NYMEX Light Sweet Crude Oil Future January 2015
| Trading Metrics calculated at close of trading on 08-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2014 |
08-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
95.17 |
96.20 |
1.03 |
1.1% |
95.32 |
| High |
95.95 |
96.50 |
0.55 |
0.6% |
96.50 |
| Low |
94.83 |
95.28 |
0.45 |
0.5% |
94.83 |
| Close |
95.67 |
95.67 |
0.00 |
0.0% |
95.67 |
| Range |
1.12 |
1.22 |
0.10 |
8.9% |
1.67 |
| ATR |
1.09 |
1.10 |
0.01 |
0.8% |
0.00 |
| Volume |
14,183 |
20,941 |
6,758 |
47.6% |
80,328 |
|
| Daily Pivots for day following 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.48 |
98.79 |
96.34 |
|
| R3 |
98.26 |
97.57 |
96.01 |
|
| R2 |
97.04 |
97.04 |
95.89 |
|
| R1 |
96.35 |
96.35 |
95.78 |
96.09 |
| PP |
95.82 |
95.82 |
95.82 |
95.68 |
| S1 |
95.13 |
95.13 |
95.56 |
94.87 |
| S2 |
94.60 |
94.60 |
95.45 |
|
| S3 |
93.38 |
93.91 |
95.33 |
|
| S4 |
92.16 |
92.69 |
95.00 |
|
|
| Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.68 |
99.84 |
96.59 |
|
| R3 |
99.01 |
98.17 |
96.13 |
|
| R2 |
97.34 |
97.34 |
95.98 |
|
| R1 |
96.50 |
96.50 |
95.82 |
96.92 |
| PP |
95.67 |
95.67 |
95.67 |
95.88 |
| S1 |
94.83 |
94.83 |
95.52 |
95.25 |
| S2 |
94.00 |
94.00 |
95.36 |
|
| S3 |
92.33 |
93.16 |
95.21 |
|
| S4 |
90.66 |
91.49 |
94.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.50 |
94.83 |
1.67 |
1.7% |
1.01 |
1.1% |
50% |
True |
False |
16,065 |
| 10 |
98.71 |
94.59 |
4.12 |
4.3% |
1.15 |
1.2% |
26% |
False |
False |
14,929 |
| 20 |
99.36 |
94.59 |
4.77 |
5.0% |
1.12 |
1.2% |
23% |
False |
False |
15,726 |
| 40 |
102.53 |
94.59 |
7.94 |
8.3% |
1.03 |
1.1% |
14% |
False |
False |
11,917 |
| 60 |
102.53 |
94.59 |
7.94 |
8.3% |
0.91 |
0.9% |
14% |
False |
False |
9,983 |
| 80 |
102.53 |
93.32 |
9.21 |
9.6% |
0.85 |
0.9% |
26% |
False |
False |
8,373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.69 |
|
2.618 |
99.69 |
|
1.618 |
98.47 |
|
1.000 |
97.72 |
|
0.618 |
97.25 |
|
HIGH |
96.50 |
|
0.618 |
96.03 |
|
0.500 |
95.89 |
|
0.382 |
95.75 |
|
LOW |
95.28 |
|
0.618 |
94.53 |
|
1.000 |
94.06 |
|
1.618 |
93.31 |
|
2.618 |
92.09 |
|
4.250 |
90.10 |
|
|
| Fisher Pivots for day following 08-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
95.89 |
95.67 |
| PP |
95.82 |
95.67 |
| S1 |
95.74 |
95.67 |
|