NYMEX Light Sweet Crude Oil Future October 2014
| Trading Metrics calculated at close of trading on 06-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2014 |
06-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
97.48 |
96.70 |
-0.78 |
-0.8% |
100.62 |
| High |
97.72 |
97.26 |
-0.46 |
-0.5% |
100.89 |
| Low |
96.22 |
96.01 |
-0.21 |
-0.2% |
96.17 |
| Close |
96.57 |
96.24 |
-0.33 |
-0.3% |
96.94 |
| Range |
1.50 |
1.25 |
-0.25 |
-16.7% |
4.72 |
| ATR |
1.38 |
1.37 |
-0.01 |
-0.7% |
0.00 |
| Volume |
65,751 |
106,424 |
40,673 |
61.9% |
461,940 |
|
| Daily Pivots for day following 06-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.25 |
99.50 |
96.93 |
|
| R3 |
99.00 |
98.25 |
96.58 |
|
| R2 |
97.75 |
97.75 |
96.47 |
|
| R1 |
97.00 |
97.00 |
96.35 |
96.75 |
| PP |
96.50 |
96.50 |
96.50 |
96.38 |
| S1 |
95.75 |
95.75 |
96.13 |
95.50 |
| S2 |
95.25 |
95.25 |
96.01 |
|
| S3 |
94.00 |
94.50 |
95.90 |
|
| S4 |
92.75 |
93.25 |
95.55 |
|
|
| 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 |
98.70 |
96.01 |
2.69 |
2.8% |
1.36 |
1.4% |
9% |
False |
True |
98,552 |
| 10 |
101.80 |
96.01 |
5.79 |
6.0% |
1.40 |
1.5% |
4% |
False |
True |
92,432 |
| 20 |
102.20 |
96.01 |
6.19 |
6.4% |
1.45 |
1.5% |
4% |
False |
True |
80,659 |
| 40 |
105.55 |
96.01 |
9.54 |
9.9% |
1.28 |
1.3% |
2% |
False |
True |
58,772 |
| 60 |
105.55 |
96.01 |
9.54 |
9.9% |
1.16 |
1.2% |
2% |
False |
True |
45,736 |
| 80 |
105.55 |
95.59 |
9.96 |
10.3% |
1.10 |
1.1% |
7% |
False |
False |
37,286 |
| 100 |
105.55 |
93.72 |
11.83 |
12.3% |
1.07 |
1.1% |
21% |
False |
False |
31,333 |
| 120 |
105.55 |
93.72 |
11.83 |
12.3% |
1.03 |
1.1% |
21% |
False |
False |
27,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.57 |
|
2.618 |
100.53 |
|
1.618 |
99.28 |
|
1.000 |
98.51 |
|
0.618 |
98.03 |
|
HIGH |
97.26 |
|
0.618 |
96.78 |
|
0.500 |
96.64 |
|
0.382 |
96.49 |
|
LOW |
96.01 |
|
0.618 |
95.24 |
|
1.000 |
94.76 |
|
1.618 |
93.99 |
|
2.618 |
92.74 |
|
4.250 |
90.70 |
|
|
| Fisher Pivots for day following 06-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
96.64 |
96.87 |
| PP |
96.50 |
96.66 |
| S1 |
96.37 |
96.45 |
|