NYMEX Light Sweet Crude Oil Future November 2014
| Trading Metrics calculated at close of trading on 06-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2014 |
06-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
96.82 |
96.38 |
-0.44 |
-0.5% |
100.00 |
| High |
97.04 |
96.81 |
-0.23 |
-0.2% |
100.08 |
| Low |
95.81 |
95.66 |
-0.15 |
-0.2% |
95.56 |
| Close |
96.14 |
95.84 |
-0.30 |
-0.3% |
96.31 |
| Range |
1.23 |
1.15 |
-0.08 |
-6.5% |
4.52 |
| ATR |
1.29 |
1.28 |
-0.01 |
-0.8% |
0.00 |
| Volume |
23,546 |
48,389 |
24,843 |
105.5% |
200,854 |
|
| Daily Pivots for day following 06-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.55 |
98.85 |
96.47 |
|
| R3 |
98.40 |
97.70 |
96.16 |
|
| R2 |
97.25 |
97.25 |
96.05 |
|
| R1 |
96.55 |
96.55 |
95.95 |
96.33 |
| PP |
96.10 |
96.10 |
96.10 |
95.99 |
| S1 |
95.40 |
95.40 |
95.73 |
95.18 |
| S2 |
94.95 |
94.95 |
95.63 |
|
| S3 |
93.80 |
94.25 |
95.52 |
|
| S4 |
92.65 |
93.10 |
95.21 |
|
|
| 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 |
97.96 |
95.56 |
2.40 |
2.5% |
1.26 |
1.3% |
12% |
False |
False |
40,296 |
| 10 |
100.93 |
95.56 |
5.37 |
5.6% |
1.31 |
1.4% |
5% |
False |
False |
41,189 |
| 20 |
101.22 |
95.56 |
5.66 |
5.9% |
1.36 |
1.4% |
5% |
False |
False |
39,523 |
| 40 |
104.44 |
95.56 |
8.88 |
9.3% |
1.19 |
1.2% |
3% |
False |
False |
31,063 |
| 60 |
104.44 |
95.56 |
8.88 |
9.3% |
1.08 |
1.1% |
3% |
False |
False |
24,495 |
| 80 |
104.44 |
94.76 |
9.68 |
10.1% |
1.01 |
1.1% |
11% |
False |
False |
20,189 |
| 100 |
104.44 |
93.00 |
11.44 |
11.9% |
0.95 |
1.0% |
25% |
False |
False |
17,189 |
| 120 |
104.44 |
93.00 |
11.44 |
11.9% |
0.90 |
0.9% |
25% |
False |
False |
15,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.70 |
|
2.618 |
99.82 |
|
1.618 |
98.67 |
|
1.000 |
97.96 |
|
0.618 |
97.52 |
|
HIGH |
96.81 |
|
0.618 |
96.37 |
|
0.500 |
96.24 |
|
0.382 |
96.10 |
|
LOW |
95.66 |
|
0.618 |
94.95 |
|
1.000 |
94.51 |
|
1.618 |
93.80 |
|
2.618 |
92.65 |
|
4.250 |
90.77 |
|
|
| Fisher Pivots for day following 06-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
96.24 |
96.39 |
| PP |
96.10 |
96.20 |
| S1 |
95.97 |
96.02 |
|