NYMEX Light Sweet Crude Oil Future November 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 |
93.26 |
92.39 |
-0.87 |
-0.9% |
96.19 |
| High |
93.69 |
93.04 |
-0.65 |
-0.7% |
97.17 |
| Low |
92.13 |
92.26 |
0.13 |
0.1% |
93.39 |
| Close |
92.34 |
92.88 |
0.54 |
0.6% |
94.74 |
| Range |
1.56 |
0.78 |
-0.78 |
-50.0% |
3.78 |
| ATR |
1.41 |
1.37 |
-0.05 |
-3.2% |
0.00 |
| Volume |
49,754 |
79,572 |
29,818 |
59.9% |
258,517 |
|
| Daily Pivots for day following 20-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.07 |
94.75 |
93.31 |
|
| R3 |
94.29 |
93.97 |
93.09 |
|
| R2 |
93.51 |
93.51 |
93.02 |
|
| R1 |
93.19 |
93.19 |
92.95 |
93.35 |
| PP |
92.73 |
92.73 |
92.73 |
92.81 |
| S1 |
92.41 |
92.41 |
92.81 |
92.57 |
| S2 |
91.95 |
91.95 |
92.74 |
|
| S3 |
91.17 |
91.63 |
92.67 |
|
| S4 |
90.39 |
90.85 |
92.45 |
|
|
| Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.44 |
104.37 |
96.82 |
|
| R3 |
102.66 |
100.59 |
95.78 |
|
| R2 |
98.88 |
98.88 |
95.43 |
|
| R1 |
96.81 |
96.81 |
95.09 |
95.96 |
| PP |
95.10 |
95.10 |
95.10 |
94.67 |
| S1 |
93.03 |
93.03 |
94.39 |
92.18 |
| S2 |
91.32 |
91.32 |
94.05 |
|
| S3 |
87.54 |
89.25 |
93.70 |
|
| S4 |
83.76 |
85.47 |
92.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.18 |
92.13 |
4.05 |
4.4% |
1.63 |
1.8% |
19% |
False |
False |
64,006 |
| 10 |
97.35 |
92.13 |
5.22 |
5.6% |
1.39 |
1.5% |
14% |
False |
False |
55,302 |
| 20 |
100.93 |
92.13 |
8.80 |
9.5% |
1.35 |
1.4% |
9% |
False |
False |
48,246 |
| 40 |
104.44 |
92.13 |
12.31 |
13.3% |
1.29 |
1.4% |
6% |
False |
False |
38,788 |
| 60 |
104.44 |
92.13 |
12.31 |
13.3% |
1.18 |
1.3% |
6% |
False |
False |
31,890 |
| 80 |
104.44 |
92.13 |
12.31 |
13.3% |
1.08 |
1.2% |
6% |
False |
False |
26,240 |
| 100 |
104.44 |
92.13 |
12.31 |
13.3% |
1.03 |
1.1% |
6% |
False |
False |
22,271 |
| 120 |
104.44 |
92.13 |
12.31 |
13.3% |
0.97 |
1.0% |
6% |
False |
False |
19,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.36 |
|
2.618 |
95.08 |
|
1.618 |
94.30 |
|
1.000 |
93.82 |
|
0.618 |
93.52 |
|
HIGH |
93.04 |
|
0.618 |
92.74 |
|
0.500 |
92.65 |
|
0.382 |
92.56 |
|
LOW |
92.26 |
|
0.618 |
91.78 |
|
1.000 |
91.48 |
|
1.618 |
91.00 |
|
2.618 |
90.22 |
|
4.250 |
88.95 |
|
|
| Fisher Pivots for day following 20-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
92.80 |
93.30 |
| PP |
92.73 |
93.16 |
| S1 |
92.65 |
93.02 |
|