NYMEX Light Sweet Crude Oil Future December 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 |
95.66 |
96.24 |
0.58 |
0.6% |
99.21 |
| High |
96.56 |
96.51 |
-0.05 |
-0.1% |
99.36 |
| Low |
95.58 |
95.43 |
-0.15 |
-0.2% |
95.00 |
| Close |
96.28 |
95.78 |
-0.50 |
-0.5% |
95.79 |
| Range |
0.98 |
1.08 |
0.10 |
10.2% |
4.36 |
| ATR |
1.27 |
1.26 |
-0.01 |
-1.1% |
0.00 |
| Volume |
69,525 |
44,946 |
-24,579 |
-35.4% |
314,591 |
|
| Daily Pivots for day following 05-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.15 |
98.54 |
96.37 |
|
| R3 |
98.07 |
97.46 |
96.08 |
|
| R2 |
96.99 |
96.99 |
95.98 |
|
| R1 |
96.38 |
96.38 |
95.88 |
96.15 |
| PP |
95.91 |
95.91 |
95.91 |
95.79 |
| S1 |
95.30 |
95.30 |
95.68 |
95.07 |
| S2 |
94.83 |
94.83 |
95.58 |
|
| S3 |
93.75 |
94.22 |
95.48 |
|
| S4 |
92.67 |
93.14 |
95.19 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.80 |
107.15 |
98.19 |
|
| R3 |
105.44 |
102.79 |
96.99 |
|
| R2 |
101.08 |
101.08 |
96.59 |
|
| R1 |
98.43 |
98.43 |
96.19 |
97.58 |
| PP |
96.72 |
96.72 |
96.72 |
96.29 |
| S1 |
94.07 |
94.07 |
95.39 |
93.22 |
| S2 |
92.36 |
92.36 |
94.99 |
|
| S3 |
88.00 |
89.71 |
94.59 |
|
| S4 |
83.64 |
85.35 |
93.39 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
98.67 |
95.00 |
3.67 |
3.8% |
1.35 |
1.4% |
21% |
False |
False |
63,948 |
| 10 |
100.08 |
95.00 |
5.08 |
5.3% |
1.26 |
1.3% |
15% |
False |
False |
60,298 |
| 20 |
100.54 |
95.00 |
5.54 |
5.8% |
1.33 |
1.4% |
14% |
False |
False |
67,604 |
| 40 |
103.66 |
95.00 |
8.66 |
9.0% |
1.18 |
1.2% |
9% |
False |
False |
63,341 |
| 60 |
103.66 |
94.79 |
8.87 |
9.3% |
1.09 |
1.1% |
11% |
False |
False |
55,887 |
| 80 |
103.66 |
93.98 |
9.68 |
10.1% |
1.06 |
1.1% |
19% |
False |
False |
51,953 |
| 100 |
103.66 |
92.25 |
11.41 |
11.9% |
1.06 |
1.1% |
31% |
False |
False |
48,530 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.10 |
|
2.618 |
99.34 |
|
1.618 |
98.26 |
|
1.000 |
97.59 |
|
0.618 |
97.18 |
|
HIGH |
96.51 |
|
0.618 |
96.10 |
|
0.500 |
95.97 |
|
0.382 |
95.84 |
|
LOW |
95.43 |
|
0.618 |
94.76 |
|
1.000 |
94.35 |
|
1.618 |
93.68 |
|
2.618 |
92.60 |
|
4.250 |
90.84 |
|
|
| Fisher Pivots for day following 05-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
95.97 |
95.78 |
| PP |
95.91 |
95.78 |
| S1 |
95.84 |
95.78 |
|