NYMEX Light Sweet Crude Oil Future November 2014
| Trading Metrics calculated at close of trading on 14-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2014 |
14-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
95.89 |
95.87 |
-0.02 |
0.0% |
96.12 |
| High |
96.41 |
96.18 |
-0.23 |
-0.2% |
97.35 |
| Low |
95.37 |
93.39 |
-1.98 |
-2.1% |
95.48 |
| Close |
96.28 |
93.59 |
-2.69 |
-2.8% |
96.42 |
| Range |
1.04 |
2.79 |
1.75 |
168.3% |
1.87 |
| ATR |
1.24 |
1.36 |
0.12 |
9.5% |
0.00 |
| Volume |
42,260 |
54,568 |
12,308 |
29.1% |
210,041 |
|
| Daily Pivots for day following 14-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.76 |
100.96 |
95.12 |
|
| R3 |
99.97 |
98.17 |
94.36 |
|
| R2 |
97.18 |
97.18 |
94.10 |
|
| R1 |
95.38 |
95.38 |
93.85 |
94.89 |
| PP |
94.39 |
94.39 |
94.39 |
94.14 |
| S1 |
92.59 |
92.59 |
93.33 |
92.10 |
| S2 |
91.60 |
91.60 |
93.08 |
|
| S3 |
88.81 |
89.80 |
92.82 |
|
| S4 |
86.02 |
87.01 |
92.06 |
|
|
| 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 |
93.39 |
3.96 |
4.2% |
1.47 |
1.6% |
5% |
False |
True |
49,487 |
| 10 |
97.35 |
93.39 |
3.96 |
4.2% |
1.30 |
1.4% |
5% |
False |
True |
45,413 |
| 20 |
101.22 |
93.39 |
7.83 |
8.4% |
1.33 |
1.4% |
3% |
False |
True |
44,170 |
| 40 |
104.44 |
93.39 |
11.05 |
11.8% |
1.25 |
1.3% |
2% |
False |
True |
34,466 |
| 60 |
104.44 |
93.39 |
11.05 |
11.8% |
1.14 |
1.2% |
2% |
False |
True |
28,300 |
| 80 |
104.44 |
93.39 |
11.05 |
11.8% |
1.05 |
1.1% |
2% |
False |
True |
23,346 |
| 100 |
104.44 |
93.39 |
11.05 |
11.8% |
1.00 |
1.1% |
2% |
False |
True |
19,780 |
| 120 |
104.44 |
93.00 |
11.44 |
12.2% |
0.94 |
1.0% |
5% |
False |
False |
17,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.04 |
|
2.618 |
103.48 |
|
1.618 |
100.69 |
|
1.000 |
98.97 |
|
0.618 |
97.90 |
|
HIGH |
96.18 |
|
0.618 |
95.11 |
|
0.500 |
94.79 |
|
0.382 |
94.46 |
|
LOW |
93.39 |
|
0.618 |
91.67 |
|
1.000 |
90.60 |
|
1.618 |
88.88 |
|
2.618 |
86.09 |
|
4.250 |
81.53 |
|
|
| Fisher Pivots for day following 14-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
94.79 |
94.99 |
| PP |
94.39 |
94.52 |
| S1 |
93.99 |
94.06 |
|