NYMEX Light Sweet Crude Oil Future September 2014
Trading Metrics calculated at close of trading on 08-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2014 |
08-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
96.89 |
97.64 |
0.75 |
0.8% |
97.67 |
High |
97.72 |
98.45 |
0.73 |
0.7% |
98.67 |
Low |
96.55 |
97.15 |
0.60 |
0.6% |
96.55 |
Close |
97.34 |
97.65 |
0.31 |
0.3% |
97.65 |
Range |
1.17 |
1.30 |
0.13 |
11.1% |
2.12 |
ATR |
1.48 |
1.47 |
-0.01 |
-0.9% |
0.00 |
Volume |
286,531 |
266,006 |
-20,525 |
-7.2% |
1,262,634 |
|
Daily Pivots for day following 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.65 |
100.95 |
98.37 |
|
R3 |
100.35 |
99.65 |
98.01 |
|
R2 |
99.05 |
99.05 |
97.89 |
|
R1 |
98.35 |
98.35 |
97.77 |
98.70 |
PP |
97.75 |
97.75 |
97.75 |
97.93 |
S1 |
97.05 |
97.05 |
97.53 |
97.40 |
S2 |
96.45 |
96.45 |
97.41 |
|
S3 |
95.15 |
95.75 |
97.29 |
|
S4 |
93.85 |
94.45 |
96.94 |
|
|
Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.98 |
102.94 |
98.82 |
|
R3 |
101.86 |
100.82 |
98.23 |
|
R2 |
99.74 |
99.74 |
98.04 |
|
R1 |
98.70 |
98.70 |
97.84 |
98.16 |
PP |
97.62 |
97.62 |
97.62 |
97.36 |
S1 |
96.58 |
96.58 |
97.46 |
96.04 |
S2 |
95.50 |
95.50 |
97.26 |
|
S3 |
93.38 |
94.46 |
97.07 |
|
S4 |
91.26 |
92.34 |
96.48 |
|
|
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% |
1.36 |
1.4% |
52% |
False |
False |
252,526 |
10 |
102.10 |
96.55 |
5.55 |
5.7% |
1.50 |
1.5% |
20% |
False |
False |
259,326 |
20 |
103.45 |
96.55 |
6.90 |
7.1% |
1.53 |
1.6% |
16% |
False |
False |
244,484 |
40 |
106.64 |
96.55 |
10.09 |
10.3% |
1.37 |
1.4% |
11% |
False |
False |
163,145 |
60 |
106.64 |
96.55 |
10.09 |
10.3% |
1.27 |
1.3% |
11% |
False |
False |
124,321 |
80 |
106.64 |
96.43 |
10.21 |
10.5% |
1.21 |
1.2% |
12% |
False |
False |
100,536 |
100 |
106.64 |
94.60 |
12.04 |
12.3% |
1.18 |
1.2% |
25% |
False |
False |
84,894 |
120 |
106.64 |
94.34 |
12.30 |
12.6% |
1.17 |
1.2% |
27% |
False |
False |
73,811 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.98 |
2.618 |
101.85 |
1.618 |
100.55 |
1.000 |
99.75 |
0.618 |
99.25 |
HIGH |
98.45 |
0.618 |
97.95 |
0.500 |
97.80 |
0.382 |
97.65 |
LOW |
97.15 |
0.618 |
96.35 |
1.000 |
95.85 |
1.618 |
95.05 |
2.618 |
93.75 |
4.250 |
91.63 |
|
|
Fisher Pivots for day following 08-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
97.80 |
97.60 |
PP |
97.75 |
97.55 |
S1 |
97.70 |
97.50 |
|