NYMEX Light Sweet Crude Oil Future September 2014
Trading Metrics calculated at close of trading on 01-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2014 |
01-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
99.47 |
97.70 |
-1.77 |
-1.8% |
101.87 |
High |
99.85 |
98.10 |
-1.75 |
-1.8% |
102.10 |
Low |
97.60 |
97.09 |
-0.51 |
-0.5% |
97.09 |
Close |
98.17 |
97.88 |
-0.29 |
-0.3% |
97.88 |
Range |
2.25 |
1.01 |
-1.24 |
-55.1% |
5.01 |
ATR |
1.55 |
1.51 |
-0.03 |
-2.2% |
0.00 |
Volume |
335,785 |
274,992 |
-60,793 |
-18.1% |
1,330,626 |
|
Daily Pivots for day following 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.72 |
100.31 |
98.44 |
|
R3 |
99.71 |
99.30 |
98.16 |
|
R2 |
98.70 |
98.70 |
98.07 |
|
R1 |
98.29 |
98.29 |
97.97 |
98.50 |
PP |
97.69 |
97.69 |
97.69 |
97.79 |
S1 |
97.28 |
97.28 |
97.79 |
97.49 |
S2 |
96.68 |
96.68 |
97.69 |
|
S3 |
95.67 |
96.27 |
97.60 |
|
S4 |
94.66 |
95.26 |
97.32 |
|
|
Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.05 |
110.98 |
100.64 |
|
R3 |
109.04 |
105.97 |
99.26 |
|
R2 |
104.03 |
104.03 |
98.80 |
|
R1 |
100.96 |
100.96 |
98.34 |
99.99 |
PP |
99.02 |
99.02 |
99.02 |
98.54 |
S1 |
95.95 |
95.95 |
97.42 |
94.98 |
S2 |
94.01 |
94.01 |
96.96 |
|
S3 |
89.00 |
90.94 |
96.50 |
|
S4 |
83.99 |
85.93 |
95.12 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
102.10 |
97.09 |
5.01 |
5.1% |
1.63 |
1.7% |
16% |
False |
True |
266,125 |
10 |
103.45 |
97.09 |
6.36 |
6.5% |
1.57 |
1.6% |
12% |
False |
True |
263,562 |
20 |
103.63 |
97.09 |
6.54 |
6.7% |
1.56 |
1.6% |
12% |
False |
True |
209,430 |
40 |
106.64 |
97.09 |
9.55 |
9.8% |
1.37 |
1.4% |
8% |
False |
True |
140,310 |
60 |
106.64 |
97.09 |
9.55 |
9.8% |
1.24 |
1.3% |
8% |
False |
True |
105,921 |
80 |
106.64 |
96.43 |
10.21 |
10.4% |
1.18 |
1.2% |
14% |
False |
False |
86,600 |
100 |
106.64 |
94.34 |
12.30 |
12.6% |
1.16 |
1.2% |
29% |
False |
False |
73,403 |
120 |
106.64 |
94.34 |
12.30 |
12.6% |
1.15 |
1.2% |
29% |
False |
False |
63,857 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.39 |
2.618 |
100.74 |
1.618 |
99.73 |
1.000 |
99.11 |
0.618 |
98.72 |
HIGH |
98.10 |
0.618 |
97.71 |
0.500 |
97.60 |
0.382 |
97.48 |
LOW |
97.09 |
0.618 |
96.47 |
1.000 |
96.08 |
1.618 |
95.46 |
2.618 |
94.45 |
4.250 |
92.80 |
|
|
Fisher Pivots for day following 01-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
97.79 |
99.38 |
PP |
97.69 |
98.88 |
S1 |
97.60 |
98.38 |
|