NYMEX Light Sweet Crude Oil Future February 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 |
95.09 |
94.96 |
-0.13 |
-0.1% |
97.99 |
High |
95.57 |
95.48 |
-0.09 |
-0.1% |
98.12 |
Low |
94.65 |
94.48 |
-0.17 |
-0.2% |
94.18 |
Close |
94.81 |
95.28 |
0.47 |
0.5% |
94.92 |
Range |
0.92 |
1.00 |
0.08 |
8.7% |
3.94 |
ATR |
0.98 |
0.98 |
0.00 |
0.2% |
0.00 |
Volume |
7,705 |
4,718 |
-2,987 |
-38.8% |
30,683 |
|
Daily Pivots for day following 07-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.08 |
97.68 |
95.83 |
|
R3 |
97.08 |
96.68 |
95.56 |
|
R2 |
96.08 |
96.08 |
95.46 |
|
R1 |
95.68 |
95.68 |
95.37 |
95.88 |
PP |
95.08 |
95.08 |
95.08 |
95.18 |
S1 |
94.68 |
94.68 |
95.19 |
94.88 |
S2 |
94.08 |
94.08 |
95.10 |
|
S3 |
93.08 |
93.68 |
95.01 |
|
S4 |
92.08 |
92.68 |
94.73 |
|
|
Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.56 |
105.18 |
97.09 |
|
R3 |
103.62 |
101.24 |
96.00 |
|
R2 |
99.68 |
99.68 |
95.64 |
|
R1 |
97.30 |
97.30 |
95.28 |
96.52 |
PP |
95.74 |
95.74 |
95.74 |
95.35 |
S1 |
93.36 |
93.36 |
94.56 |
92.58 |
S2 |
91.80 |
91.80 |
94.20 |
|
S3 |
87.86 |
89.42 |
93.84 |
|
S4 |
83.92 |
85.48 |
92.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.57 |
94.18 |
1.39 |
1.5% |
0.93 |
1.0% |
79% |
False |
False |
5,805 |
10 |
98.21 |
94.18 |
4.03 |
4.2% |
1.05 |
1.1% |
27% |
False |
False |
5,616 |
20 |
98.82 |
94.18 |
4.64 |
4.9% |
1.03 |
1.1% |
24% |
False |
False |
6,130 |
40 |
101.33 |
94.18 |
7.15 |
7.5% |
0.88 |
0.9% |
15% |
False |
False |
4,788 |
60 |
101.33 |
94.18 |
7.15 |
7.5% |
0.76 |
0.8% |
15% |
False |
False |
3,785 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.73 |
2.618 |
98.10 |
1.618 |
97.10 |
1.000 |
96.48 |
0.618 |
96.10 |
HIGH |
95.48 |
0.618 |
95.10 |
0.500 |
94.98 |
0.382 |
94.86 |
LOW |
94.48 |
0.618 |
93.86 |
1.000 |
93.48 |
1.618 |
92.86 |
2.618 |
91.86 |
4.250 |
90.23 |
|
|
Fisher Pivots for day following 07-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
95.18 |
95.20 |
PP |
95.08 |
95.11 |
S1 |
94.98 |
95.03 |
|