NYMEX Light Sweet Crude Oil Future January 2015
| Trading Metrics calculated at close of trading on 22-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2014 |
22-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
92.45 |
92.85 |
0.40 |
0.4% |
93.64 |
| High |
93.20 |
92.97 |
-0.23 |
-0.2% |
93.67 |
| Low |
91.52 |
92.13 |
0.61 |
0.7% |
91.52 |
| Close |
92.85 |
92.82 |
-0.03 |
0.0% |
92.82 |
| Range |
1.68 |
0.84 |
-0.84 |
-50.0% |
2.15 |
| ATR |
1.24 |
1.21 |
-0.03 |
-2.3% |
0.00 |
| Volume |
13,406 |
26,007 |
12,601 |
94.0% |
96,289 |
|
| Daily Pivots for day following 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.16 |
94.83 |
93.28 |
|
| R3 |
94.32 |
93.99 |
93.05 |
|
| R2 |
93.48 |
93.48 |
92.97 |
|
| R1 |
93.15 |
93.15 |
92.90 |
92.90 |
| PP |
92.64 |
92.64 |
92.64 |
92.51 |
| S1 |
92.31 |
92.31 |
92.74 |
92.06 |
| S2 |
91.80 |
91.80 |
92.67 |
|
| S3 |
90.96 |
91.47 |
92.59 |
|
| S4 |
90.12 |
90.63 |
92.36 |
|
|
| Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.12 |
98.12 |
94.00 |
|
| R3 |
96.97 |
95.97 |
93.41 |
|
| R2 |
94.82 |
94.82 |
93.21 |
|
| R1 |
93.82 |
93.82 |
93.02 |
93.25 |
| PP |
92.67 |
92.67 |
92.67 |
92.38 |
| S1 |
91.67 |
91.67 |
92.62 |
91.10 |
| S2 |
90.52 |
90.52 |
92.43 |
|
| S3 |
88.37 |
89.52 |
92.23 |
|
| S4 |
86.22 |
87.37 |
91.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.67 |
91.52 |
2.15 |
2.3% |
1.17 |
1.3% |
60% |
False |
False |
19,257 |
| 10 |
96.26 |
91.52 |
4.74 |
5.1% |
1.24 |
1.3% |
27% |
False |
False |
18,516 |
| 20 |
98.71 |
91.52 |
7.19 |
7.7% |
1.19 |
1.3% |
18% |
False |
False |
16,722 |
| 40 |
101.88 |
91.52 |
10.36 |
11.2% |
1.11 |
1.2% |
13% |
False |
False |
14,352 |
| 60 |
102.53 |
91.52 |
11.01 |
11.9% |
1.03 |
1.1% |
12% |
False |
False |
12,429 |
| 80 |
102.53 |
91.52 |
11.01 |
11.9% |
0.92 |
1.0% |
12% |
False |
False |
10,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.54 |
|
2.618 |
95.17 |
|
1.618 |
94.33 |
|
1.000 |
93.81 |
|
0.618 |
93.49 |
|
HIGH |
92.97 |
|
0.618 |
92.65 |
|
0.500 |
92.55 |
|
0.382 |
92.45 |
|
LOW |
92.13 |
|
0.618 |
91.61 |
|
1.000 |
91.29 |
|
1.618 |
90.77 |
|
2.618 |
89.93 |
|
4.250 |
88.56 |
|
|
| Fisher Pivots for day following 22-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
92.73 |
92.67 |
| PP |
92.64 |
92.51 |
| S1 |
92.55 |
92.36 |
|