NYMEX Light Sweet Crude Oil Future October 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 |
96.95 |
96.66 |
-0.29 |
-0.3% |
96.70 |
High |
97.75 |
97.67 |
-0.08 |
-0.1% |
97.75 |
Low |
96.41 |
96.55 |
0.14 |
0.1% |
95.88 |
Close |
96.84 |
97.21 |
0.37 |
0.4% |
96.84 |
Range |
1.34 |
1.12 |
-0.22 |
-16.4% |
1.87 |
ATR |
1.36 |
1.34 |
-0.02 |
-1.2% |
0.00 |
Volume |
119,863 |
114,249 |
-5,614 |
-4.7% |
523,290 |
|
Daily Pivots for day following 11-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.50 |
99.98 |
97.83 |
|
R3 |
99.38 |
98.86 |
97.52 |
|
R2 |
98.26 |
98.26 |
97.42 |
|
R1 |
97.74 |
97.74 |
97.31 |
98.00 |
PP |
97.14 |
97.14 |
97.14 |
97.28 |
S1 |
96.62 |
96.62 |
97.11 |
96.88 |
S2 |
96.02 |
96.02 |
97.00 |
|
S3 |
94.90 |
95.50 |
96.90 |
|
S4 |
93.78 |
94.38 |
96.59 |
|
|
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% |
1.27 |
1.3% |
71% |
False |
False |
108,074 |
10 |
100.48 |
95.88 |
4.60 |
4.7% |
1.38 |
1.4% |
29% |
False |
False |
101,539 |
20 |
102.20 |
95.88 |
6.32 |
6.5% |
1.39 |
1.4% |
21% |
False |
False |
91,185 |
40 |
105.55 |
95.88 |
9.67 |
9.9% |
1.28 |
1.3% |
14% |
False |
False |
65,045 |
60 |
105.55 |
95.88 |
9.67 |
9.9% |
1.17 |
1.2% |
14% |
False |
False |
50,946 |
80 |
105.55 |
95.59 |
9.96 |
10.2% |
1.11 |
1.1% |
16% |
False |
False |
41,563 |
100 |
105.55 |
93.85 |
11.70 |
12.0% |
1.08 |
1.1% |
29% |
False |
False |
34,842 |
120 |
105.55 |
93.72 |
11.83 |
12.2% |
1.04 |
1.1% |
30% |
False |
False |
30,103 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.43 |
2.618 |
100.60 |
1.618 |
99.48 |
1.000 |
98.79 |
0.618 |
98.36 |
HIGH |
97.67 |
0.618 |
97.24 |
0.500 |
97.11 |
0.382 |
96.98 |
LOW |
96.55 |
0.618 |
95.86 |
1.000 |
95.43 |
1.618 |
94.74 |
2.618 |
93.62 |
4.250 |
91.79 |
|
|
Fisher Pivots for day following 11-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
97.18 |
97.08 |
PP |
97.14 |
96.95 |
S1 |
97.11 |
96.82 |
|