NYMEX Light Sweet Crude Oil Future August 2014
Trading Metrics calculated at close of trading on 14-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2014 |
14-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
102.86 |
100.46 |
-2.40 |
-2.3% |
103.75 |
High |
102.92 |
101.20 |
-1.72 |
-1.7% |
104.20 |
Low |
100.44 |
100.22 |
-0.22 |
-0.2% |
100.44 |
Close |
100.83 |
100.91 |
0.08 |
0.1% |
100.83 |
Range |
2.48 |
0.98 |
-1.50 |
-60.5% |
3.76 |
ATR |
1.36 |
1.33 |
-0.03 |
-2.0% |
0.00 |
Volume |
272,550 |
252,675 |
-19,875 |
-7.3% |
1,200,241 |
|
Daily Pivots for day following 14-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.72 |
103.29 |
101.45 |
|
R3 |
102.74 |
102.31 |
101.18 |
|
R2 |
101.76 |
101.76 |
101.09 |
|
R1 |
101.33 |
101.33 |
101.00 |
101.55 |
PP |
100.78 |
100.78 |
100.78 |
100.88 |
S1 |
100.35 |
100.35 |
100.82 |
100.57 |
S2 |
99.80 |
99.80 |
100.73 |
|
S3 |
98.82 |
99.37 |
100.64 |
|
S4 |
97.84 |
98.39 |
100.37 |
|
|
Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.10 |
110.73 |
102.90 |
|
R3 |
109.34 |
106.97 |
101.86 |
|
R2 |
105.58 |
105.58 |
101.52 |
|
R1 |
103.21 |
103.21 |
101.17 |
102.52 |
PP |
101.82 |
101.82 |
101.82 |
101.48 |
S1 |
99.45 |
99.45 |
100.49 |
98.76 |
S2 |
98.06 |
98.06 |
100.14 |
|
S3 |
94.30 |
95.69 |
99.80 |
|
S4 |
90.54 |
91.93 |
98.76 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
104.20 |
100.22 |
3.98 |
3.9% |
1.57 |
1.6% |
17% |
False |
True |
252,733 |
10 |
106.09 |
100.22 |
5.87 |
5.8% |
1.34 |
1.3% |
12% |
False |
True |
229,994 |
20 |
107.50 |
100.22 |
7.28 |
7.2% |
1.32 |
1.3% |
9% |
False |
True |
216,460 |
40 |
107.50 |
100.22 |
7.28 |
7.2% |
1.22 |
1.2% |
9% |
False |
True |
148,160 |
60 |
107.50 |
97.30 |
10.20 |
10.1% |
1.18 |
1.2% |
35% |
False |
False |
110,666 |
80 |
107.50 |
95.50 |
12.00 |
11.9% |
1.18 |
1.2% |
45% |
False |
False |
87,872 |
100 |
107.50 |
95.06 |
12.44 |
12.3% |
1.17 |
1.2% |
47% |
False |
False |
73,649 |
120 |
107.50 |
92.02 |
15.48 |
15.3% |
1.14 |
1.1% |
57% |
False |
False |
62,614 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.37 |
2.618 |
103.77 |
1.618 |
102.79 |
1.000 |
102.18 |
0.618 |
101.81 |
HIGH |
101.20 |
0.618 |
100.83 |
0.500 |
100.71 |
0.382 |
100.59 |
LOW |
100.22 |
0.618 |
99.61 |
1.000 |
99.24 |
1.618 |
98.63 |
2.618 |
97.65 |
4.250 |
96.06 |
|
|
Fisher Pivots for day following 14-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
100.84 |
101.61 |
PP |
100.78 |
101.38 |
S1 |
100.71 |
101.14 |
|