NYMEX Light Sweet Crude Oil Future January 2015
| Trading Metrics calculated at close of trading on 13-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2014 |
13-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
95.70 |
95.03 |
-0.67 |
-0.7% |
95.32 |
| High |
95.70 |
95.72 |
0.02 |
0.0% |
96.50 |
| Low |
94.68 |
94.75 |
0.07 |
0.1% |
94.83 |
| Close |
95.26 |
95.65 |
0.39 |
0.4% |
95.67 |
| Range |
1.02 |
0.97 |
-0.05 |
-4.9% |
1.67 |
| ATR |
1.09 |
1.08 |
-0.01 |
-0.8% |
0.00 |
| Volume |
13,523 |
17,223 |
3,700 |
27.4% |
80,328 |
|
| Daily Pivots for day following 13-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.28 |
97.94 |
96.18 |
|
| R3 |
97.31 |
96.97 |
95.92 |
|
| R2 |
96.34 |
96.34 |
95.83 |
|
| R1 |
96.00 |
96.00 |
95.74 |
96.17 |
| PP |
95.37 |
95.37 |
95.37 |
95.46 |
| S1 |
95.03 |
95.03 |
95.56 |
95.20 |
| S2 |
94.40 |
94.40 |
95.47 |
|
| S3 |
93.43 |
94.06 |
95.38 |
|
| S4 |
92.46 |
93.09 |
95.12 |
|
|
| 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% |
1.02 |
1.1% |
53% |
False |
False |
16,242 |
| 10 |
96.80 |
94.59 |
2.21 |
2.3% |
1.05 |
1.1% |
48% |
False |
False |
15,508 |
| 20 |
99.36 |
94.59 |
4.77 |
5.0% |
1.09 |
1.1% |
22% |
False |
False |
16,128 |
| 40 |
102.53 |
94.59 |
7.94 |
8.3% |
1.03 |
1.1% |
13% |
False |
False |
12,299 |
| 60 |
102.53 |
94.59 |
7.94 |
8.3% |
0.94 |
1.0% |
13% |
False |
False |
10,579 |
| 80 |
102.53 |
93.32 |
9.21 |
9.6% |
0.87 |
0.9% |
25% |
False |
False |
8,847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.84 |
|
2.618 |
98.26 |
|
1.618 |
97.29 |
|
1.000 |
96.69 |
|
0.618 |
96.32 |
|
HIGH |
95.72 |
|
0.618 |
95.35 |
|
0.500 |
95.24 |
|
0.382 |
95.12 |
|
LOW |
94.75 |
|
0.618 |
94.15 |
|
1.000 |
93.78 |
|
1.618 |
93.18 |
|
2.618 |
92.21 |
|
4.250 |
90.63 |
|
|
| Fisher Pivots for day following 13-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
95.51 |
95.59 |
| PP |
95.37 |
95.53 |
| S1 |
95.24 |
95.47 |
|