NYMEX Light Sweet Crude Oil Future November 2014
| Trading Metrics calculated at close of trading on 27-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2014 |
27-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
92.89 |
93.35 |
0.46 |
0.5% |
94.46 |
| High |
93.85 |
93.70 |
-0.15 |
-0.2% |
94.46 |
| Low |
92.84 |
92.86 |
0.02 |
0.0% |
91.96 |
| Close |
93.36 |
93.34 |
-0.02 |
0.0% |
93.17 |
| Range |
1.01 |
0.84 |
-0.17 |
-16.8% |
2.50 |
| ATR |
1.32 |
1.29 |
-0.03 |
-2.6% |
0.00 |
| Volume |
30,473 |
42,515 |
12,042 |
39.5% |
317,478 |
|
| Daily Pivots for day following 27-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.82 |
95.42 |
93.80 |
|
| R3 |
94.98 |
94.58 |
93.57 |
|
| R2 |
94.14 |
94.14 |
93.49 |
|
| R1 |
93.74 |
93.74 |
93.42 |
93.52 |
| PP |
93.30 |
93.30 |
93.30 |
93.19 |
| S1 |
92.90 |
92.90 |
93.26 |
92.68 |
| S2 |
92.46 |
92.46 |
93.19 |
|
| S3 |
91.62 |
92.06 |
93.11 |
|
| S4 |
90.78 |
91.22 |
92.88 |
|
|
| Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.70 |
99.43 |
94.55 |
|
| R3 |
98.20 |
96.93 |
93.86 |
|
| R2 |
95.70 |
95.70 |
93.63 |
|
| R1 |
94.43 |
94.43 |
93.40 |
93.82 |
| PP |
93.20 |
93.20 |
93.20 |
92.89 |
| S1 |
91.93 |
91.93 |
92.94 |
91.32 |
| S2 |
90.70 |
90.70 |
92.71 |
|
| S3 |
88.20 |
89.43 |
92.48 |
|
| S4 |
85.70 |
86.93 |
91.80 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.86 |
91.96 |
1.90 |
2.0% |
1.14 |
1.2% |
73% |
False |
False |
48,344 |
| 10 |
96.18 |
91.96 |
4.22 |
4.5% |
1.38 |
1.5% |
33% |
False |
False |
56,175 |
| 20 |
97.96 |
91.96 |
6.00 |
6.4% |
1.29 |
1.4% |
23% |
False |
False |
49,811 |
| 40 |
103.12 |
91.96 |
11.16 |
12.0% |
1.29 |
1.4% |
12% |
False |
False |
42,497 |
| 60 |
104.44 |
91.96 |
12.48 |
13.4% |
1.20 |
1.3% |
11% |
False |
False |
35,187 |
| 80 |
104.44 |
91.96 |
12.48 |
13.4% |
1.10 |
1.2% |
11% |
False |
False |
28,789 |
| 100 |
104.44 |
91.96 |
12.48 |
13.4% |
1.04 |
1.1% |
11% |
False |
False |
24,472 |
| 120 |
104.44 |
91.96 |
12.48 |
13.4% |
0.98 |
1.0% |
11% |
False |
False |
21,170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.27 |
|
2.618 |
95.90 |
|
1.618 |
95.06 |
|
1.000 |
94.54 |
|
0.618 |
94.22 |
|
HIGH |
93.70 |
|
0.618 |
93.38 |
|
0.500 |
93.28 |
|
0.382 |
93.18 |
|
LOW |
92.86 |
|
0.618 |
92.34 |
|
1.000 |
92.02 |
|
1.618 |
91.50 |
|
2.618 |
90.66 |
|
4.250 |
89.29 |
|
|
| Fisher Pivots for day following 27-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
93.32 |
93.30 |
| PP |
93.30 |
93.26 |
| S1 |
93.28 |
93.23 |
|