NYMEX Light Sweet Crude Oil Future December 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 |
96.09 |
95.49 |
-0.60 |
-0.6% |
95.66 |
| High |
96.15 |
96.02 |
-0.13 |
-0.1% |
96.98 |
| Low |
95.00 |
95.00 |
0.00 |
0.0% |
95.14 |
| Close |
95.59 |
95.92 |
0.33 |
0.3% |
96.03 |
| Range |
1.15 |
1.02 |
-0.13 |
-11.3% |
1.84 |
| ATR |
1.24 |
1.22 |
-0.02 |
-1.2% |
0.00 |
| Volume |
43,159 |
54,356 |
11,197 |
25.9% |
322,998 |
|
| Daily Pivots for day following 13-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.71 |
98.33 |
96.48 |
|
| R3 |
97.69 |
97.31 |
96.20 |
|
| R2 |
96.67 |
96.67 |
96.11 |
|
| R1 |
96.29 |
96.29 |
96.01 |
96.48 |
| PP |
95.65 |
95.65 |
95.65 |
95.74 |
| S1 |
95.27 |
95.27 |
95.83 |
95.46 |
| S2 |
94.63 |
94.63 |
95.73 |
|
| S3 |
93.61 |
94.25 |
95.64 |
|
| S4 |
92.59 |
93.23 |
95.36 |
|
|
| 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% |
1.14 |
1.2% |
46% |
False |
True |
56,161 |
| 10 |
97.34 |
95.00 |
2.34 |
2.4% |
1.18 |
1.2% |
39% |
False |
True |
61,081 |
| 20 |
100.35 |
95.00 |
5.35 |
5.6% |
1.25 |
1.3% |
17% |
False |
True |
64,427 |
| 40 |
103.66 |
95.00 |
8.66 |
9.0% |
1.19 |
1.2% |
11% |
False |
True |
61,819 |
| 60 |
103.66 |
95.00 |
8.66 |
9.0% |
1.12 |
1.2% |
11% |
False |
True |
57,781 |
| 80 |
103.66 |
93.98 |
9.68 |
10.1% |
1.08 |
1.1% |
20% |
False |
False |
53,264 |
| 100 |
103.66 |
93.05 |
10.61 |
11.1% |
1.06 |
1.1% |
27% |
False |
False |
50,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.36 |
|
2.618 |
98.69 |
|
1.618 |
97.67 |
|
1.000 |
97.04 |
|
0.618 |
96.65 |
|
HIGH |
96.02 |
|
0.618 |
95.63 |
|
0.500 |
95.51 |
|
0.382 |
95.39 |
|
LOW |
95.00 |
|
0.618 |
94.37 |
|
1.000 |
93.98 |
|
1.618 |
93.35 |
|
2.618 |
92.33 |
|
4.250 |
90.67 |
|
|
| Fisher Pivots for day following 13-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
95.78 |
95.90 |
| PP |
95.65 |
95.88 |
| S1 |
95.51 |
95.87 |
|