NYMEX Light Sweet Crude Oil Future September 2014
Trading Metrics calculated at close of trading on 11-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2014 |
11-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
97.64 |
97.54 |
-0.10 |
-0.1% |
97.67 |
High |
98.45 |
98.58 |
0.13 |
0.1% |
98.67 |
Low |
97.15 |
97.37 |
0.22 |
0.2% |
96.55 |
Close |
97.65 |
98.08 |
0.43 |
0.4% |
97.65 |
Range |
1.30 |
1.21 |
-0.09 |
-6.9% |
2.12 |
ATR |
1.47 |
1.45 |
-0.02 |
-1.2% |
0.00 |
Volume |
266,006 |
241,493 |
-24,513 |
-9.2% |
1,262,634 |
|
Daily Pivots for day following 11-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.64 |
101.07 |
98.75 |
|
R3 |
100.43 |
99.86 |
98.41 |
|
R2 |
99.22 |
99.22 |
98.30 |
|
R1 |
98.65 |
98.65 |
98.19 |
98.94 |
PP |
98.01 |
98.01 |
98.01 |
98.15 |
S1 |
97.44 |
97.44 |
97.97 |
97.73 |
S2 |
96.80 |
96.80 |
97.86 |
|
S3 |
95.59 |
96.23 |
97.75 |
|
S4 |
94.38 |
95.02 |
97.41 |
|
|
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% |
72% |
False |
False |
259,973 |
10 |
101.83 |
96.55 |
5.28 |
5.4% |
1.50 |
1.5% |
29% |
False |
False |
263,693 |
20 |
103.45 |
96.55 |
6.90 |
7.0% |
1.53 |
1.6% |
22% |
False |
False |
248,998 |
40 |
106.64 |
96.55 |
10.09 |
10.3% |
1.38 |
1.4% |
15% |
False |
False |
167,394 |
60 |
106.64 |
96.55 |
10.09 |
10.3% |
1.28 |
1.3% |
15% |
False |
False |
127,527 |
80 |
106.64 |
96.43 |
10.21 |
10.4% |
1.21 |
1.2% |
16% |
False |
False |
103,150 |
100 |
106.64 |
94.83 |
11.81 |
12.0% |
1.18 |
1.2% |
28% |
False |
False |
87,108 |
120 |
106.64 |
94.34 |
12.30 |
12.5% |
1.17 |
1.2% |
30% |
False |
False |
75,654 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.72 |
2.618 |
101.75 |
1.618 |
100.54 |
1.000 |
99.79 |
0.618 |
99.33 |
HIGH |
98.58 |
0.618 |
98.12 |
0.500 |
97.98 |
0.382 |
97.83 |
LOW |
97.37 |
0.618 |
96.62 |
1.000 |
96.16 |
1.618 |
95.41 |
2.618 |
94.20 |
4.250 |
92.23 |
|
|
Fisher Pivots for day following 11-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
98.05 |
97.91 |
PP |
98.01 |
97.74 |
S1 |
97.98 |
97.57 |
|