NYMEX Light Sweet Crude Oil Future October 2014
| Trading Metrics calculated at close of trading on 12-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2014 |
12-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
96.66 |
96.95 |
0.29 |
0.3% |
96.70 |
| High |
97.67 |
97.08 |
-0.59 |
-0.6% |
97.75 |
| Low |
96.55 |
95.90 |
-0.65 |
-0.7% |
95.88 |
| Close |
97.21 |
96.48 |
-0.73 |
-0.8% |
96.84 |
| Range |
1.12 |
1.18 |
0.06 |
5.4% |
1.87 |
| ATR |
1.34 |
1.34 |
0.00 |
-0.2% |
0.00 |
| Volume |
114,249 |
111,761 |
-2,488 |
-2.2% |
523,290 |
|
| Daily Pivots for day following 12-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.03 |
99.43 |
97.13 |
|
| R3 |
98.85 |
98.25 |
96.80 |
|
| R2 |
97.67 |
97.67 |
96.70 |
|
| R1 |
97.07 |
97.07 |
96.59 |
96.78 |
| PP |
96.49 |
96.49 |
96.49 |
96.34 |
| S1 |
95.89 |
95.89 |
96.37 |
95.60 |
| S2 |
95.31 |
95.31 |
96.26 |
|
| S3 |
94.13 |
94.71 |
96.16 |
|
| S4 |
92.95 |
93.53 |
95.83 |
|
|
| 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% |
1.21 |
1.3% |
32% |
False |
False |
117,276 |
| 10 |
100.30 |
95.88 |
4.42 |
4.6% |
1.37 |
1.4% |
14% |
False |
False |
106,420 |
| 20 |
102.20 |
95.88 |
6.32 |
6.6% |
1.36 |
1.4% |
9% |
False |
False |
93,944 |
| 40 |
105.55 |
95.88 |
9.67 |
10.0% |
1.29 |
1.3% |
6% |
False |
False |
66,839 |
| 60 |
105.55 |
95.88 |
9.67 |
10.0% |
1.18 |
1.2% |
6% |
False |
False |
52,457 |
| 80 |
105.55 |
95.59 |
9.96 |
10.3% |
1.12 |
1.2% |
9% |
False |
False |
42,819 |
| 100 |
105.55 |
94.08 |
11.47 |
11.9% |
1.08 |
1.1% |
21% |
False |
False |
35,859 |
| 120 |
105.55 |
93.72 |
11.83 |
12.3% |
1.05 |
1.1% |
23% |
False |
False |
30,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.10 |
|
2.618 |
100.17 |
|
1.618 |
98.99 |
|
1.000 |
98.26 |
|
0.618 |
97.81 |
|
HIGH |
97.08 |
|
0.618 |
96.63 |
|
0.500 |
96.49 |
|
0.382 |
96.35 |
|
LOW |
95.90 |
|
0.618 |
95.17 |
|
1.000 |
94.72 |
|
1.618 |
93.99 |
|
2.618 |
92.81 |
|
4.250 |
90.89 |
|
|
| Fisher Pivots for day following 12-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
96.49 |
96.83 |
| PP |
96.49 |
96.71 |
| S1 |
96.48 |
96.60 |
|