NYMEX Light Sweet Crude Oil Future September 2014
| 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 |
97.84 |
97.20 |
-0.64 |
-0.7% |
97.67 |
| High |
97.94 |
97.78 |
-0.16 |
-0.2% |
98.67 |
| Low |
96.81 |
96.75 |
-0.06 |
-0.1% |
96.55 |
| Close |
97.37 |
97.59 |
0.22 |
0.2% |
97.65 |
| Range |
1.13 |
1.03 |
-0.10 |
-8.8% |
2.12 |
| ATR |
1.44 |
1.41 |
-0.03 |
-2.0% |
0.00 |
| Volume |
242,592 |
253,703 |
11,111 |
4.6% |
1,262,634 |
|
| Daily Pivots for day following 13-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.46 |
100.06 |
98.16 |
|
| R3 |
99.43 |
99.03 |
97.87 |
|
| R2 |
98.40 |
98.40 |
97.78 |
|
| R1 |
98.00 |
98.00 |
97.68 |
98.20 |
| PP |
97.37 |
97.37 |
97.37 |
97.48 |
| S1 |
96.97 |
96.97 |
97.50 |
97.17 |
| S2 |
96.34 |
96.34 |
97.40 |
|
| S3 |
95.31 |
95.94 |
97.31 |
|
| S4 |
94.28 |
94.91 |
97.02 |
|
|
| 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% |
1.17 |
1.2% |
51% |
False |
False |
258,065 |
| 10 |
99.85 |
96.55 |
3.30 |
3.4% |
1.35 |
1.4% |
32% |
False |
False |
261,119 |
| 20 |
103.45 |
96.55 |
6.90 |
7.1% |
1.48 |
1.5% |
15% |
False |
False |
255,534 |
| 40 |
106.64 |
96.55 |
10.09 |
10.3% |
1.38 |
1.4% |
10% |
False |
False |
176,504 |
| 60 |
106.64 |
96.55 |
10.09 |
10.3% |
1.28 |
1.3% |
10% |
False |
False |
134,721 |
| 80 |
106.64 |
96.43 |
10.21 |
10.5% |
1.21 |
1.2% |
11% |
False |
False |
108,937 |
| 100 |
106.64 |
95.51 |
11.13 |
11.4% |
1.18 |
1.2% |
19% |
False |
False |
91,683 |
| 120 |
106.64 |
94.34 |
12.30 |
12.6% |
1.17 |
1.2% |
26% |
False |
False |
79,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.16 |
|
2.618 |
100.48 |
|
1.618 |
99.45 |
|
1.000 |
98.81 |
|
0.618 |
98.42 |
|
HIGH |
97.78 |
|
0.618 |
97.39 |
|
0.500 |
97.27 |
|
0.382 |
97.14 |
|
LOW |
96.75 |
|
0.618 |
96.11 |
|
1.000 |
95.72 |
|
1.618 |
95.08 |
|
2.618 |
94.05 |
|
4.250 |
92.37 |
|
|
| Fisher Pivots for day following 13-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
97.48 |
97.67 |
| PP |
97.37 |
97.64 |
| S1 |
97.27 |
97.62 |
|