NYMEX Light Sweet Crude Oil Future November 2014
| Trading Metrics calculated at close of trading on 12-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2014 |
12-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
96.19 |
96.45 |
0.26 |
0.3% |
96.12 |
| High |
97.17 |
96.59 |
-0.58 |
-0.6% |
97.35 |
| Low |
96.15 |
95.42 |
-0.73 |
-0.8% |
95.48 |
| Close |
96.73 |
96.01 |
-0.72 |
-0.7% |
96.42 |
| Range |
1.02 |
1.17 |
0.15 |
14.7% |
1.87 |
| ATR |
1.25 |
1.26 |
0.00 |
0.3% |
0.00 |
| Volume |
43,322 |
49,378 |
6,056 |
14.0% |
210,041 |
|
| Daily Pivots for day following 12-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.52 |
98.93 |
96.65 |
|
| R3 |
98.35 |
97.76 |
96.33 |
|
| R2 |
97.18 |
97.18 |
96.22 |
|
| R1 |
96.59 |
96.59 |
96.12 |
96.30 |
| PP |
96.01 |
96.01 |
96.01 |
95.86 |
| S1 |
95.42 |
95.42 |
95.90 |
95.13 |
| S2 |
94.84 |
94.84 |
95.80 |
|
| S3 |
93.67 |
94.25 |
95.69 |
|
| S4 |
92.50 |
93.08 |
95.37 |
|
|
| 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 |
95.42 |
1.93 |
2.0% |
1.17 |
1.2% |
31% |
False |
True |
47,824 |
| 10 |
99.41 |
95.42 |
3.99 |
4.2% |
1.29 |
1.3% |
15% |
False |
True |
43,539 |
| 20 |
101.22 |
95.42 |
5.80 |
6.0% |
1.28 |
1.3% |
10% |
False |
True |
42,585 |
| 40 |
104.44 |
95.42 |
9.02 |
9.4% |
1.19 |
1.2% |
7% |
False |
True |
33,164 |
| 60 |
104.44 |
95.42 |
9.02 |
9.4% |
1.10 |
1.1% |
7% |
False |
True |
26,943 |
| 80 |
104.44 |
94.76 |
9.68 |
10.1% |
1.03 |
1.1% |
13% |
False |
False |
22,230 |
| 100 |
104.44 |
93.88 |
10.56 |
11.0% |
0.98 |
1.0% |
20% |
False |
False |
18,901 |
| 120 |
104.44 |
93.00 |
11.44 |
11.9% |
0.92 |
1.0% |
26% |
False |
False |
16,575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.56 |
|
2.618 |
99.65 |
|
1.618 |
98.48 |
|
1.000 |
97.76 |
|
0.618 |
97.31 |
|
HIGH |
96.59 |
|
0.618 |
96.14 |
|
0.500 |
96.01 |
|
0.382 |
95.87 |
|
LOW |
95.42 |
|
0.618 |
94.70 |
|
1.000 |
94.25 |
|
1.618 |
93.53 |
|
2.618 |
92.36 |
|
4.250 |
90.45 |
|
|
| Fisher Pivots for day following 12-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
96.01 |
96.39 |
| PP |
96.01 |
96.26 |
| S1 |
96.01 |
96.14 |
|