NYMEX Light Sweet Crude Oil Future October 2014
| Trading Metrics calculated at close of trading on 14-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2014 |
14-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
96.31 |
96.45 |
0.14 |
0.1% |
96.70 |
| High |
96.88 |
96.68 |
-0.20 |
-0.2% |
97.75 |
| Low |
95.84 |
93.85 |
-1.99 |
-2.1% |
95.88 |
| Close |
96.74 |
94.08 |
-2.66 |
-2.7% |
96.84 |
| Range |
1.04 |
2.83 |
1.79 |
172.1% |
1.87 |
| ATR |
1.32 |
1.43 |
0.11 |
8.5% |
0.00 |
| Volume |
128,452 |
219,244 |
90,792 |
70.7% |
523,290 |
|
| Daily Pivots for day following 14-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.36 |
101.55 |
95.64 |
|
| R3 |
100.53 |
98.72 |
94.86 |
|
| R2 |
97.70 |
97.70 |
94.60 |
|
| R1 |
95.89 |
95.89 |
94.34 |
95.38 |
| PP |
94.87 |
94.87 |
94.87 |
94.62 |
| S1 |
93.06 |
93.06 |
93.82 |
92.55 |
| S2 |
92.04 |
92.04 |
93.56 |
|
| S3 |
89.21 |
90.23 |
93.30 |
|
| S4 |
86.38 |
87.40 |
92.52 |
|
|
| 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 |
93.85 |
3.90 |
4.1% |
1.50 |
1.6% |
6% |
False |
True |
138,713 |
| 10 |
97.75 |
93.85 |
3.90 |
4.1% |
1.35 |
1.4% |
6% |
False |
True |
123,865 |
| 20 |
102.20 |
93.85 |
8.35 |
8.9% |
1.39 |
1.5% |
3% |
False |
True |
104,730 |
| 40 |
105.55 |
93.85 |
11.70 |
12.4% |
1.34 |
1.4% |
2% |
False |
True |
73,853 |
| 60 |
105.55 |
93.85 |
11.70 |
12.4% |
1.22 |
1.3% |
2% |
False |
True |
57,684 |
| 80 |
105.55 |
93.85 |
11.70 |
12.4% |
1.14 |
1.2% |
2% |
False |
True |
47,021 |
| 100 |
105.55 |
93.85 |
11.70 |
12.4% |
1.10 |
1.2% |
2% |
False |
True |
39,192 |
| 120 |
105.55 |
93.72 |
11.83 |
12.6% |
1.06 |
1.1% |
3% |
False |
False |
33,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.71 |
|
2.618 |
104.09 |
|
1.618 |
101.26 |
|
1.000 |
99.51 |
|
0.618 |
98.43 |
|
HIGH |
96.68 |
|
0.618 |
95.60 |
|
0.500 |
95.27 |
|
0.382 |
94.93 |
|
LOW |
93.85 |
|
0.618 |
92.10 |
|
1.000 |
91.02 |
|
1.618 |
89.27 |
|
2.618 |
86.44 |
|
4.250 |
81.82 |
|
|
| Fisher Pivots for day following 14-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
95.27 |
95.47 |
| PP |
94.87 |
95.00 |
| S1 |
94.48 |
94.54 |
|