NYMEX Light Sweet Crude Oil Future November 2014
| Trading Metrics calculated at close of trading on 04-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2014 |
04-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
96.24 |
96.12 |
-0.12 |
-0.1% |
100.00 |
| High |
96.67 |
97.11 |
0.44 |
0.5% |
100.08 |
| Low |
95.56 |
96.12 |
0.56 |
0.6% |
95.56 |
| Close |
96.31 |
96.78 |
0.47 |
0.5% |
96.31 |
| Range |
1.11 |
0.99 |
-0.12 |
-10.8% |
4.52 |
| ATR |
1.31 |
1.29 |
-0.02 |
-1.8% |
0.00 |
| Volume |
54,569 |
40,071 |
-14,498 |
-26.6% |
200,854 |
|
| Daily Pivots for day following 04-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.64 |
99.20 |
97.32 |
|
| R3 |
98.65 |
98.21 |
97.05 |
|
| R2 |
97.66 |
97.66 |
96.96 |
|
| R1 |
97.22 |
97.22 |
96.87 |
97.44 |
| PP |
96.67 |
96.67 |
96.67 |
96.78 |
| S1 |
96.23 |
96.23 |
96.69 |
96.45 |
| S2 |
95.68 |
95.68 |
96.60 |
|
| S3 |
94.69 |
95.24 |
96.51 |
|
| S4 |
93.70 |
94.25 |
96.24 |
|
|
| 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 |
99.60 |
95.56 |
4.04 |
4.2% |
1.39 |
1.4% |
30% |
False |
False |
40,282 |
| 10 |
101.22 |
95.56 |
5.66 |
5.8% |
1.32 |
1.4% |
22% |
False |
False |
41,622 |
| 20 |
101.95 |
95.56 |
6.39 |
6.6% |
1.36 |
1.4% |
19% |
False |
False |
38,216 |
| 40 |
104.44 |
95.56 |
8.88 |
9.2% |
1.19 |
1.2% |
14% |
False |
False |
30,293 |
| 60 |
104.44 |
95.56 |
8.88 |
9.2% |
1.06 |
1.1% |
14% |
False |
False |
23,589 |
| 80 |
104.44 |
94.76 |
9.68 |
10.0% |
0.99 |
1.0% |
21% |
False |
False |
19,467 |
| 100 |
104.44 |
93.00 |
11.44 |
11.8% |
0.94 |
1.0% |
33% |
False |
False |
16,582 |
| 120 |
104.44 |
93.00 |
11.44 |
11.8% |
0.89 |
0.9% |
33% |
False |
False |
14,581 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.32 |
|
2.618 |
99.70 |
|
1.618 |
98.71 |
|
1.000 |
98.10 |
|
0.618 |
97.72 |
|
HIGH |
97.11 |
|
0.618 |
96.73 |
|
0.500 |
96.62 |
|
0.382 |
96.50 |
|
LOW |
96.12 |
|
0.618 |
95.51 |
|
1.000 |
95.13 |
|
1.618 |
94.52 |
|
2.618 |
93.53 |
|
4.250 |
91.91 |
|
|
| Fisher Pivots for day following 04-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
96.73 |
96.77 |
| PP |
96.67 |
96.77 |
| S1 |
96.62 |
96.76 |
|