NYMEX Light Sweet Crude Oil Future December 2014
| Trading Metrics calculated at close of trading on 07-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2014 |
07-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
95.98 |
95.48 |
-0.50 |
-0.5% |
99.21 |
| High |
96.40 |
96.29 |
-0.11 |
-0.1% |
99.36 |
| Low |
95.32 |
95.14 |
-0.18 |
-0.2% |
95.00 |
| Close |
95.50 |
95.99 |
0.49 |
0.5% |
95.79 |
| Range |
1.08 |
1.15 |
0.07 |
6.5% |
4.36 |
| ATR |
1.24 |
1.24 |
-0.01 |
-0.5% |
0.00 |
| Volume |
73,676 |
58,114 |
-15,562 |
-21.1% |
314,591 |
|
| Daily Pivots for day following 07-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.26 |
98.77 |
96.62 |
|
| R3 |
98.11 |
97.62 |
96.31 |
|
| R2 |
96.96 |
96.96 |
96.20 |
|
| R1 |
96.47 |
96.47 |
96.10 |
96.72 |
| PP |
95.81 |
95.81 |
95.81 |
95.93 |
| S1 |
95.32 |
95.32 |
95.88 |
95.57 |
| S2 |
94.66 |
94.66 |
95.78 |
|
| S3 |
93.51 |
94.17 |
95.67 |
|
| S4 |
92.36 |
93.02 |
95.36 |
|
|
| 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 |
96.56 |
95.00 |
1.56 |
1.6% |
1.09 |
1.1% |
63% |
False |
False |
65,959 |
| 10 |
99.51 |
95.00 |
4.51 |
4.7% |
1.26 |
1.3% |
22% |
False |
False |
60,876 |
| 20 |
100.35 |
95.00 |
5.35 |
5.6% |
1.31 |
1.4% |
19% |
False |
False |
67,933 |
| 40 |
103.66 |
95.00 |
8.66 |
9.0% |
1.20 |
1.3% |
11% |
False |
False |
63,349 |
| 60 |
103.66 |
95.00 |
8.66 |
9.0% |
1.08 |
1.1% |
11% |
False |
False |
56,964 |
| 80 |
103.66 |
93.98 |
9.68 |
10.1% |
1.07 |
1.1% |
21% |
False |
False |
52,648 |
| 100 |
103.66 |
92.25 |
11.41 |
11.9% |
1.06 |
1.1% |
33% |
False |
False |
49,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.18 |
|
2.618 |
99.30 |
|
1.618 |
98.15 |
|
1.000 |
97.44 |
|
0.618 |
97.00 |
|
HIGH |
96.29 |
|
0.618 |
95.85 |
|
0.500 |
95.72 |
|
0.382 |
95.58 |
|
LOW |
95.14 |
|
0.618 |
94.43 |
|
1.000 |
93.99 |
|
1.618 |
93.28 |
|
2.618 |
92.13 |
|
4.250 |
90.25 |
|
|
| Fisher Pivots for day following 07-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
95.90 |
95.94 |
| PP |
95.81 |
95.88 |
| S1 |
95.72 |
95.83 |
|