NYMEX Light Sweet Crude Oil Future December 2014
| Trading Metrics calculated at close of trading on 08-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2014 |
08-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
95.48 |
96.19 |
0.71 |
0.7% |
95.66 |
| High |
96.29 |
96.98 |
0.69 |
0.7% |
96.98 |
| Low |
95.14 |
95.58 |
0.44 |
0.5% |
95.14 |
| Close |
95.99 |
96.03 |
0.04 |
0.0% |
96.03 |
| Range |
1.15 |
1.40 |
0.25 |
21.7% |
1.84 |
| ATR |
1.24 |
1.25 |
0.01 |
0.9% |
0.00 |
| Volume |
58,114 |
76,737 |
18,623 |
32.0% |
322,998 |
|
| Daily Pivots for day following 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.40 |
99.61 |
96.80 |
|
| R3 |
99.00 |
98.21 |
96.42 |
|
| R2 |
97.60 |
97.60 |
96.29 |
|
| R1 |
96.81 |
96.81 |
96.16 |
96.51 |
| PP |
96.20 |
96.20 |
96.20 |
96.04 |
| S1 |
95.41 |
95.41 |
95.90 |
95.11 |
| S2 |
94.80 |
94.80 |
95.77 |
|
| S3 |
93.40 |
94.01 |
95.65 |
|
| S4 |
92.00 |
92.61 |
95.26 |
|
|
| Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.57 |
100.64 |
97.04 |
|
| R3 |
99.73 |
98.80 |
96.54 |
|
| R2 |
97.89 |
97.89 |
96.37 |
|
| R1 |
96.96 |
96.96 |
96.20 |
97.43 |
| PP |
96.05 |
96.05 |
96.05 |
96.28 |
| S1 |
95.12 |
95.12 |
95.86 |
95.59 |
| S2 |
94.21 |
94.21 |
95.69 |
|
| S3 |
92.37 |
93.28 |
95.52 |
|
| S4 |
90.53 |
91.44 |
95.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.98 |
95.14 |
1.84 |
1.9% |
1.14 |
1.2% |
48% |
True |
False |
64,599 |
| 10 |
99.36 |
95.00 |
4.36 |
4.5% |
1.28 |
1.3% |
24% |
False |
False |
63,758 |
| 20 |
100.35 |
95.00 |
5.35 |
5.6% |
1.27 |
1.3% |
19% |
False |
False |
68,056 |
| 40 |
103.66 |
95.00 |
8.66 |
9.0% |
1.19 |
1.2% |
12% |
False |
False |
64,115 |
| 60 |
103.66 |
95.00 |
8.66 |
9.0% |
1.09 |
1.1% |
12% |
False |
False |
57,585 |
| 80 |
103.66 |
93.98 |
9.68 |
10.1% |
1.08 |
1.1% |
21% |
False |
False |
53,074 |
| 100 |
103.66 |
92.25 |
11.41 |
11.9% |
1.06 |
1.1% |
33% |
False |
False |
49,728 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.93 |
|
2.618 |
100.65 |
|
1.618 |
99.25 |
|
1.000 |
98.38 |
|
0.618 |
97.85 |
|
HIGH |
96.98 |
|
0.618 |
96.45 |
|
0.500 |
96.28 |
|
0.382 |
96.11 |
|
LOW |
95.58 |
|
0.618 |
94.71 |
|
1.000 |
94.18 |
|
1.618 |
93.31 |
|
2.618 |
91.91 |
|
4.250 |
89.63 |
|
|
| Fisher Pivots for day following 08-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
96.28 |
96.06 |
| PP |
96.20 |
96.05 |
| S1 |
96.11 |
96.04 |
|