NYMEX Light Sweet Crude Oil Future November 2014
| Trading Metrics calculated at close of trading on 01-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2014 |
01-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
97.63 |
96.24 |
-1.39 |
-1.4% |
100.00 |
| High |
97.96 |
96.67 |
-1.29 |
-1.3% |
100.08 |
| Low |
96.13 |
95.56 |
-0.57 |
-0.6% |
95.56 |
| Close |
96.73 |
96.31 |
-0.42 |
-0.4% |
96.31 |
| Range |
1.83 |
1.11 |
-0.72 |
-39.3% |
4.52 |
| ATR |
1.32 |
1.31 |
-0.01 |
-0.8% |
0.00 |
| Volume |
34,908 |
54,569 |
19,661 |
56.3% |
200,854 |
|
| Daily Pivots for day following 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.51 |
99.02 |
96.92 |
|
| R3 |
98.40 |
97.91 |
96.62 |
|
| R2 |
97.29 |
97.29 |
96.51 |
|
| R1 |
96.80 |
96.80 |
96.41 |
97.05 |
| PP |
96.18 |
96.18 |
96.18 |
96.30 |
| S1 |
95.69 |
95.69 |
96.21 |
95.94 |
| S2 |
95.07 |
95.07 |
96.11 |
|
| S3 |
93.96 |
94.58 |
96.00 |
|
| S4 |
92.85 |
93.47 |
95.70 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.88 |
108.11 |
98.80 |
|
| R3 |
106.36 |
103.59 |
97.55 |
|
| R2 |
101.84 |
101.84 |
97.14 |
|
| R1 |
99.07 |
99.07 |
96.72 |
98.20 |
| PP |
97.32 |
97.32 |
97.32 |
96.88 |
| S1 |
94.55 |
94.55 |
95.90 |
93.68 |
| S2 |
92.80 |
92.80 |
95.48 |
|
| S3 |
88.28 |
90.03 |
95.07 |
|
| S4 |
83.76 |
85.51 |
93.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.08 |
95.56 |
4.52 |
4.7% |
1.44 |
1.5% |
17% |
False |
True |
40,170 |
| 10 |
101.22 |
95.56 |
5.66 |
5.9% |
1.34 |
1.4% |
13% |
False |
True |
40,727 |
| 20 |
102.04 |
95.56 |
6.48 |
6.7% |
1.35 |
1.4% |
12% |
False |
True |
37,137 |
| 40 |
104.44 |
95.56 |
8.88 |
9.2% |
1.18 |
1.2% |
8% |
False |
True |
29,559 |
| 60 |
104.44 |
95.51 |
8.93 |
9.3% |
1.06 |
1.1% |
9% |
False |
False |
23,095 |
| 80 |
104.44 |
94.76 |
9.68 |
10.1% |
0.99 |
1.0% |
16% |
False |
False |
19,083 |
| 100 |
104.44 |
93.00 |
11.44 |
11.9% |
0.93 |
1.0% |
29% |
False |
False |
16,222 |
| 120 |
104.44 |
93.00 |
11.44 |
11.9% |
0.88 |
0.9% |
29% |
False |
False |
14,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.39 |
|
2.618 |
99.58 |
|
1.618 |
98.47 |
|
1.000 |
97.78 |
|
0.618 |
97.36 |
|
HIGH |
96.67 |
|
0.618 |
96.25 |
|
0.500 |
96.12 |
|
0.382 |
95.98 |
|
LOW |
95.56 |
|
0.618 |
94.87 |
|
1.000 |
94.45 |
|
1.618 |
93.76 |
|
2.618 |
92.65 |
|
4.250 |
90.84 |
|
|
| Fisher Pivots for day following 01-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
96.25 |
97.49 |
| PP |
96.18 |
97.09 |
| S1 |
96.12 |
96.70 |
|