NYMEX Light Sweet Crude Oil Future November 2014
Trading Metrics calculated at close of trading on 11-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2014 |
11-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
96.52 |
96.19 |
-0.33 |
-0.3% |
96.12 |
High |
97.35 |
97.17 |
-0.18 |
-0.2% |
97.35 |
Low |
96.00 |
96.15 |
0.15 |
0.2% |
95.48 |
Close |
96.42 |
96.73 |
0.31 |
0.3% |
96.42 |
Range |
1.35 |
1.02 |
-0.33 |
-24.4% |
1.87 |
ATR |
1.27 |
1.25 |
-0.02 |
-1.4% |
0.00 |
Volume |
57,907 |
43,322 |
-14,585 |
-25.2% |
210,041 |
|
Daily Pivots for day following 11-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.74 |
99.26 |
97.29 |
|
R3 |
98.72 |
98.24 |
97.01 |
|
R2 |
97.70 |
97.70 |
96.92 |
|
R1 |
97.22 |
97.22 |
96.82 |
97.46 |
PP |
96.68 |
96.68 |
96.68 |
96.81 |
S1 |
96.20 |
96.20 |
96.64 |
96.44 |
S2 |
95.66 |
95.66 |
96.54 |
|
S3 |
94.64 |
95.18 |
96.45 |
|
S4 |
93.62 |
94.16 |
96.17 |
|
|
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% |
1.18 |
1.2% |
67% |
False |
False |
42,658 |
10 |
99.60 |
95.48 |
4.12 |
4.3% |
1.29 |
1.3% |
30% |
False |
False |
41,470 |
20 |
101.22 |
95.48 |
5.74 |
5.9% |
1.31 |
1.4% |
22% |
False |
False |
41,760 |
40 |
104.44 |
95.48 |
8.96 |
9.3% |
1.18 |
1.2% |
14% |
False |
False |
32,614 |
60 |
104.44 |
95.48 |
8.96 |
9.3% |
1.09 |
1.1% |
14% |
False |
False |
26,360 |
80 |
104.44 |
94.76 |
9.68 |
10.0% |
1.03 |
1.1% |
20% |
False |
False |
21,715 |
100 |
104.44 |
93.03 |
11.41 |
11.8% |
0.97 |
1.0% |
32% |
False |
False |
18,481 |
120 |
104.44 |
93.00 |
11.44 |
11.8% |
0.91 |
0.9% |
33% |
False |
False |
16,235 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.51 |
2.618 |
99.84 |
1.618 |
98.82 |
1.000 |
98.19 |
0.618 |
97.80 |
HIGH |
97.17 |
0.618 |
96.78 |
0.500 |
96.66 |
0.382 |
96.54 |
LOW |
96.15 |
0.618 |
95.52 |
1.000 |
95.13 |
1.618 |
94.50 |
2.618 |
93.48 |
4.250 |
91.82 |
|
|
Fisher Pivots for day following 11-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
96.71 |
96.63 |
PP |
96.68 |
96.52 |
S1 |
96.66 |
96.42 |
|