NYMEX Light Sweet Crude Oil Future January 2015
Trading Metrics calculated at close of trading on 11-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2014 |
11-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
96.20 |
95.61 |
-0.59 |
-0.6% |
95.32 |
High |
96.50 |
96.26 |
-0.24 |
-0.2% |
96.50 |
Low |
95.28 |
95.51 |
0.23 |
0.2% |
94.83 |
Close |
95.67 |
95.95 |
0.28 |
0.3% |
95.67 |
Range |
1.22 |
0.75 |
-0.47 |
-38.5% |
1.67 |
ATR |
1.10 |
1.08 |
-0.03 |
-2.3% |
0.00 |
Volume |
20,941 |
15,340 |
-5,601 |
-26.7% |
80,328 |
|
Daily Pivots for day following 11-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.16 |
97.80 |
96.36 |
|
R3 |
97.41 |
97.05 |
96.16 |
|
R2 |
96.66 |
96.66 |
96.09 |
|
R1 |
96.30 |
96.30 |
96.02 |
96.48 |
PP |
95.91 |
95.91 |
95.91 |
96.00 |
S1 |
95.55 |
95.55 |
95.88 |
95.73 |
S2 |
95.16 |
95.16 |
95.81 |
|
S3 |
94.41 |
94.80 |
95.74 |
|
S4 |
93.66 |
94.05 |
95.54 |
|
|
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% |
0.99 |
1.0% |
67% |
False |
False |
15,974 |
10 |
98.09 |
94.59 |
3.50 |
3.6% |
1.11 |
1.2% |
39% |
False |
False |
14,936 |
20 |
99.36 |
94.59 |
4.77 |
5.0% |
1.10 |
1.2% |
29% |
False |
False |
15,907 |
40 |
102.53 |
94.59 |
7.94 |
8.3% |
1.02 |
1.1% |
17% |
False |
False |
12,025 |
60 |
102.53 |
94.59 |
7.94 |
8.3% |
0.91 |
1.0% |
17% |
False |
False |
10,179 |
80 |
102.53 |
93.32 |
9.21 |
9.6% |
0.85 |
0.9% |
29% |
False |
False |
8,540 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.45 |
2.618 |
98.22 |
1.618 |
97.47 |
1.000 |
97.01 |
0.618 |
96.72 |
HIGH |
96.26 |
0.618 |
95.97 |
0.500 |
95.89 |
0.382 |
95.80 |
LOW |
95.51 |
0.618 |
95.05 |
1.000 |
94.76 |
1.618 |
94.30 |
2.618 |
93.55 |
4.250 |
92.32 |
|
|
Fisher Pivots for day following 11-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
95.93 |
95.86 |
PP |
95.91 |
95.76 |
S1 |
95.89 |
95.67 |
|