NYMEX Light Sweet Crude Oil Future January 2015
| Trading Metrics calculated at close of trading on 12-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2014 |
12-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
95.61 |
95.70 |
0.09 |
0.1% |
95.32 |
| High |
96.26 |
95.70 |
-0.56 |
-0.6% |
96.50 |
| Low |
95.51 |
94.68 |
-0.83 |
-0.9% |
94.83 |
| Close |
95.95 |
95.26 |
-0.69 |
-0.7% |
95.67 |
| Range |
0.75 |
1.02 |
0.27 |
36.0% |
1.67 |
| ATR |
1.08 |
1.09 |
0.01 |
1.3% |
0.00 |
| Volume |
15,340 |
13,523 |
-1,817 |
-11.8% |
80,328 |
|
| Daily Pivots for day following 12-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.27 |
97.79 |
95.82 |
|
| R3 |
97.25 |
96.77 |
95.54 |
|
| R2 |
96.23 |
96.23 |
95.45 |
|
| R1 |
95.75 |
95.75 |
95.35 |
95.48 |
| PP |
95.21 |
95.21 |
95.21 |
95.08 |
| S1 |
94.73 |
94.73 |
95.17 |
94.46 |
| S2 |
94.19 |
94.19 |
95.07 |
|
| S3 |
93.17 |
93.71 |
94.98 |
|
| S4 |
92.15 |
92.69 |
94.70 |
|
|
| 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 |
94.68 |
1.82 |
1.9% |
1.01 |
1.1% |
32% |
False |
True |
16,473 |
| 10 |
98.03 |
94.59 |
3.44 |
3.6% |
1.12 |
1.2% |
19% |
False |
False |
15,016 |
| 20 |
99.36 |
94.59 |
4.77 |
5.0% |
1.08 |
1.1% |
14% |
False |
False |
15,945 |
| 40 |
102.53 |
94.59 |
7.94 |
8.3% |
1.03 |
1.1% |
8% |
False |
False |
12,093 |
| 60 |
102.53 |
94.59 |
7.94 |
8.3% |
0.93 |
1.0% |
8% |
False |
False |
10,323 |
| 80 |
102.53 |
93.32 |
9.21 |
9.7% |
0.86 |
0.9% |
21% |
False |
False |
8,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.04 |
|
2.618 |
98.37 |
|
1.618 |
97.35 |
|
1.000 |
96.72 |
|
0.618 |
96.33 |
|
HIGH |
95.70 |
|
0.618 |
95.31 |
|
0.500 |
95.19 |
|
0.382 |
95.07 |
|
LOW |
94.68 |
|
0.618 |
94.05 |
|
1.000 |
93.66 |
|
1.618 |
93.03 |
|
2.618 |
92.01 |
|
4.250 |
90.35 |
|
|
| Fisher Pivots for day following 12-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
95.24 |
95.59 |
| PP |
95.21 |
95.48 |
| S1 |
95.19 |
95.37 |
|