NYMEX Light Sweet Crude Oil Future January 2015
| Trading Metrics calculated at close of trading on 28-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2014 |
28-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
92.99 |
92.83 |
-0.16 |
-0.2% |
93.64 |
| High |
93.29 |
93.56 |
0.27 |
0.3% |
93.67 |
| Low |
92.53 |
92.68 |
0.15 |
0.2% |
91.52 |
| Close |
92.95 |
93.15 |
0.20 |
0.2% |
92.82 |
| Range |
0.76 |
0.88 |
0.12 |
15.8% |
2.15 |
| ATR |
1.13 |
1.11 |
-0.02 |
-1.6% |
0.00 |
| Volume |
15,374 |
13,045 |
-2,329 |
-15.1% |
96,289 |
|
| Daily Pivots for day following 28-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.77 |
95.34 |
93.63 |
|
| R3 |
94.89 |
94.46 |
93.39 |
|
| R2 |
94.01 |
94.01 |
93.31 |
|
| R1 |
93.58 |
93.58 |
93.23 |
93.80 |
| PP |
93.13 |
93.13 |
93.13 |
93.24 |
| S1 |
92.70 |
92.70 |
93.07 |
92.92 |
| S2 |
92.25 |
92.25 |
92.99 |
|
| S3 |
91.37 |
91.82 |
92.91 |
|
| S4 |
90.49 |
90.94 |
92.67 |
|
|
| 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 |
93.56 |
92.13 |
1.43 |
1.5% |
0.82 |
0.9% |
71% |
True |
False |
15,840 |
| 10 |
94.20 |
91.52 |
2.68 |
2.9% |
1.03 |
1.1% |
61% |
False |
False |
17,183 |
| 20 |
96.50 |
91.52 |
4.98 |
5.3% |
1.09 |
1.2% |
33% |
False |
False |
16,801 |
| 40 |
100.63 |
91.52 |
9.11 |
9.8% |
1.11 |
1.2% |
18% |
False |
False |
14,978 |
| 60 |
102.53 |
91.52 |
11.01 |
11.8% |
1.04 |
1.1% |
15% |
False |
False |
12,968 |
| 80 |
102.53 |
91.52 |
11.01 |
11.8% |
0.93 |
1.0% |
15% |
False |
False |
10,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.30 |
|
2.618 |
95.86 |
|
1.618 |
94.98 |
|
1.000 |
94.44 |
|
0.618 |
94.10 |
|
HIGH |
93.56 |
|
0.618 |
93.22 |
|
0.500 |
93.12 |
|
0.382 |
93.02 |
|
LOW |
92.68 |
|
0.618 |
92.14 |
|
1.000 |
91.80 |
|
1.618 |
91.26 |
|
2.618 |
90.38 |
|
4.250 |
88.94 |
|
|
| Fisher Pivots for day following 28-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
93.14 |
93.12 |
| PP |
93.13 |
93.08 |
| S1 |
93.12 |
93.05 |
|