NYMEX Light Sweet Crude Oil Future October 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 |
96.18 |
96.95 |
0.77 |
0.8% |
96.70 |
| High |
97.03 |
97.75 |
0.72 |
0.7% |
97.75 |
| Low |
95.88 |
96.41 |
0.53 |
0.6% |
95.88 |
| Close |
96.69 |
96.84 |
0.15 |
0.2% |
96.84 |
| Range |
1.15 |
1.34 |
0.19 |
16.5% |
1.87 |
| ATR |
1.36 |
1.36 |
0.00 |
-0.1% |
0.00 |
| Volume |
134,083 |
119,863 |
-14,220 |
-10.6% |
523,290 |
|
| Daily Pivots for day following 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.02 |
100.27 |
97.58 |
|
| R3 |
99.68 |
98.93 |
97.21 |
|
| R2 |
98.34 |
98.34 |
97.09 |
|
| R1 |
97.59 |
97.59 |
96.96 |
97.30 |
| PP |
97.00 |
97.00 |
97.00 |
96.85 |
| S1 |
96.25 |
96.25 |
96.72 |
95.96 |
| S2 |
95.66 |
95.66 |
96.59 |
|
| S3 |
94.32 |
94.91 |
96.47 |
|
| S4 |
92.98 |
93.57 |
96.10 |
|
|
| Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.43 |
101.51 |
97.87 |
|
| R3 |
100.56 |
99.64 |
97.35 |
|
| R2 |
98.69 |
98.69 |
97.18 |
|
| R1 |
97.77 |
97.77 |
97.01 |
98.23 |
| PP |
96.82 |
96.82 |
96.82 |
97.06 |
| S1 |
95.90 |
95.90 |
96.67 |
96.36 |
| S2 |
94.95 |
94.95 |
96.50 |
|
| S3 |
93.08 |
94.03 |
96.33 |
|
| S4 |
91.21 |
92.16 |
95.81 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.75 |
95.88 |
1.87 |
1.9% |
1.26 |
1.3% |
51% |
True |
False |
104,658 |
| 10 |
100.89 |
95.88 |
5.01 |
5.2% |
1.39 |
1.4% |
19% |
False |
False |
98,523 |
| 20 |
102.20 |
95.88 |
6.32 |
6.5% |
1.39 |
1.4% |
15% |
False |
False |
88,149 |
| 40 |
105.55 |
95.88 |
9.67 |
10.0% |
1.28 |
1.3% |
10% |
False |
False |
63,520 |
| 60 |
105.55 |
95.88 |
9.67 |
10.0% |
1.17 |
1.2% |
10% |
False |
False |
49,337 |
| 80 |
105.55 |
95.59 |
9.96 |
10.3% |
1.11 |
1.2% |
13% |
False |
False |
40,229 |
| 100 |
105.55 |
93.74 |
11.81 |
12.2% |
1.08 |
1.1% |
26% |
False |
False |
33,768 |
| 120 |
105.55 |
93.72 |
11.83 |
12.2% |
1.04 |
1.1% |
26% |
False |
False |
29,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.45 |
|
2.618 |
101.26 |
|
1.618 |
99.92 |
|
1.000 |
99.09 |
|
0.618 |
98.58 |
|
HIGH |
97.75 |
|
0.618 |
97.24 |
|
0.500 |
97.08 |
|
0.382 |
96.92 |
|
LOW |
96.41 |
|
0.618 |
95.58 |
|
1.000 |
95.07 |
|
1.618 |
94.24 |
|
2.618 |
92.90 |
|
4.250 |
90.72 |
|
|
| Fisher Pivots for day following 08-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
97.08 |
96.83 |
| PP |
97.00 |
96.82 |
| S1 |
96.92 |
96.82 |
|