NYMEX Light Sweet Crude Oil Future November 2014
Trading Metrics calculated at close of trading on 08-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2014 |
08-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
95.82 |
96.52 |
0.70 |
0.7% |
96.12 |
High |
96.63 |
97.35 |
0.72 |
0.7% |
97.35 |
Low |
95.48 |
96.00 |
0.52 |
0.5% |
95.48 |
Close |
96.32 |
96.42 |
0.10 |
0.1% |
96.42 |
Range |
1.15 |
1.35 |
0.20 |
17.4% |
1.87 |
ATR |
1.27 |
1.27 |
0.01 |
0.5% |
0.00 |
Volume |
40,128 |
57,907 |
17,779 |
44.3% |
210,041 |
|
Daily Pivots for day following 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.64 |
99.88 |
97.16 |
|
R3 |
99.29 |
98.53 |
96.79 |
|
R2 |
97.94 |
97.94 |
96.67 |
|
R1 |
97.18 |
97.18 |
96.54 |
96.89 |
PP |
96.59 |
96.59 |
96.59 |
96.44 |
S1 |
95.83 |
95.83 |
96.30 |
95.54 |
S2 |
95.24 |
95.24 |
96.17 |
|
S3 |
93.89 |
94.48 |
96.05 |
|
S4 |
92.54 |
93.13 |
95.68 |
|
|
Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.03 |
101.09 |
97.45 |
|
R3 |
100.16 |
99.22 |
96.93 |
|
R2 |
98.29 |
98.29 |
96.76 |
|
R1 |
97.35 |
97.35 |
96.59 |
97.82 |
PP |
96.42 |
96.42 |
96.42 |
96.65 |
S1 |
95.48 |
95.48 |
96.25 |
95.95 |
S2 |
94.55 |
94.55 |
96.08 |
|
S3 |
92.68 |
93.61 |
95.91 |
|
S4 |
90.81 |
91.74 |
95.39 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.35 |
95.48 |
1.87 |
1.9% |
1.17 |
1.2% |
50% |
True |
False |
42,008 |
10 |
100.08 |
95.48 |
4.60 |
4.8% |
1.31 |
1.4% |
20% |
False |
False |
41,089 |
20 |
101.22 |
95.48 |
5.74 |
6.0% |
1.31 |
1.4% |
16% |
False |
False |
41,398 |
40 |
104.44 |
95.48 |
8.96 |
9.3% |
1.18 |
1.2% |
10% |
False |
False |
32,453 |
60 |
104.44 |
95.48 |
8.96 |
9.3% |
1.08 |
1.1% |
10% |
False |
False |
25,811 |
80 |
104.44 |
94.76 |
9.68 |
10.0% |
1.03 |
1.1% |
17% |
False |
False |
21,243 |
100 |
104.44 |
93.00 |
11.44 |
11.9% |
0.97 |
1.0% |
30% |
False |
False |
18,100 |
120 |
104.44 |
93.00 |
11.44 |
11.9% |
0.90 |
0.9% |
30% |
False |
False |
15,902 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.09 |
2.618 |
100.88 |
1.618 |
99.53 |
1.000 |
98.70 |
0.618 |
98.18 |
HIGH |
97.35 |
0.618 |
96.83 |
0.500 |
96.68 |
0.382 |
96.52 |
LOW |
96.00 |
0.618 |
95.17 |
1.000 |
94.65 |
1.618 |
93.82 |
2.618 |
92.47 |
4.250 |
90.26 |
|
|
Fisher Pivots for day following 08-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
96.68 |
96.42 |
PP |
96.59 |
96.42 |
S1 |
96.51 |
96.42 |
|