NYMEX Light Sweet Crude Oil Future October 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 |
96.70 |
97.48 |
0.78 |
0.8% |
100.62 |
| High |
97.72 |
97.72 |
0.00 |
0.0% |
100.89 |
| Low |
96.68 |
96.22 |
-0.46 |
-0.5% |
96.17 |
| Close |
97.36 |
96.57 |
-0.79 |
-0.8% |
96.94 |
| Range |
1.04 |
1.50 |
0.46 |
44.2% |
4.72 |
| ATR |
1.37 |
1.38 |
0.01 |
0.7% |
0.00 |
| Volume |
97,169 |
65,751 |
-31,418 |
-32.3% |
461,940 |
|
| Daily Pivots for day following 05-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.34 |
100.45 |
97.40 |
|
| R3 |
99.84 |
98.95 |
96.98 |
|
| R2 |
98.34 |
98.34 |
96.85 |
|
| R1 |
97.45 |
97.45 |
96.71 |
97.15 |
| PP |
96.84 |
96.84 |
96.84 |
96.68 |
| S1 |
95.95 |
95.95 |
96.43 |
95.65 |
| S2 |
95.34 |
95.34 |
96.30 |
|
| S3 |
93.84 |
94.45 |
96.16 |
|
| S4 |
92.34 |
92.95 |
95.75 |
|
|
| 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 |
100.30 |
96.17 |
4.13 |
4.3% |
1.53 |
1.6% |
10% |
False |
False |
95,564 |
| 10 |
101.82 |
96.17 |
5.65 |
5.9% |
1.40 |
1.4% |
7% |
False |
False |
89,130 |
| 20 |
102.20 |
96.17 |
6.03 |
6.2% |
1.46 |
1.5% |
7% |
False |
False |
77,782 |
| 40 |
105.55 |
96.17 |
9.38 |
9.7% |
1.28 |
1.3% |
4% |
False |
False |
57,079 |
| 60 |
105.55 |
96.17 |
9.38 |
9.7% |
1.15 |
1.2% |
4% |
False |
False |
44,200 |
| 80 |
105.55 |
95.59 |
9.96 |
10.3% |
1.09 |
1.1% |
10% |
False |
False |
36,039 |
| 100 |
105.55 |
93.72 |
11.83 |
12.3% |
1.06 |
1.1% |
24% |
False |
False |
30,322 |
| 120 |
105.55 |
93.72 |
11.83 |
12.3% |
1.03 |
1.1% |
24% |
False |
False |
26,282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.10 |
|
2.618 |
101.65 |
|
1.618 |
100.15 |
|
1.000 |
99.22 |
|
0.618 |
98.65 |
|
HIGH |
97.72 |
|
0.618 |
97.15 |
|
0.500 |
96.97 |
|
0.382 |
96.79 |
|
LOW |
96.22 |
|
0.618 |
95.29 |
|
1.000 |
94.72 |
|
1.618 |
93.79 |
|
2.618 |
92.29 |
|
4.250 |
89.85 |
|
|
| Fisher Pivots for day following 05-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
96.97 |
96.95 |
| PP |
96.84 |
96.82 |
| S1 |
96.70 |
96.70 |
|