NYMEX Light Sweet Crude Oil Future December 2014
| Trading Metrics calculated at close of trading on 06-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2014 |
06-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
96.24 |
95.98 |
-0.26 |
-0.3% |
99.21 |
| High |
96.51 |
96.40 |
-0.11 |
-0.1% |
99.36 |
| Low |
95.43 |
95.32 |
-0.11 |
-0.1% |
95.00 |
| Close |
95.78 |
95.50 |
-0.28 |
-0.3% |
95.79 |
| Range |
1.08 |
1.08 |
0.00 |
0.0% |
4.36 |
| ATR |
1.26 |
1.24 |
-0.01 |
-1.0% |
0.00 |
| Volume |
44,946 |
73,676 |
28,730 |
63.9% |
314,591 |
|
| Daily Pivots for day following 06-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.98 |
98.32 |
96.09 |
|
| R3 |
97.90 |
97.24 |
95.80 |
|
| R2 |
96.82 |
96.82 |
95.70 |
|
| R1 |
96.16 |
96.16 |
95.60 |
95.95 |
| PP |
95.74 |
95.74 |
95.74 |
95.64 |
| S1 |
95.08 |
95.08 |
95.40 |
94.87 |
| S2 |
94.66 |
94.66 |
95.30 |
|
| S3 |
93.58 |
94.00 |
95.20 |
|
| S4 |
92.50 |
92.92 |
94.91 |
|
|
| 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 |
97.34 |
95.00 |
2.34 |
2.5% |
1.21 |
1.3% |
21% |
False |
False |
66,001 |
| 10 |
100.08 |
95.00 |
5.08 |
5.3% |
1.25 |
1.3% |
10% |
False |
False |
62,351 |
| 20 |
100.35 |
95.00 |
5.35 |
5.6% |
1.32 |
1.4% |
9% |
False |
False |
68,048 |
| 40 |
103.66 |
95.00 |
8.66 |
9.1% |
1.19 |
1.2% |
6% |
False |
False |
63,437 |
| 60 |
103.66 |
95.00 |
8.66 |
9.1% |
1.09 |
1.1% |
6% |
False |
False |
56,470 |
| 80 |
103.66 |
93.98 |
9.68 |
10.1% |
1.06 |
1.1% |
16% |
False |
False |
52,488 |
| 100 |
103.66 |
92.25 |
11.41 |
11.9% |
1.06 |
1.1% |
28% |
False |
False |
48,943 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.99 |
|
2.618 |
99.23 |
|
1.618 |
98.15 |
|
1.000 |
97.48 |
|
0.618 |
97.07 |
|
HIGH |
96.40 |
|
0.618 |
95.99 |
|
0.500 |
95.86 |
|
0.382 |
95.73 |
|
LOW |
95.32 |
|
0.618 |
94.65 |
|
1.000 |
94.24 |
|
1.618 |
93.57 |
|
2.618 |
92.49 |
|
4.250 |
90.73 |
|
|
| Fisher Pivots for day following 06-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
95.86 |
95.94 |
| PP |
95.74 |
95.79 |
| S1 |
95.62 |
95.65 |
|