NYMEX Light Sweet Crude Oil Future January 2015
Trading Metrics calculated at close of trading on 06-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2014 |
06-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
95.80 |
95.47 |
-0.33 |
-0.3% |
98.36 |
High |
95.99 |
95.99 |
0.00 |
0.0% |
98.71 |
Low |
95.06 |
95.04 |
-0.02 |
0.0% |
94.59 |
Close |
95.43 |
95.18 |
-0.25 |
-0.3% |
95.36 |
Range |
0.93 |
0.95 |
0.02 |
2.2% |
4.12 |
ATR |
1.10 |
1.09 |
-0.01 |
-1.0% |
0.00 |
Volume |
11,032 |
18,378 |
7,346 |
66.6% |
68,968 |
|
Daily Pivots for day following 06-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.25 |
97.67 |
95.70 |
|
R3 |
97.30 |
96.72 |
95.44 |
|
R2 |
96.35 |
96.35 |
95.35 |
|
R1 |
95.77 |
95.77 |
95.27 |
95.59 |
PP |
95.40 |
95.40 |
95.40 |
95.31 |
S1 |
94.82 |
94.82 |
95.09 |
94.64 |
S2 |
94.45 |
94.45 |
95.01 |
|
S3 |
93.50 |
93.87 |
94.92 |
|
S4 |
92.55 |
92.92 |
94.66 |
|
|
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 |
96.80 |
94.59 |
2.21 |
2.3% |
1.08 |
1.1% |
27% |
False |
False |
14,774 |
10 |
99.36 |
94.59 |
4.77 |
5.0% |
1.12 |
1.2% |
12% |
False |
False |
14,413 |
20 |
99.69 |
94.59 |
5.10 |
5.4% |
1.15 |
1.2% |
12% |
False |
False |
14,777 |
40 |
102.53 |
94.59 |
7.94 |
8.3% |
1.02 |
1.1% |
7% |
False |
False |
11,395 |
60 |
102.53 |
94.51 |
8.02 |
8.4% |
0.90 |
0.9% |
8% |
False |
False |
9,549 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.03 |
2.618 |
98.48 |
1.618 |
97.53 |
1.000 |
96.94 |
0.618 |
96.58 |
HIGH |
95.99 |
0.618 |
95.63 |
0.500 |
95.52 |
0.382 |
95.40 |
LOW |
95.04 |
0.618 |
94.45 |
1.000 |
94.09 |
1.618 |
93.50 |
2.618 |
92.55 |
4.250 |
91.00 |
|
|
Fisher Pivots for day following 06-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
95.52 |
95.57 |
PP |
95.40 |
95.44 |
S1 |
95.29 |
95.31 |
|