NYMEX Light Sweet Crude Oil Future December 2014
| Trading Metrics calculated at close of trading on 12-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2014 |
12-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
95.82 |
96.09 |
0.27 |
0.3% |
95.66 |
| High |
96.73 |
96.15 |
-0.58 |
-0.6% |
96.98 |
| Low |
95.74 |
95.00 |
-0.74 |
-0.8% |
95.14 |
| Close |
96.31 |
95.59 |
-0.72 |
-0.7% |
96.03 |
| Range |
0.99 |
1.15 |
0.16 |
16.2% |
1.84 |
| ATR |
1.23 |
1.24 |
0.01 |
0.5% |
0.00 |
| Volume |
48,439 |
43,159 |
-5,280 |
-10.9% |
322,998 |
|
| Daily Pivots for day following 12-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.03 |
98.46 |
96.22 |
|
| R3 |
97.88 |
97.31 |
95.91 |
|
| R2 |
96.73 |
96.73 |
95.80 |
|
| R1 |
96.16 |
96.16 |
95.70 |
95.87 |
| PP |
95.58 |
95.58 |
95.58 |
95.44 |
| S1 |
95.01 |
95.01 |
95.48 |
94.72 |
| S2 |
94.43 |
94.43 |
95.38 |
|
| S3 |
93.28 |
93.86 |
95.27 |
|
| S4 |
92.13 |
92.71 |
94.96 |
|
|
| Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.57 |
100.64 |
97.04 |
|
| R3 |
99.73 |
98.80 |
96.54 |
|
| R2 |
97.89 |
97.89 |
96.37 |
|
| R1 |
96.96 |
96.96 |
96.20 |
97.43 |
| PP |
96.05 |
96.05 |
96.05 |
96.28 |
| S1 |
95.12 |
95.12 |
95.86 |
95.59 |
| S2 |
94.21 |
94.21 |
95.69 |
|
| S3 |
92.37 |
93.28 |
95.52 |
|
| S4 |
90.53 |
91.44 |
95.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.98 |
95.00 |
1.98 |
2.1% |
1.15 |
1.2% |
30% |
False |
True |
60,025 |
| 10 |
98.67 |
95.00 |
3.67 |
3.8% |
1.25 |
1.3% |
16% |
False |
True |
61,986 |
| 20 |
100.35 |
95.00 |
5.35 |
5.6% |
1.24 |
1.3% |
11% |
False |
True |
66,066 |
| 40 |
103.66 |
95.00 |
8.66 |
9.1% |
1.19 |
1.2% |
7% |
False |
True |
61,990 |
| 60 |
103.66 |
95.00 |
8.66 |
9.1% |
1.11 |
1.2% |
7% |
False |
True |
57,357 |
| 80 |
103.66 |
93.98 |
9.68 |
10.1% |
1.08 |
1.1% |
17% |
False |
False |
53,030 |
| 100 |
103.66 |
92.49 |
11.17 |
11.7% |
1.07 |
1.1% |
28% |
False |
False |
49,888 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.04 |
|
2.618 |
99.16 |
|
1.618 |
98.01 |
|
1.000 |
97.30 |
|
0.618 |
96.86 |
|
HIGH |
96.15 |
|
0.618 |
95.71 |
|
0.500 |
95.58 |
|
0.382 |
95.44 |
|
LOW |
95.00 |
|
0.618 |
94.29 |
|
1.000 |
93.85 |
|
1.618 |
93.14 |
|
2.618 |
91.99 |
|
4.250 |
90.11 |
|
|
| Fisher Pivots for day following 12-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
95.59 |
95.99 |
| PP |
95.58 |
95.86 |
| S1 |
95.58 |
95.72 |
|