NYMEX Light Sweet Crude Oil Future November 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 |
96.12 |
96.82 |
0.70 |
0.7% |
100.00 |
| High |
97.11 |
97.04 |
-0.07 |
-0.1% |
100.08 |
| Low |
96.12 |
95.81 |
-0.31 |
-0.3% |
95.56 |
| Close |
96.78 |
96.14 |
-0.64 |
-0.7% |
96.31 |
| Range |
0.99 |
1.23 |
0.24 |
24.2% |
4.52 |
| ATR |
1.29 |
1.29 |
0.00 |
-0.3% |
0.00 |
| Volume |
40,071 |
23,546 |
-16,525 |
-41.2% |
200,854 |
|
| Daily Pivots for day following 05-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.02 |
99.31 |
96.82 |
|
| R3 |
98.79 |
98.08 |
96.48 |
|
| R2 |
97.56 |
97.56 |
96.37 |
|
| R1 |
96.85 |
96.85 |
96.25 |
96.59 |
| PP |
96.33 |
96.33 |
96.33 |
96.20 |
| S1 |
95.62 |
95.62 |
96.03 |
95.36 |
| S2 |
95.10 |
95.10 |
95.91 |
|
| S3 |
93.87 |
94.39 |
95.80 |
|
| S4 |
92.64 |
93.16 |
95.46 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.88 |
108.11 |
98.80 |
|
| R3 |
106.36 |
103.59 |
97.55 |
|
| R2 |
101.84 |
101.84 |
97.14 |
|
| R1 |
99.07 |
99.07 |
96.72 |
98.20 |
| PP |
97.32 |
97.32 |
97.32 |
96.88 |
| S1 |
94.55 |
94.55 |
95.90 |
93.68 |
| S2 |
92.80 |
92.80 |
95.48 |
|
| S3 |
88.28 |
90.03 |
95.07 |
|
| S4 |
83.76 |
85.51 |
93.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.41 |
95.56 |
3.85 |
4.0% |
1.41 |
1.5% |
15% |
False |
False |
39,254 |
| 10 |
100.93 |
95.56 |
5.37 |
5.6% |
1.30 |
1.4% |
11% |
False |
False |
39,776 |
| 20 |
101.27 |
95.56 |
5.71 |
5.9% |
1.37 |
1.4% |
10% |
False |
False |
38,505 |
| 40 |
104.44 |
95.56 |
8.88 |
9.2% |
1.18 |
1.2% |
7% |
False |
False |
30,450 |
| 60 |
104.44 |
95.56 |
8.88 |
9.2% |
1.07 |
1.1% |
7% |
False |
False |
23,822 |
| 80 |
104.44 |
94.76 |
9.68 |
10.1% |
1.00 |
1.0% |
14% |
False |
False |
19,639 |
| 100 |
104.44 |
93.00 |
11.44 |
11.9% |
0.95 |
1.0% |
27% |
False |
False |
16,751 |
| 120 |
104.44 |
93.00 |
11.44 |
11.9% |
0.89 |
0.9% |
27% |
False |
False |
14,763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
102.27 |
|
2.618 |
100.26 |
|
1.618 |
99.03 |
|
1.000 |
98.27 |
|
0.618 |
97.80 |
|
HIGH |
97.04 |
|
0.618 |
96.57 |
|
0.500 |
96.43 |
|
0.382 |
96.28 |
|
LOW |
95.81 |
|
0.618 |
95.05 |
|
1.000 |
94.58 |
|
1.618 |
93.82 |
|
2.618 |
92.59 |
|
4.250 |
90.58 |
|
|
| Fisher Pivots for day following 05-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
96.43 |
96.34 |
| PP |
96.33 |
96.27 |
| S1 |
96.24 |
96.21 |
|