NYMEX Light Sweet Crude Oil Future September 2014
| Trading Metrics calculated at close of trading on 05-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2014 |
05-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
97.67 |
98.41 |
0.74 |
0.8% |
101.87 |
| High |
98.67 |
98.67 |
0.00 |
0.0% |
102.10 |
| Low |
97.43 |
97.00 |
-0.43 |
-0.4% |
97.09 |
| Close |
98.29 |
97.38 |
-0.91 |
-0.9% |
97.88 |
| Range |
1.24 |
1.67 |
0.43 |
34.7% |
5.01 |
| ATR |
1.49 |
1.51 |
0.01 |
0.8% |
0.00 |
| Volume |
204,262 |
242,237 |
37,975 |
18.6% |
1,330,626 |
|
| Daily Pivots for day following 05-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.69 |
101.71 |
98.30 |
|
| R3 |
101.02 |
100.04 |
97.84 |
|
| R2 |
99.35 |
99.35 |
97.69 |
|
| R1 |
98.37 |
98.37 |
97.53 |
98.03 |
| PP |
97.68 |
97.68 |
97.68 |
97.51 |
| S1 |
96.70 |
96.70 |
97.23 |
96.36 |
| S2 |
96.01 |
96.01 |
97.07 |
|
| S3 |
94.34 |
95.03 |
96.92 |
|
| S4 |
92.67 |
93.36 |
96.46 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.05 |
110.98 |
100.64 |
|
| R3 |
109.04 |
105.97 |
99.26 |
|
| R2 |
104.03 |
104.03 |
98.80 |
|
| R1 |
100.96 |
100.96 |
98.34 |
99.99 |
| PP |
99.02 |
99.02 |
99.02 |
98.54 |
| S1 |
95.95 |
95.95 |
97.42 |
94.98 |
| S2 |
94.01 |
94.01 |
96.96 |
|
| S3 |
89.00 |
90.94 |
96.50 |
|
| S4 |
83.99 |
85.93 |
95.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
101.67 |
97.00 |
4.67 |
4.8% |
1.68 |
1.7% |
8% |
False |
True |
264,250 |
| 10 |
103.34 |
97.00 |
6.34 |
6.5% |
1.56 |
1.6% |
6% |
False |
True |
251,710 |
| 20 |
103.45 |
97.00 |
6.45 |
6.6% |
1.60 |
1.6% |
6% |
False |
True |
222,095 |
| 40 |
106.64 |
97.00 |
9.64 |
9.9% |
1.38 |
1.4% |
4% |
False |
True |
148,372 |
| 60 |
106.64 |
97.00 |
9.64 |
9.9% |
1.25 |
1.3% |
4% |
False |
True |
112,394 |
| 80 |
106.64 |
96.43 |
10.21 |
10.5% |
1.20 |
1.2% |
9% |
False |
False |
91,405 |
| 100 |
106.64 |
94.34 |
12.30 |
12.6% |
1.17 |
1.2% |
25% |
False |
False |
77,296 |
| 120 |
106.64 |
94.34 |
12.30 |
12.6% |
1.16 |
1.2% |
25% |
False |
False |
67,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.77 |
|
2.618 |
103.04 |
|
1.618 |
101.37 |
|
1.000 |
100.34 |
|
0.618 |
99.70 |
|
HIGH |
98.67 |
|
0.618 |
98.03 |
|
0.500 |
97.84 |
|
0.382 |
97.64 |
|
LOW |
97.00 |
|
0.618 |
95.97 |
|
1.000 |
95.33 |
|
1.618 |
94.30 |
|
2.618 |
92.63 |
|
4.250 |
89.90 |
|
|
| Fisher Pivots for day following 05-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
97.84 |
97.84 |
| PP |
97.68 |
97.68 |
| S1 |
97.53 |
97.53 |
|