NYMEX Light Sweet Crude Oil Future December 2014
| Trading Metrics calculated at close of trading on 29-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2014 |
29-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
92.90 |
93.41 |
0.51 |
0.5% |
92.70 |
| High |
93.73 |
94.41 |
0.68 |
0.7% |
94.41 |
| Low |
92.75 |
93.29 |
0.54 |
0.6% |
92.39 |
| Close |
93.36 |
94.37 |
1.01 |
1.1% |
94.37 |
| Range |
0.98 |
1.12 |
0.14 |
14.3% |
2.02 |
| ATR |
1.23 |
1.22 |
-0.01 |
-0.6% |
0.00 |
| Volume |
41,007 |
85,816 |
44,809 |
109.3% |
253,689 |
|
| Daily Pivots for day following 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.38 |
97.00 |
94.99 |
|
| R3 |
96.26 |
95.88 |
94.68 |
|
| R2 |
95.14 |
95.14 |
94.58 |
|
| R1 |
94.76 |
94.76 |
94.47 |
94.95 |
| PP |
94.02 |
94.02 |
94.02 |
94.12 |
| S1 |
93.64 |
93.64 |
94.27 |
93.83 |
| S2 |
92.90 |
92.90 |
94.16 |
|
| S3 |
91.78 |
92.52 |
94.06 |
|
| S4 |
90.66 |
91.40 |
93.75 |
|
|
| Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.78 |
99.10 |
95.48 |
|
| R3 |
97.76 |
97.08 |
94.93 |
|
| R2 |
95.74 |
95.74 |
94.74 |
|
| R1 |
95.06 |
95.06 |
94.56 |
95.40 |
| PP |
93.72 |
93.72 |
93.72 |
93.90 |
| S1 |
93.04 |
93.04 |
94.18 |
93.38 |
| S2 |
91.70 |
91.70 |
94.00 |
|
| S3 |
89.68 |
91.02 |
93.81 |
|
| S4 |
87.66 |
89.00 |
93.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.41 |
92.39 |
2.02 |
2.1% |
0.95 |
1.0% |
98% |
True |
False |
50,737 |
| 10 |
94.41 |
91.66 |
2.75 |
2.9% |
1.14 |
1.2% |
99% |
True |
False |
58,377 |
| 20 |
96.98 |
91.66 |
5.32 |
5.6% |
1.21 |
1.3% |
51% |
False |
False |
59,682 |
| 40 |
101.30 |
91.66 |
9.64 |
10.2% |
1.27 |
1.3% |
28% |
False |
False |
63,023 |
| 60 |
103.66 |
91.66 |
12.00 |
12.7% |
1.20 |
1.3% |
23% |
False |
False |
61,654 |
| 80 |
103.66 |
91.66 |
12.00 |
12.7% |
1.12 |
1.2% |
23% |
False |
False |
56,383 |
| 100 |
103.66 |
91.66 |
12.00 |
12.7% |
1.09 |
1.2% |
23% |
False |
False |
53,525 |
| 120 |
103.66 |
91.66 |
12.00 |
12.7% |
1.08 |
1.1% |
23% |
False |
False |
50,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.17 |
|
2.618 |
97.34 |
|
1.618 |
96.22 |
|
1.000 |
95.53 |
|
0.618 |
95.10 |
|
HIGH |
94.41 |
|
0.618 |
93.98 |
|
0.500 |
93.85 |
|
0.382 |
93.72 |
|
LOW |
93.29 |
|
0.618 |
92.60 |
|
1.000 |
92.17 |
|
1.618 |
91.48 |
|
2.618 |
90.36 |
|
4.250 |
88.53 |
|
|
| Fisher Pivots for day following 29-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
94.20 |
94.08 |
| PP |
94.02 |
93.79 |
| S1 |
93.85 |
93.51 |
|