NYMEX Light Sweet Crude Oil Future December 2014
| Trading Metrics calculated at close of trading on 04-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2014 |
04-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
95.70 |
95.66 |
-0.04 |
0.0% |
99.21 |
| High |
96.15 |
96.56 |
0.41 |
0.4% |
99.36 |
| Low |
95.00 |
95.58 |
0.58 |
0.6% |
95.00 |
| Close |
95.79 |
96.28 |
0.49 |
0.5% |
95.79 |
| Range |
1.15 |
0.98 |
-0.17 |
-14.8% |
4.36 |
| ATR |
1.29 |
1.27 |
-0.02 |
-1.7% |
0.00 |
| Volume |
83,538 |
69,525 |
-14,013 |
-16.8% |
314,591 |
|
| Daily Pivots for day following 04-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.08 |
98.66 |
96.82 |
|
| R3 |
98.10 |
97.68 |
96.55 |
|
| R2 |
97.12 |
97.12 |
96.46 |
|
| R1 |
96.70 |
96.70 |
96.37 |
96.91 |
| PP |
96.14 |
96.14 |
96.14 |
96.25 |
| S1 |
95.72 |
95.72 |
96.19 |
95.93 |
| S2 |
95.16 |
95.16 |
96.10 |
|
| S3 |
94.18 |
94.74 |
96.01 |
|
| S4 |
93.20 |
93.76 |
95.74 |
|
|
| 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 |
98.92 |
95.00 |
3.92 |
4.1% |
1.37 |
1.4% |
33% |
False |
False |
63,859 |
| 10 |
100.35 |
95.00 |
5.35 |
5.6% |
1.29 |
1.3% |
24% |
False |
False |
61,349 |
| 20 |
101.15 |
95.00 |
6.15 |
6.4% |
1.33 |
1.4% |
21% |
False |
False |
67,793 |
| 40 |
103.66 |
95.00 |
8.66 |
9.0% |
1.19 |
1.2% |
15% |
False |
False |
63,246 |
| 60 |
103.66 |
94.56 |
9.10 |
9.5% |
1.09 |
1.1% |
19% |
False |
False |
55,684 |
| 80 |
103.66 |
93.98 |
9.68 |
10.1% |
1.05 |
1.1% |
24% |
False |
False |
52,092 |
| 100 |
103.66 |
92.25 |
11.41 |
11.9% |
1.05 |
1.1% |
35% |
False |
False |
48,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.73 |
|
2.618 |
99.13 |
|
1.618 |
98.15 |
|
1.000 |
97.54 |
|
0.618 |
97.17 |
|
HIGH |
96.56 |
|
0.618 |
96.19 |
|
0.500 |
96.07 |
|
0.382 |
95.95 |
|
LOW |
95.58 |
|
0.618 |
94.97 |
|
1.000 |
94.60 |
|
1.618 |
93.99 |
|
2.618 |
93.01 |
|
4.250 |
91.42 |
|
|
| Fisher Pivots for day following 04-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
96.21 |
96.24 |
| PP |
96.14 |
96.21 |
| S1 |
96.07 |
96.17 |
|