NYMEX Light Sweet Crude Oil Future October 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 |
96.95 |
96.31 |
-0.64 |
-0.7% |
96.70 |
| High |
97.08 |
96.88 |
-0.20 |
-0.2% |
97.75 |
| Low |
95.90 |
95.84 |
-0.06 |
-0.1% |
95.88 |
| Close |
96.48 |
96.74 |
0.26 |
0.3% |
96.84 |
| Range |
1.18 |
1.04 |
-0.14 |
-11.9% |
1.87 |
| ATR |
1.34 |
1.32 |
-0.02 |
-1.6% |
0.00 |
| Volume |
111,761 |
128,452 |
16,691 |
14.9% |
523,290 |
|
| Daily Pivots for day following 13-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.61 |
99.21 |
97.31 |
|
| R3 |
98.57 |
98.17 |
97.03 |
|
| R2 |
97.53 |
97.53 |
96.93 |
|
| R1 |
97.13 |
97.13 |
96.84 |
97.33 |
| PP |
96.49 |
96.49 |
96.49 |
96.59 |
| S1 |
96.09 |
96.09 |
96.64 |
96.29 |
| S2 |
95.45 |
95.45 |
96.55 |
|
| S3 |
94.41 |
95.05 |
96.45 |
|
| S4 |
93.37 |
94.01 |
96.17 |
|
|
| Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.43 |
101.51 |
97.87 |
|
| R3 |
100.56 |
99.64 |
97.35 |
|
| R2 |
98.69 |
98.69 |
97.18 |
|
| R1 |
97.77 |
97.77 |
97.01 |
98.23 |
| PP |
96.82 |
96.82 |
96.82 |
97.06 |
| S1 |
95.90 |
95.90 |
96.67 |
96.36 |
| S2 |
94.95 |
94.95 |
96.50 |
|
| S3 |
93.08 |
94.03 |
96.33 |
|
| S4 |
91.21 |
92.16 |
95.81 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.75 |
95.84 |
1.91 |
2.0% |
1.17 |
1.2% |
47% |
False |
True |
121,681 |
| 10 |
98.70 |
95.84 |
2.86 |
3.0% |
1.27 |
1.3% |
31% |
False |
True |
110,117 |
| 20 |
102.20 |
95.84 |
6.36 |
6.6% |
1.36 |
1.4% |
14% |
False |
True |
96,817 |
| 40 |
105.55 |
95.84 |
9.71 |
10.0% |
1.29 |
1.3% |
9% |
False |
True |
69,206 |
| 60 |
105.55 |
95.84 |
9.71 |
10.0% |
1.19 |
1.2% |
9% |
False |
True |
54,340 |
| 80 |
105.55 |
95.59 |
9.96 |
10.3% |
1.12 |
1.2% |
12% |
False |
False |
44,351 |
| 100 |
105.55 |
94.61 |
10.94 |
11.3% |
1.08 |
1.1% |
19% |
False |
False |
37,079 |
| 120 |
105.55 |
93.72 |
11.83 |
12.2% |
1.05 |
1.1% |
26% |
False |
False |
31,972 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.30 |
|
2.618 |
99.60 |
|
1.618 |
98.56 |
|
1.000 |
97.92 |
|
0.618 |
97.52 |
|
HIGH |
96.88 |
|
0.618 |
96.48 |
|
0.500 |
96.36 |
|
0.382 |
96.24 |
|
LOW |
95.84 |
|
0.618 |
95.20 |
|
1.000 |
94.80 |
|
1.618 |
94.16 |
|
2.618 |
93.12 |
|
4.250 |
91.42 |
|
|
| Fisher Pivots for day following 13-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
96.61 |
96.76 |
| PP |
96.49 |
96.75 |
| S1 |
96.36 |
96.75 |
|