NYMEX Light Sweet Crude Oil Future January 2015
| Trading Metrics calculated at close of trading on 25-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2014 |
25-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
92.85 |
92.73 |
-0.12 |
-0.1% |
93.64 |
| High |
92.97 |
93.04 |
0.07 |
0.1% |
93.67 |
| Low |
92.13 |
92.33 |
0.20 |
0.2% |
91.52 |
| Close |
92.82 |
92.62 |
-0.20 |
-0.2% |
92.82 |
| Range |
0.84 |
0.71 |
-0.13 |
-15.5% |
2.15 |
| ATR |
1.21 |
1.18 |
-0.04 |
-3.0% |
0.00 |
| Volume |
26,007 |
15,598 |
-10,409 |
-40.0% |
96,289 |
|
| Daily Pivots for day following 25-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.79 |
94.42 |
93.01 |
|
| R3 |
94.08 |
93.71 |
92.82 |
|
| R2 |
93.37 |
93.37 |
92.75 |
|
| R1 |
93.00 |
93.00 |
92.69 |
92.83 |
| PP |
92.66 |
92.66 |
92.66 |
92.58 |
| S1 |
92.29 |
92.29 |
92.55 |
92.12 |
| S2 |
91.95 |
91.95 |
92.49 |
|
| S3 |
91.24 |
91.58 |
92.42 |
|
| S4 |
90.53 |
90.87 |
92.23 |
|
|
| 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 |
93.20 |
91.52 |
1.68 |
1.8% |
1.03 |
1.1% |
65% |
False |
False |
19,205 |
| 10 |
95.72 |
91.52 |
4.20 |
4.5% |
1.24 |
1.3% |
26% |
False |
False |
18,541 |
| 20 |
98.09 |
91.52 |
6.57 |
7.1% |
1.17 |
1.3% |
17% |
False |
False |
16,739 |
| 40 |
101.87 |
91.52 |
10.35 |
11.2% |
1.12 |
1.2% |
11% |
False |
False |
14,543 |
| 60 |
102.53 |
91.52 |
11.01 |
11.9% |
1.03 |
1.1% |
10% |
False |
False |
12,652 |
| 80 |
102.53 |
91.52 |
11.01 |
11.9% |
0.93 |
1.0% |
10% |
False |
False |
10,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.06 |
|
2.618 |
94.90 |
|
1.618 |
94.19 |
|
1.000 |
93.75 |
|
0.618 |
93.48 |
|
HIGH |
93.04 |
|
0.618 |
92.77 |
|
0.500 |
92.69 |
|
0.382 |
92.60 |
|
LOW |
92.33 |
|
0.618 |
91.89 |
|
1.000 |
91.62 |
|
1.618 |
91.18 |
|
2.618 |
90.47 |
|
4.250 |
89.31 |
|
|
| Fisher Pivots for day following 25-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
92.69 |
92.53 |
| PP |
92.66 |
92.45 |
| S1 |
92.64 |
92.36 |
|