NYMEX Light Sweet Crude Oil Future January 2015
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 |
95.24 |
95.32 |
0.08 |
0.1% |
98.36 |
High |
95.74 |
96.09 |
0.35 |
0.4% |
98.71 |
Low |
94.59 |
95.28 |
0.69 |
0.7% |
94.59 |
Close |
95.36 |
95.86 |
0.50 |
0.5% |
95.36 |
Range |
1.15 |
0.81 |
-0.34 |
-29.6% |
4.12 |
ATR |
1.14 |
1.11 |
-0.02 |
-2.1% |
0.00 |
Volume |
17,356 |
15,794 |
-1,562 |
-9.0% |
68,968 |
|
Daily Pivots for day following 04-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.17 |
97.83 |
96.31 |
|
R3 |
97.36 |
97.02 |
96.08 |
|
R2 |
96.55 |
96.55 |
96.01 |
|
R1 |
96.21 |
96.21 |
95.93 |
96.38 |
PP |
95.74 |
95.74 |
95.74 |
95.83 |
S1 |
95.40 |
95.40 |
95.79 |
95.57 |
S2 |
94.93 |
94.93 |
95.71 |
|
S3 |
94.12 |
94.59 |
95.64 |
|
S4 |
93.31 |
93.78 |
95.41 |
|
|
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 |
98.09 |
94.59 |
3.50 |
3.7% |
1.22 |
1.3% |
36% |
False |
False |
13,897 |
10 |
99.36 |
94.59 |
4.77 |
5.0% |
1.12 |
1.2% |
27% |
False |
False |
14,634 |
20 |
100.38 |
94.59 |
5.79 |
6.0% |
1.17 |
1.2% |
22% |
False |
False |
14,078 |
40 |
102.53 |
94.59 |
7.94 |
8.3% |
1.03 |
1.1% |
16% |
False |
False |
11,216 |
60 |
102.53 |
93.80 |
8.73 |
9.1% |
0.89 |
0.9% |
24% |
False |
False |
9,186 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.53 |
2.618 |
98.21 |
1.618 |
97.40 |
1.000 |
96.90 |
0.618 |
96.59 |
HIGH |
96.09 |
0.618 |
95.78 |
0.500 |
95.69 |
0.382 |
95.59 |
LOW |
95.28 |
0.618 |
94.78 |
1.000 |
94.47 |
1.618 |
93.97 |
2.618 |
93.16 |
4.250 |
91.84 |
|
|
Fisher Pivots for day following 04-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
95.80 |
95.81 |
PP |
95.74 |
95.75 |
S1 |
95.69 |
95.70 |
|