NYMEX Light Sweet Crude Oil Future November 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 |
96.45 |
95.89 |
-0.56 |
-0.6% |
96.12 |
| High |
96.59 |
96.41 |
-0.18 |
-0.2% |
97.35 |
| Low |
95.42 |
95.37 |
-0.05 |
-0.1% |
95.48 |
| Close |
96.01 |
96.28 |
0.27 |
0.3% |
96.42 |
| Range |
1.17 |
1.04 |
-0.13 |
-11.1% |
1.87 |
| ATR |
1.26 |
1.24 |
-0.02 |
-1.2% |
0.00 |
| Volume |
49,378 |
42,260 |
-7,118 |
-14.4% |
210,041 |
|
| Daily Pivots for day following 13-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.14 |
98.75 |
96.85 |
|
| R3 |
98.10 |
97.71 |
96.57 |
|
| R2 |
97.06 |
97.06 |
96.47 |
|
| R1 |
96.67 |
96.67 |
96.38 |
96.87 |
| PP |
96.02 |
96.02 |
96.02 |
96.12 |
| S1 |
95.63 |
95.63 |
96.18 |
95.83 |
| S2 |
94.98 |
94.98 |
96.09 |
|
| S3 |
93.94 |
94.59 |
95.99 |
|
| S4 |
92.90 |
93.55 |
95.71 |
|
|
| Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.03 |
101.09 |
97.45 |
|
| R3 |
100.16 |
99.22 |
96.93 |
|
| R2 |
98.29 |
98.29 |
96.76 |
|
| R1 |
97.35 |
97.35 |
96.59 |
97.82 |
| PP |
96.42 |
96.42 |
96.42 |
96.65 |
| S1 |
95.48 |
95.48 |
96.25 |
95.95 |
| S2 |
94.55 |
94.55 |
96.08 |
|
| S3 |
92.68 |
93.61 |
95.91 |
|
| S4 |
90.81 |
91.74 |
95.39 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.35 |
95.37 |
1.98 |
2.1% |
1.15 |
1.2% |
46% |
False |
True |
46,599 |
| 10 |
97.96 |
95.37 |
2.59 |
2.7% |
1.20 |
1.3% |
35% |
False |
True |
43,447 |
| 20 |
101.22 |
95.37 |
5.85 |
6.1% |
1.28 |
1.3% |
16% |
False |
True |
42,846 |
| 40 |
104.44 |
95.37 |
9.07 |
9.4% |
1.19 |
1.2% |
10% |
False |
True |
33,679 |
| 60 |
104.44 |
95.37 |
9.07 |
9.4% |
1.11 |
1.2% |
10% |
False |
True |
27,556 |
| 80 |
104.44 |
94.76 |
9.68 |
10.1% |
1.03 |
1.1% |
16% |
False |
False |
22,709 |
| 100 |
104.44 |
93.88 |
10.56 |
11.0% |
0.98 |
1.0% |
23% |
False |
False |
19,280 |
| 120 |
104.44 |
93.00 |
11.44 |
11.9% |
0.92 |
1.0% |
29% |
False |
False |
16,894 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.83 |
|
2.618 |
99.13 |
|
1.618 |
98.09 |
|
1.000 |
97.45 |
|
0.618 |
97.05 |
|
HIGH |
96.41 |
|
0.618 |
96.01 |
|
0.500 |
95.89 |
|
0.382 |
95.77 |
|
LOW |
95.37 |
|
0.618 |
94.73 |
|
1.000 |
94.33 |
|
1.618 |
93.69 |
|
2.618 |
92.65 |
|
4.250 |
90.95 |
|
|
| Fisher Pivots for day following 13-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
96.15 |
96.28 |
| PP |
96.02 |
96.27 |
| S1 |
95.89 |
96.27 |
|