NYMEX Light Sweet Crude Oil Future August 2014
Trading Metrics calculated at close of trading on 15-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2014 |
15-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
100.46 |
100.93 |
0.47 |
0.5% |
103.75 |
High |
101.20 |
101.06 |
-0.14 |
-0.1% |
104.20 |
Low |
100.22 |
99.01 |
-1.21 |
-1.2% |
100.44 |
Close |
100.91 |
99.96 |
-0.95 |
-0.9% |
100.83 |
Range |
0.98 |
2.05 |
1.07 |
109.2% |
3.76 |
ATR |
1.33 |
1.38 |
0.05 |
3.8% |
0.00 |
Volume |
252,675 |
331,196 |
78,521 |
31.1% |
1,200,241 |
|
Daily Pivots for day following 15-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.16 |
105.11 |
101.09 |
|
R3 |
104.11 |
103.06 |
100.52 |
|
R2 |
102.06 |
102.06 |
100.34 |
|
R1 |
101.01 |
101.01 |
100.15 |
100.51 |
PP |
100.01 |
100.01 |
100.01 |
99.76 |
S1 |
98.96 |
98.96 |
99.77 |
98.46 |
S2 |
97.96 |
97.96 |
99.58 |
|
S3 |
95.91 |
96.91 |
99.40 |
|
S4 |
93.86 |
94.86 |
98.83 |
|
|
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 |
103.60 |
99.01 |
4.59 |
4.6% |
1.74 |
1.7% |
21% |
False |
True |
269,096 |
10 |
106.09 |
99.01 |
7.08 |
7.1% |
1.43 |
1.4% |
13% |
False |
True |
241,580 |
20 |
107.50 |
99.01 |
8.49 |
8.5% |
1.38 |
1.4% |
11% |
False |
True |
225,979 |
40 |
107.50 |
99.01 |
8.49 |
8.5% |
1.26 |
1.3% |
11% |
False |
True |
154,714 |
60 |
107.50 |
97.30 |
10.20 |
10.2% |
1.20 |
1.2% |
26% |
False |
False |
115,682 |
80 |
107.50 |
95.79 |
11.71 |
11.7% |
1.19 |
1.2% |
36% |
False |
False |
91,708 |
100 |
107.50 |
95.06 |
12.44 |
12.4% |
1.19 |
1.2% |
39% |
False |
False |
76,810 |
120 |
107.50 |
92.02 |
15.48 |
15.5% |
1.15 |
1.1% |
51% |
False |
False |
65,338 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.77 |
2.618 |
106.43 |
1.618 |
104.38 |
1.000 |
103.11 |
0.618 |
102.33 |
HIGH |
101.06 |
0.618 |
100.28 |
0.500 |
100.04 |
0.382 |
99.79 |
LOW |
99.01 |
0.618 |
97.74 |
1.000 |
96.96 |
1.618 |
95.69 |
2.618 |
93.64 |
4.250 |
90.30 |
|
|
Fisher Pivots for day following 15-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
100.04 |
100.97 |
PP |
100.01 |
100.63 |
S1 |
99.99 |
100.30 |
|