NYMEX Light Sweet Crude Oil Future January 2015
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 |
96.27 |
95.24 |
-1.03 |
-1.1% |
98.36 |
High |
96.80 |
95.74 |
-1.06 |
-1.1% |
98.71 |
Low |
95.22 |
94.59 |
-0.63 |
-0.7% |
94.59 |
Close |
95.79 |
95.36 |
-0.43 |
-0.4% |
95.36 |
Range |
1.58 |
1.15 |
-0.43 |
-27.2% |
4.12 |
ATR |
1.13 |
1.14 |
0.00 |
0.4% |
0.00 |
Volume |
11,314 |
17,356 |
6,042 |
53.4% |
68,968 |
|
Daily Pivots for day following 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.68 |
98.17 |
95.99 |
|
R3 |
97.53 |
97.02 |
95.68 |
|
R2 |
96.38 |
96.38 |
95.57 |
|
R1 |
95.87 |
95.87 |
95.47 |
96.13 |
PP |
95.23 |
95.23 |
95.23 |
95.36 |
S1 |
94.72 |
94.72 |
95.25 |
94.98 |
S2 |
94.08 |
94.08 |
95.15 |
|
S3 |
92.93 |
93.57 |
95.04 |
|
S4 |
91.78 |
92.42 |
94.73 |
|
|
Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.58 |
106.09 |
97.63 |
|
R3 |
104.46 |
101.97 |
96.49 |
|
R2 |
100.34 |
100.34 |
96.12 |
|
R1 |
97.85 |
97.85 |
95.74 |
97.04 |
PP |
96.22 |
96.22 |
96.22 |
95.81 |
S1 |
93.73 |
93.73 |
94.98 |
92.92 |
S2 |
92.10 |
92.10 |
94.60 |
|
S3 |
87.98 |
89.61 |
94.23 |
|
S4 |
83.86 |
85.49 |
93.09 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.71 |
94.59 |
4.12 |
4.3% |
1.29 |
1.4% |
19% |
False |
True |
13,793 |
10 |
99.36 |
94.59 |
4.77 |
5.0% |
1.17 |
1.2% |
16% |
False |
True |
14,945 |
20 |
100.55 |
94.59 |
5.96 |
6.3% |
1.16 |
1.2% |
13% |
False |
True |
13,635 |
40 |
102.53 |
94.59 |
7.94 |
8.3% |
1.03 |
1.1% |
10% |
False |
True |
11,056 |
60 |
102.53 |
93.80 |
8.73 |
9.2% |
0.89 |
0.9% |
18% |
False |
False |
8,994 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.63 |
2.618 |
98.75 |
1.618 |
97.60 |
1.000 |
96.89 |
0.618 |
96.45 |
HIGH |
95.74 |
0.618 |
95.30 |
0.500 |
95.17 |
0.382 |
95.03 |
LOW |
94.59 |
0.618 |
93.88 |
1.000 |
93.44 |
1.618 |
92.73 |
2.618 |
91.58 |
4.250 |
89.70 |
|
|
Fisher Pivots for day following 01-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
95.30 |
96.31 |
PP |
95.23 |
95.99 |
S1 |
95.17 |
95.68 |
|