NYMEX Light Sweet Crude Oil Future November 2014
| Trading Metrics calculated at close of trading on 21-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2014 |
21-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
92.39 |
92.84 |
0.45 |
0.5% |
96.19 |
| High |
93.04 |
93.86 |
0.82 |
0.9% |
97.17 |
| Low |
92.26 |
91.96 |
-0.30 |
-0.3% |
93.39 |
| Close |
92.88 |
93.38 |
0.50 |
0.5% |
94.74 |
| Range |
0.78 |
1.90 |
1.12 |
143.6% |
3.78 |
| ATR |
1.37 |
1.41 |
0.04 |
2.8% |
0.00 |
| Volume |
79,572 |
56,941 |
-22,631 |
-28.4% |
258,517 |
|
| Daily Pivots for day following 21-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.77 |
97.97 |
94.43 |
|
| R3 |
96.87 |
96.07 |
93.90 |
|
| R2 |
94.97 |
94.97 |
93.73 |
|
| R1 |
94.17 |
94.17 |
93.55 |
94.57 |
| PP |
93.07 |
93.07 |
93.07 |
93.27 |
| S1 |
92.27 |
92.27 |
93.21 |
92.67 |
| S2 |
91.17 |
91.17 |
93.03 |
|
| S3 |
89.27 |
90.37 |
92.86 |
|
| S4 |
87.37 |
88.47 |
92.34 |
|
|
| 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 |
94.79 |
91.96 |
2.83 |
3.0% |
1.45 |
1.6% |
50% |
False |
True |
64,481 |
| 10 |
97.35 |
91.96 |
5.39 |
5.8% |
1.46 |
1.6% |
26% |
False |
True |
56,984 |
| 20 |
100.27 |
91.96 |
8.31 |
8.9% |
1.38 |
1.5% |
17% |
False |
True |
47,986 |
| 40 |
103.82 |
91.96 |
11.86 |
12.7% |
1.30 |
1.4% |
12% |
False |
True |
39,837 |
| 60 |
104.44 |
91.96 |
12.48 |
13.4% |
1.19 |
1.3% |
11% |
False |
True |
32,707 |
| 80 |
104.44 |
91.96 |
12.48 |
13.4% |
1.10 |
1.2% |
11% |
False |
True |
26,865 |
| 100 |
104.44 |
91.96 |
12.48 |
13.4% |
1.04 |
1.1% |
11% |
False |
True |
22,785 |
| 120 |
104.44 |
91.96 |
12.48 |
13.4% |
0.97 |
1.0% |
11% |
False |
True |
19,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.94 |
|
2.618 |
98.83 |
|
1.618 |
96.93 |
|
1.000 |
95.76 |
|
0.618 |
95.03 |
|
HIGH |
93.86 |
|
0.618 |
93.13 |
|
0.500 |
92.91 |
|
0.382 |
92.69 |
|
LOW |
91.96 |
|
0.618 |
90.79 |
|
1.000 |
90.06 |
|
1.618 |
88.89 |
|
2.618 |
86.99 |
|
4.250 |
83.89 |
|
|
| Fisher Pivots for day following 21-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
93.22 |
93.22 |
| PP |
93.07 |
93.07 |
| S1 |
92.91 |
92.91 |
|