NYMEX Light Sweet Crude Oil Future January 2015
Trading Metrics calculated at close of trading on 07-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2014 |
07-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
95.47 |
95.17 |
-0.30 |
-0.3% |
98.36 |
High |
95.99 |
95.95 |
-0.04 |
0.0% |
98.71 |
Low |
95.04 |
94.83 |
-0.21 |
-0.2% |
94.59 |
Close |
95.18 |
95.67 |
0.49 |
0.5% |
95.36 |
Range |
0.95 |
1.12 |
0.17 |
17.9% |
4.12 |
ATR |
1.09 |
1.09 |
0.00 |
0.2% |
0.00 |
Volume |
18,378 |
14,183 |
-4,195 |
-22.8% |
68,968 |
|
Daily Pivots for day following 07-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.84 |
98.38 |
96.29 |
|
R3 |
97.72 |
97.26 |
95.98 |
|
R2 |
96.60 |
96.60 |
95.88 |
|
R1 |
96.14 |
96.14 |
95.77 |
96.37 |
PP |
95.48 |
95.48 |
95.48 |
95.60 |
S1 |
95.02 |
95.02 |
95.57 |
95.25 |
S2 |
94.36 |
94.36 |
95.46 |
|
S3 |
93.24 |
93.90 |
95.36 |
|
S4 |
92.12 |
92.78 |
95.05 |
|
|
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 |
96.09 |
94.59 |
1.50 |
1.6% |
0.99 |
1.0% |
72% |
False |
False |
15,348 |
10 |
98.82 |
94.59 |
4.23 |
4.4% |
1.13 |
1.2% |
26% |
False |
False |
13,723 |
20 |
99.45 |
94.59 |
4.86 |
5.1% |
1.15 |
1.2% |
22% |
False |
False |
15,140 |
40 |
102.53 |
94.59 |
7.94 |
8.3% |
1.04 |
1.1% |
14% |
False |
False |
11,521 |
60 |
102.53 |
94.59 |
7.94 |
8.3% |
0.89 |
0.9% |
14% |
False |
False |
9,726 |
80 |
102.53 |
93.32 |
9.21 |
9.6% |
0.84 |
0.9% |
26% |
False |
False |
8,148 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.71 |
2.618 |
98.88 |
1.618 |
97.76 |
1.000 |
97.07 |
0.618 |
96.64 |
HIGH |
95.95 |
0.618 |
95.52 |
0.500 |
95.39 |
0.382 |
95.26 |
LOW |
94.83 |
0.618 |
94.14 |
1.000 |
93.71 |
1.618 |
93.02 |
2.618 |
91.90 |
4.250 |
90.07 |
|
|
Fisher Pivots for day following 07-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
95.58 |
95.58 |
PP |
95.48 |
95.50 |
S1 |
95.39 |
95.41 |
|