NYMEX Light Sweet Crude Oil Future October 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 |
98.37 |
96.84 |
-1.53 |
-1.6% |
100.62 |
High |
98.70 |
97.25 |
-1.45 |
-1.5% |
100.89 |
Low |
96.75 |
96.17 |
-0.58 |
-0.6% |
96.17 |
Close |
97.32 |
96.94 |
-0.38 |
-0.4% |
96.94 |
Range |
1.95 |
1.08 |
-0.87 |
-44.6% |
4.72 |
ATR |
1.42 |
1.40 |
-0.02 |
-1.4% |
0.00 |
Volume |
81,761 |
141,657 |
59,896 |
73.3% |
461,940 |
|
Daily Pivots for day following 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.03 |
99.56 |
97.53 |
|
R3 |
98.95 |
98.48 |
97.24 |
|
R2 |
97.87 |
97.87 |
97.14 |
|
R1 |
97.40 |
97.40 |
97.04 |
97.64 |
PP |
96.79 |
96.79 |
96.79 |
96.90 |
S1 |
96.32 |
96.32 |
96.84 |
96.56 |
S2 |
95.71 |
95.71 |
96.74 |
|
S3 |
94.63 |
95.24 |
96.64 |
|
S4 |
93.55 |
94.16 |
96.35 |
|
|
Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.16 |
109.27 |
99.54 |
|
R3 |
107.44 |
104.55 |
98.24 |
|
R2 |
102.72 |
102.72 |
97.81 |
|
R1 |
99.83 |
99.83 |
97.37 |
98.92 |
PP |
98.00 |
98.00 |
98.00 |
97.54 |
S1 |
95.11 |
95.11 |
96.51 |
94.20 |
S2 |
93.28 |
93.28 |
96.07 |
|
S3 |
88.56 |
90.39 |
95.64 |
|
S4 |
83.84 |
85.67 |
94.34 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.89 |
96.17 |
4.72 |
4.9% |
1.52 |
1.6% |
16% |
False |
True |
92,388 |
10 |
102.20 |
96.17 |
6.03 |
6.2% |
1.41 |
1.5% |
13% |
False |
True |
87,845 |
20 |
102.84 |
96.17 |
6.67 |
6.9% |
1.44 |
1.5% |
12% |
False |
True |
72,743 |
40 |
105.55 |
96.17 |
9.38 |
9.7% |
1.27 |
1.3% |
8% |
False |
True |
53,944 |
60 |
105.55 |
96.17 |
9.38 |
9.7% |
1.14 |
1.2% |
8% |
False |
True |
42,051 |
80 |
105.55 |
95.59 |
9.96 |
10.3% |
1.08 |
1.1% |
14% |
False |
False |
34,296 |
100 |
105.55 |
93.72 |
11.83 |
12.2% |
1.06 |
1.1% |
27% |
False |
False |
28,846 |
120 |
105.55 |
93.72 |
11.83 |
12.2% |
1.01 |
1.0% |
27% |
False |
False |
24,973 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.84 |
2.618 |
100.08 |
1.618 |
99.00 |
1.000 |
98.33 |
0.618 |
97.92 |
HIGH |
97.25 |
0.618 |
96.84 |
0.500 |
96.71 |
0.382 |
96.58 |
LOW |
96.17 |
0.618 |
95.50 |
1.000 |
95.09 |
1.618 |
94.42 |
2.618 |
93.34 |
4.250 |
91.58 |
|
|
Fisher Pivots for day following 01-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
96.86 |
98.24 |
PP |
96.79 |
97.80 |
S1 |
96.71 |
97.37 |
|