NYMEX Light Sweet Crude Oil Future September 2014
| Trading Metrics calculated at close of trading on 06-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2014 |
06-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
98.41 |
97.62 |
-0.79 |
-0.8% |
101.87 |
| High |
98.67 |
98.13 |
-0.54 |
-0.5% |
102.10 |
| Low |
97.00 |
96.69 |
-0.31 |
-0.3% |
97.09 |
| Close |
97.38 |
96.92 |
-0.46 |
-0.5% |
97.88 |
| Range |
1.67 |
1.44 |
-0.23 |
-13.8% |
5.01 |
| ATR |
1.51 |
1.50 |
0.00 |
-0.3% |
0.00 |
| Volume |
242,237 |
263,598 |
21,361 |
8.8% |
1,330,626 |
|
| Daily Pivots for day following 06-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.57 |
100.68 |
97.71 |
|
| R3 |
100.13 |
99.24 |
97.32 |
|
| R2 |
98.69 |
98.69 |
97.18 |
|
| R1 |
97.80 |
97.80 |
97.05 |
97.53 |
| PP |
97.25 |
97.25 |
97.25 |
97.11 |
| S1 |
96.36 |
96.36 |
96.79 |
96.09 |
| S2 |
95.81 |
95.81 |
96.66 |
|
| S3 |
94.37 |
94.92 |
96.52 |
|
| S4 |
92.93 |
93.48 |
96.13 |
|
|
| 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 |
99.85 |
96.69 |
3.16 |
3.3% |
1.52 |
1.6% |
7% |
False |
True |
264,174 |
| 10 |
103.31 |
96.69 |
6.62 |
6.8% |
1.55 |
1.6% |
3% |
False |
True |
252,004 |
| 20 |
103.45 |
96.69 |
6.76 |
7.0% |
1.60 |
1.6% |
3% |
False |
True |
229,196 |
| 40 |
106.64 |
96.69 |
9.95 |
10.3% |
1.40 |
1.4% |
2% |
False |
True |
153,030 |
| 60 |
106.64 |
96.69 |
9.95 |
10.3% |
1.25 |
1.3% |
2% |
False |
True |
116,323 |
| 80 |
106.64 |
96.43 |
10.21 |
10.5% |
1.20 |
1.2% |
5% |
False |
False |
94,239 |
| 100 |
106.64 |
94.43 |
12.21 |
12.6% |
1.17 |
1.2% |
20% |
False |
False |
79,791 |
| 120 |
106.64 |
94.34 |
12.30 |
12.7% |
1.16 |
1.2% |
21% |
False |
False |
69,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.25 |
|
2.618 |
101.90 |
|
1.618 |
100.46 |
|
1.000 |
99.57 |
|
0.618 |
99.02 |
|
HIGH |
98.13 |
|
0.618 |
97.58 |
|
0.500 |
97.41 |
|
0.382 |
97.24 |
|
LOW |
96.69 |
|
0.618 |
95.80 |
|
1.000 |
95.25 |
|
1.618 |
94.36 |
|
2.618 |
92.92 |
|
4.250 |
90.57 |
|
|
| Fisher Pivots for day following 06-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
97.41 |
97.68 |
| PP |
97.25 |
97.43 |
| S1 |
97.08 |
97.17 |
|