NYMEX Light Sweet Crude Oil Future September 2014
| 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 |
97.54 |
97.84 |
0.30 |
0.3% |
97.67 |
| High |
98.58 |
97.94 |
-0.64 |
-0.6% |
98.67 |
| Low |
97.37 |
96.81 |
-0.56 |
-0.6% |
96.55 |
| Close |
98.08 |
97.37 |
-0.71 |
-0.7% |
97.65 |
| Range |
1.21 |
1.13 |
-0.08 |
-6.6% |
2.12 |
| ATR |
1.45 |
1.44 |
-0.01 |
-0.9% |
0.00 |
| Volume |
241,493 |
242,592 |
1,099 |
0.5% |
1,262,634 |
|
| Daily Pivots for day following 12-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.76 |
100.20 |
97.99 |
|
| R3 |
99.63 |
99.07 |
97.68 |
|
| R2 |
98.50 |
98.50 |
97.58 |
|
| R1 |
97.94 |
97.94 |
97.47 |
97.66 |
| PP |
97.37 |
97.37 |
97.37 |
97.23 |
| S1 |
96.81 |
96.81 |
97.27 |
96.53 |
| S2 |
96.24 |
96.24 |
97.16 |
|
| S3 |
95.11 |
95.68 |
97.06 |
|
| S4 |
93.98 |
94.55 |
96.75 |
|
|
| Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.98 |
102.94 |
98.82 |
|
| R3 |
101.86 |
100.82 |
98.23 |
|
| R2 |
99.74 |
99.74 |
98.04 |
|
| R1 |
98.70 |
98.70 |
97.84 |
98.16 |
| PP |
97.62 |
97.62 |
97.62 |
97.36 |
| S1 |
96.58 |
96.58 |
97.46 |
96.04 |
| S2 |
95.50 |
95.50 |
97.26 |
|
| S3 |
93.38 |
94.46 |
97.07 |
|
| S4 |
91.26 |
92.34 |
96.48 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.58 |
96.55 |
2.03 |
2.1% |
1.25 |
1.3% |
40% |
False |
False |
260,044 |
| 10 |
101.67 |
96.55 |
5.12 |
5.3% |
1.47 |
1.5% |
16% |
False |
False |
262,147 |
| 20 |
103.45 |
96.55 |
6.90 |
7.1% |
1.49 |
1.5% |
12% |
False |
False |
250,929 |
| 40 |
106.64 |
96.55 |
10.09 |
10.4% |
1.38 |
1.4% |
8% |
False |
False |
171,858 |
| 60 |
106.64 |
96.55 |
10.09 |
10.4% |
1.28 |
1.3% |
8% |
False |
False |
131,085 |
| 80 |
106.64 |
96.43 |
10.21 |
10.5% |
1.21 |
1.2% |
9% |
False |
False |
105,926 |
| 100 |
106.64 |
95.51 |
11.13 |
11.4% |
1.18 |
1.2% |
17% |
False |
False |
89,331 |
| 120 |
106.64 |
94.34 |
12.30 |
12.6% |
1.17 |
1.2% |
25% |
False |
False |
77,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.74 |
|
2.618 |
100.90 |
|
1.618 |
99.77 |
|
1.000 |
99.07 |
|
0.618 |
98.64 |
|
HIGH |
97.94 |
|
0.618 |
97.51 |
|
0.500 |
97.38 |
|
0.382 |
97.24 |
|
LOW |
96.81 |
|
0.618 |
96.11 |
|
1.000 |
95.68 |
|
1.618 |
94.98 |
|
2.618 |
93.85 |
|
4.250 |
92.01 |
|
|
| Fisher Pivots for day following 12-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
97.38 |
97.70 |
| PP |
97.37 |
97.59 |
| S1 |
97.37 |
97.48 |
|