NYMEX Light Sweet Crude Oil Future December 2014
| Trading Metrics calculated at close of trading on 01-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2014 |
01-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
96.85 |
95.70 |
-1.15 |
-1.2% |
99.21 |
| High |
97.34 |
96.15 |
-1.19 |
-1.2% |
99.36 |
| Low |
95.58 |
95.00 |
-0.58 |
-0.6% |
95.00 |
| Close |
96.21 |
95.79 |
-0.42 |
-0.4% |
95.79 |
| Range |
1.76 |
1.15 |
-0.61 |
-34.7% |
4.36 |
| ATR |
1.30 |
1.29 |
-0.01 |
-0.5% |
0.00 |
| Volume |
58,321 |
83,538 |
25,217 |
43.2% |
314,591 |
|
| Daily Pivots for day following 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.10 |
98.59 |
96.42 |
|
| R3 |
97.95 |
97.44 |
96.11 |
|
| R2 |
96.80 |
96.80 |
96.00 |
|
| R1 |
96.29 |
96.29 |
95.90 |
96.55 |
| PP |
95.65 |
95.65 |
95.65 |
95.77 |
| S1 |
95.14 |
95.14 |
95.68 |
95.40 |
| S2 |
94.50 |
94.50 |
95.58 |
|
| S3 |
93.35 |
93.99 |
95.47 |
|
| S4 |
92.20 |
92.84 |
95.16 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.80 |
107.15 |
98.19 |
|
| R3 |
105.44 |
102.79 |
96.99 |
|
| R2 |
101.08 |
101.08 |
96.59 |
|
| R1 |
98.43 |
98.43 |
96.19 |
97.58 |
| PP |
96.72 |
96.72 |
96.72 |
96.29 |
| S1 |
94.07 |
94.07 |
95.39 |
93.22 |
| S2 |
92.36 |
92.36 |
94.99 |
|
| S3 |
88.00 |
89.71 |
94.59 |
|
| S4 |
83.64 |
85.35 |
93.39 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.36 |
95.00 |
4.36 |
4.6% |
1.42 |
1.5% |
18% |
False |
True |
62,918 |
| 10 |
100.35 |
95.00 |
5.35 |
5.6% |
1.32 |
1.4% |
15% |
False |
True |
61,190 |
| 20 |
101.30 |
95.00 |
6.30 |
6.6% |
1.33 |
1.4% |
13% |
False |
True |
66,363 |
| 40 |
103.66 |
95.00 |
8.66 |
9.0% |
1.19 |
1.2% |
9% |
False |
True |
62,639 |
| 60 |
103.66 |
94.56 |
9.10 |
9.5% |
1.08 |
1.1% |
14% |
False |
False |
55,284 |
| 80 |
103.66 |
93.98 |
9.68 |
10.1% |
1.05 |
1.1% |
19% |
False |
False |
51,986 |
| 100 |
103.66 |
92.25 |
11.41 |
11.9% |
1.06 |
1.1% |
31% |
False |
False |
48,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.04 |
|
2.618 |
99.16 |
|
1.618 |
98.01 |
|
1.000 |
97.30 |
|
0.618 |
96.86 |
|
HIGH |
96.15 |
|
0.618 |
95.71 |
|
0.500 |
95.58 |
|
0.382 |
95.44 |
|
LOW |
95.00 |
|
0.618 |
94.29 |
|
1.000 |
93.85 |
|
1.618 |
93.14 |
|
2.618 |
91.99 |
|
4.250 |
90.11 |
|
|
| Fisher Pivots for day following 01-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
95.72 |
96.84 |
| PP |
95.65 |
96.49 |
| S1 |
95.58 |
96.14 |
|