NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 11-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2014 |
11-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
96.19 |
95.82 |
-0.37 |
-0.4% |
95.66 |
High |
96.98 |
96.73 |
-0.25 |
-0.3% |
96.98 |
Low |
95.58 |
95.74 |
0.16 |
0.2% |
95.14 |
Close |
96.03 |
96.31 |
0.28 |
0.3% |
96.03 |
Range |
1.40 |
0.99 |
-0.41 |
-29.3% |
1.84 |
ATR |
1.25 |
1.23 |
-0.02 |
-1.5% |
0.00 |
Volume |
76,737 |
48,439 |
-28,298 |
-36.9% |
322,998 |
|
Daily Pivots for day following 11-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.23 |
98.76 |
96.85 |
|
R3 |
98.24 |
97.77 |
96.58 |
|
R2 |
97.25 |
97.25 |
96.49 |
|
R1 |
96.78 |
96.78 |
96.40 |
97.02 |
PP |
96.26 |
96.26 |
96.26 |
96.38 |
S1 |
95.79 |
95.79 |
96.22 |
96.03 |
S2 |
95.27 |
95.27 |
96.13 |
|
S3 |
94.28 |
94.80 |
96.04 |
|
S4 |
93.29 |
93.81 |
95.77 |
|
|
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% |
64% |
False |
False |
60,382 |
10 |
98.92 |
95.00 |
3.92 |
4.1% |
1.26 |
1.3% |
33% |
False |
False |
62,121 |
20 |
100.35 |
95.00 |
5.35 |
5.6% |
1.27 |
1.3% |
24% |
False |
False |
67,005 |
40 |
103.66 |
95.00 |
8.66 |
9.0% |
1.18 |
1.2% |
15% |
False |
False |
62,772 |
60 |
103.66 |
95.00 |
8.66 |
9.0% |
1.10 |
1.1% |
15% |
False |
False |
57,450 |
80 |
103.66 |
93.98 |
9.68 |
10.1% |
1.07 |
1.1% |
24% |
False |
False |
53,243 |
100 |
103.66 |
92.30 |
11.36 |
11.8% |
1.06 |
1.1% |
35% |
False |
False |
49,784 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.94 |
2.618 |
99.32 |
1.618 |
98.33 |
1.000 |
97.72 |
0.618 |
97.34 |
HIGH |
96.73 |
0.618 |
96.35 |
0.500 |
96.24 |
0.382 |
96.12 |
LOW |
95.74 |
0.618 |
95.13 |
1.000 |
94.75 |
1.618 |
94.14 |
2.618 |
93.15 |
4.250 |
91.53 |
|
|
Fisher Pivots for day following 11-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
96.29 |
96.23 |
PP |
96.26 |
96.14 |
S1 |
96.24 |
96.06 |
|