NYMEX Light Sweet Crude Oil Future September 2014
| Trading Metrics calculated at close of trading on 07-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2014 |
07-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
97.62 |
96.89 |
-0.73 |
-0.7% |
101.87 |
| High |
98.13 |
97.72 |
-0.41 |
-0.4% |
102.10 |
| Low |
96.69 |
96.55 |
-0.14 |
-0.1% |
97.09 |
| Close |
96.92 |
97.34 |
0.42 |
0.4% |
97.88 |
| Range |
1.44 |
1.17 |
-0.27 |
-18.8% |
5.01 |
| ATR |
1.50 |
1.48 |
-0.02 |
-1.6% |
0.00 |
| Volume |
263,598 |
286,531 |
22,933 |
8.7% |
1,330,626 |
|
| Daily Pivots for day following 07-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.71 |
100.20 |
97.98 |
|
| R3 |
99.54 |
99.03 |
97.66 |
|
| R2 |
98.37 |
98.37 |
97.55 |
|
| R1 |
97.86 |
97.86 |
97.45 |
98.12 |
| PP |
97.20 |
97.20 |
97.20 |
97.33 |
| S1 |
96.69 |
96.69 |
97.23 |
96.95 |
| S2 |
96.03 |
96.03 |
97.13 |
|
| S3 |
94.86 |
95.52 |
97.02 |
|
| S4 |
93.69 |
94.35 |
96.70 |
|
|
| 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 |
98.67 |
96.55 |
2.12 |
2.2% |
1.31 |
1.3% |
37% |
False |
True |
254,324 |
| 10 |
102.53 |
96.55 |
5.98 |
6.1% |
1.52 |
1.6% |
13% |
False |
True |
261,217 |
| 20 |
103.45 |
96.55 |
6.90 |
7.1% |
1.58 |
1.6% |
11% |
False |
True |
237,321 |
| 40 |
106.64 |
96.55 |
10.09 |
10.4% |
1.36 |
1.4% |
8% |
False |
True |
158,814 |
| 60 |
106.64 |
96.55 |
10.09 |
10.4% |
1.26 |
1.3% |
8% |
False |
True |
120,579 |
| 80 |
106.64 |
96.43 |
10.21 |
10.5% |
1.21 |
1.2% |
9% |
False |
False |
97,492 |
| 100 |
106.64 |
94.60 |
12.04 |
12.4% |
1.18 |
1.2% |
23% |
False |
False |
82,508 |
| 120 |
106.64 |
94.34 |
12.30 |
12.6% |
1.16 |
1.2% |
24% |
False |
False |
71,753 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.69 |
|
2.618 |
100.78 |
|
1.618 |
99.61 |
|
1.000 |
98.89 |
|
0.618 |
98.44 |
|
HIGH |
97.72 |
|
0.618 |
97.27 |
|
0.500 |
97.14 |
|
0.382 |
97.00 |
|
LOW |
96.55 |
|
0.618 |
95.83 |
|
1.000 |
95.38 |
|
1.618 |
94.66 |
|
2.618 |
93.49 |
|
4.250 |
91.58 |
|
|
| Fisher Pivots for day following 07-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
97.27 |
97.61 |
| PP |
97.20 |
97.52 |
| S1 |
97.14 |
97.43 |
|