NYMEX Light Sweet Crude Oil Future October 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 |
96.70 |
96.18 |
-0.52 |
-0.5% |
100.62 |
High |
97.26 |
97.03 |
-0.23 |
-0.2% |
100.89 |
Low |
96.01 |
95.88 |
-0.13 |
-0.1% |
96.17 |
Close |
96.24 |
96.69 |
0.45 |
0.5% |
96.94 |
Range |
1.25 |
1.15 |
-0.10 |
-8.0% |
4.72 |
ATR |
1.37 |
1.36 |
-0.02 |
-1.2% |
0.00 |
Volume |
106,424 |
134,083 |
27,659 |
26.0% |
461,940 |
|
Daily Pivots for day following 07-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.98 |
99.49 |
97.32 |
|
R3 |
98.83 |
98.34 |
97.01 |
|
R2 |
97.68 |
97.68 |
96.90 |
|
R1 |
97.19 |
97.19 |
96.80 |
97.44 |
PP |
96.53 |
96.53 |
96.53 |
96.66 |
S1 |
96.04 |
96.04 |
96.58 |
96.29 |
S2 |
95.38 |
95.38 |
96.48 |
|
S3 |
94.23 |
94.89 |
96.37 |
|
S4 |
93.08 |
93.74 |
96.06 |
|
|
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 |
97.72 |
95.88 |
1.84 |
1.9% |
1.20 |
1.2% |
44% |
False |
True |
109,016 |
10 |
101.18 |
95.88 |
5.30 |
5.5% |
1.39 |
1.4% |
15% |
False |
True |
93,708 |
20 |
102.20 |
95.88 |
6.32 |
6.5% |
1.44 |
1.5% |
13% |
False |
True |
84,857 |
40 |
105.55 |
95.88 |
9.67 |
10.0% |
1.30 |
1.3% |
8% |
False |
True |
61,247 |
60 |
105.55 |
95.88 |
9.67 |
10.0% |
1.15 |
1.2% |
8% |
False |
True |
47,713 |
80 |
105.55 |
95.59 |
9.96 |
10.3% |
1.11 |
1.1% |
11% |
False |
False |
38,855 |
100 |
105.55 |
93.74 |
11.81 |
12.2% |
1.07 |
1.1% |
25% |
False |
False |
32,611 |
120 |
105.55 |
93.72 |
11.83 |
12.2% |
1.03 |
1.1% |
25% |
False |
False |
28,221 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.92 |
2.618 |
100.04 |
1.618 |
98.89 |
1.000 |
98.18 |
0.618 |
97.74 |
HIGH |
97.03 |
0.618 |
96.59 |
0.500 |
96.46 |
0.382 |
96.32 |
LOW |
95.88 |
0.618 |
95.17 |
1.000 |
94.73 |
1.618 |
94.02 |
2.618 |
92.87 |
4.250 |
90.99 |
|
|
Fisher Pivots for day following 07-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
96.61 |
96.80 |
PP |
96.53 |
96.76 |
S1 |
96.46 |
96.73 |
|