NYMEX Light Sweet Crude Oil Future November 2014
| Trading Metrics calculated at close of trading on 07-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2014 |
07-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
96.38 |
95.82 |
-0.56 |
-0.6% |
100.00 |
| High |
96.81 |
96.63 |
-0.18 |
-0.2% |
100.08 |
| Low |
95.66 |
95.48 |
-0.18 |
-0.2% |
95.56 |
| Close |
95.84 |
96.32 |
0.48 |
0.5% |
96.31 |
| Range |
1.15 |
1.15 |
0.00 |
0.0% |
4.52 |
| ATR |
1.28 |
1.27 |
-0.01 |
-0.7% |
0.00 |
| Volume |
48,389 |
40,128 |
-8,261 |
-17.1% |
200,854 |
|
| Daily Pivots for day following 07-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.59 |
99.11 |
96.95 |
|
| R3 |
98.44 |
97.96 |
96.64 |
|
| R2 |
97.29 |
97.29 |
96.53 |
|
| R1 |
96.81 |
96.81 |
96.43 |
97.05 |
| PP |
96.14 |
96.14 |
96.14 |
96.27 |
| S1 |
95.66 |
95.66 |
96.21 |
95.90 |
| S2 |
94.99 |
94.99 |
96.11 |
|
| S3 |
93.84 |
94.51 |
96.00 |
|
| S4 |
92.69 |
93.36 |
95.69 |
|
|
| 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 |
97.11 |
95.48 |
1.63 |
1.7% |
1.13 |
1.2% |
52% |
False |
True |
41,340 |
| 10 |
100.27 |
95.48 |
4.79 |
5.0% |
1.30 |
1.3% |
18% |
False |
True |
38,988 |
| 20 |
101.22 |
95.48 |
5.74 |
6.0% |
1.35 |
1.4% |
15% |
False |
True |
40,137 |
| 40 |
104.44 |
95.48 |
8.96 |
9.3% |
1.20 |
1.3% |
9% |
False |
True |
31,448 |
| 60 |
104.44 |
95.48 |
8.96 |
9.3% |
1.07 |
1.1% |
9% |
False |
True |
25,011 |
| 80 |
104.44 |
94.76 |
9.68 |
10.0% |
1.01 |
1.1% |
16% |
False |
False |
20,605 |
| 100 |
104.44 |
93.00 |
11.44 |
11.9% |
0.96 |
1.0% |
29% |
False |
False |
17,557 |
| 120 |
104.44 |
93.00 |
11.44 |
11.9% |
0.90 |
0.9% |
29% |
False |
False |
15,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.52 |
|
2.618 |
99.64 |
|
1.618 |
98.49 |
|
1.000 |
97.78 |
|
0.618 |
97.34 |
|
HIGH |
96.63 |
|
0.618 |
96.19 |
|
0.500 |
96.06 |
|
0.382 |
95.92 |
|
LOW |
95.48 |
|
0.618 |
94.77 |
|
1.000 |
94.33 |
|
1.618 |
93.62 |
|
2.618 |
92.47 |
|
4.250 |
90.59 |
|
|
| Fisher Pivots for day following 07-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
96.23 |
96.30 |
| PP |
96.14 |
96.28 |
| S1 |
96.06 |
96.26 |
|