.36 |
93.45 |
0.09 |
0.1% |
92.50 |
| Close |
93.88 |
94.55 |
0.67 |
0.7% |
93.65 |
| Range |
0.88 |
1.26 |
0.38 |
43.2% |
2.64 |
| ATR |
1.35 |
1.34 |
-0.01 |
-0.5% |
0.00 |
| Volume |
174,908 |
262,292 |
87,384 |
50.0% |
1,080,305 |
|
| Daily Pivots for day following 28-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.02 |
97.54 |
95.24 |
|
| R3 |
96.76 |
96.28 |
94.90 |
|
| R2 |
95.50 |
95.50 |
94.78 |
|
| R1 |
95.02 |
95.02 |
94.67 |
95.26 |
| PP |
94.24 |
94.24 |
94.24 |
94.36 |
| S1 |
93.76 |
93.76 |
94.43 |
94.00 |
| S2 |
92.98 |
92.98 |
94.32 |
|
| S3 |
91.72 |
92.50 |
94.20 |
|
| S4 |
90.46 |
91.24 |
93.86 |
|
|
| Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.68 |
100.31 |
95.10 |
|
| R3 |
99.04 |
97.67 |
94.38 |
|
| R2 |
96.40 |
96.40 |
94.13 |
|
| R1 |
95.03 |
95.03 |
93.89 |
94.40 |
| PP |
93.76 |
93.76 |
93.76 |
93.45 |
| S1 |
92.39 |
92.39 |
93.41 |
91.76 |
| S2 |
91.12 |
91.12 |
93.17 |
|
| S3 |
88.48 |
89.75 |
92.92 |
|
| S4 |
85.84 |
87.11 |
92.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.71 |
92.92 |
1.79 |
1.9% |
1.03 |
1.1% |
91% |
True |
False |
188,471 |
| 10 |
95.38 |
92.50 |
2.88 |
3.0% |
1.29 |
1.4% |
71% |
False |
False |
202,653 |
| 20 |
97.75 |
92.50 |
5.25 |
5.6% |
1.32 |
1.4% |
39% |
False |
False |
163,259 |
| 40 |
102.86 |
92.50 |
10.36 |
11.0% |
1.36 |
1.4% |
20% |
False |
False |
115,672 |
| 60 |
105.55 |
92.50 |
13.05 |
13.8% |
1.28 |
1.4% |
16% |
False |
False |
88,472 |
| 80 |
105.55 |
92.50 |
13.05 |
13.8% |
1.18 |
1.3% |
16% |
False |
False |
70,733 |
| 100 |
105.55 |
92.50 |
13.05 |
13.8% |
1.13 |
1.2% |
16% |
False |
False |
58,783 |
| 120 |
105.55 |
92.50 |
13.05 |
13.8% |
1.10 |
1.2% |
16% |
False |
False |
50,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.07 |
|
2.618 |
98.01 |
|
1.618 |
96.75 |
|
1.000 |
95.97 |
|
0.618 |
95.49 |
|
HIGH |
94.71 |
|
0.618 |
94.23 |
|
0.500 |
94.08 |
|
0.382 |
93.93 |
|
LOW |
93.45 |
|
0.618 |
92.67 |
|
1.000 |
92.19 |
|
1.618 |
91.41 |
|
2.618 |
90.15 |
|
4.250 |
88.10 |
|
|
| Fisher Pivots for day following 28-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
94.39 |
94.38 |
| PP |
94.24 |
94.20 |
| S1 |
94.08 |
94.03 |
|