NYMEX Light Sweet Crude Oil Future October 2014
| Trading Metrics calculated at close of trading on 04-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2014 |
04-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
96.84 |
96.70 |
-0.14 |
-0.1% |
100.62 |
| High |
97.25 |
97.72 |
0.47 |
0.5% |
100.89 |
| Low |
96.17 |
96.68 |
0.51 |
0.5% |
96.17 |
| Close |
96.94 |
97.36 |
0.42 |
0.4% |
96.94 |
| Range |
1.08 |
1.04 |
-0.04 |
-3.7% |
4.72 |
| ATR |
1.40 |
1.37 |
-0.03 |
-1.8% |
0.00 |
| Volume |
141,657 |
97,169 |
-44,488 |
-31.4% |
461,940 |
|
| Daily Pivots for day following 04-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.37 |
99.91 |
97.93 |
|
| R3 |
99.33 |
98.87 |
97.65 |
|
| R2 |
98.29 |
98.29 |
97.55 |
|
| R1 |
97.83 |
97.83 |
97.46 |
98.06 |
| PP |
97.25 |
97.25 |
97.25 |
97.37 |
| S1 |
96.79 |
96.79 |
97.26 |
97.02 |
| S2 |
96.21 |
96.21 |
97.17 |
|
| S3 |
95.17 |
95.75 |
97.07 |
|
| S4 |
94.13 |
94.71 |
96.79 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.16 |
109.27 |
99.54 |
|
| R3 |
107.44 |
104.55 |
98.24 |
|
| R2 |
102.72 |
102.72 |
97.81 |
|
| R1 |
99.83 |
99.83 |
97.37 |
98.92 |
| PP |
98.00 |
98.00 |
98.00 |
97.54 |
| S1 |
95.11 |
95.11 |
96.51 |
94.20 |
| S2 |
93.28 |
93.28 |
96.07 |
|
| S3 |
88.56 |
90.39 |
95.64 |
|
| S4 |
83.84 |
85.67 |
94.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.48 |
96.17 |
4.31 |
4.4% |
1.48 |
1.5% |
28% |
False |
False |
95,005 |
| 10 |
102.20 |
96.17 |
6.03 |
6.2% |
1.39 |
1.4% |
20% |
False |
False |
90,224 |
| 20 |
102.82 |
96.17 |
6.65 |
6.8% |
1.45 |
1.5% |
18% |
False |
False |
76,010 |
| 40 |
105.55 |
96.17 |
9.38 |
9.6% |
1.28 |
1.3% |
13% |
False |
False |
55,909 |
| 60 |
105.55 |
96.17 |
9.38 |
9.6% |
1.14 |
1.2% |
13% |
False |
False |
43,383 |
| 80 |
105.55 |
95.59 |
9.96 |
10.2% |
1.08 |
1.1% |
18% |
False |
False |
35,352 |
| 100 |
105.55 |
93.72 |
11.83 |
12.2% |
1.05 |
1.1% |
31% |
False |
False |
29,768 |
| 120 |
105.55 |
93.72 |
11.83 |
12.2% |
1.02 |
1.0% |
31% |
False |
False |
25,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.14 |
|
2.618 |
100.44 |
|
1.618 |
99.40 |
|
1.000 |
98.76 |
|
0.618 |
98.36 |
|
HIGH |
97.72 |
|
0.618 |
97.32 |
|
0.500 |
97.20 |
|
0.382 |
97.08 |
|
LOW |
96.68 |
|
0.618 |
96.04 |
|
1.000 |
95.64 |
|
1.618 |
95.00 |
|
2.618 |
93.96 |
|
4.250 |
92.26 |
|
|
| Fisher Pivots for day following 04-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
97.31 |
97.44 |
| PP |
97.25 |
97.41 |
| S1 |
97.20 |
97.39 |
|