NYMEX Light Sweet Crude Oil Future August 2014
| Trading Metrics calculated at close of trading on 16-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2014 |
16-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
100.93 |
100.21 |
-0.72 |
-0.7% |
103.75 |
| High |
101.06 |
101.60 |
0.54 |
0.5% |
104.20 |
| Low |
99.01 |
100.07 |
1.06 |
1.1% |
100.44 |
| Close |
99.96 |
101.20 |
1.24 |
1.2% |
100.83 |
| Range |
2.05 |
1.53 |
-0.52 |
-25.4% |
3.76 |
| ATR |
1.38 |
1.40 |
0.02 |
1.3% |
0.00 |
| Volume |
331,196 |
240,202 |
-90,994 |
-27.5% |
1,200,241 |
|
| Daily Pivots for day following 16-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.55 |
104.90 |
102.04 |
|
| R3 |
104.02 |
103.37 |
101.62 |
|
| R2 |
102.49 |
102.49 |
101.48 |
|
| R1 |
101.84 |
101.84 |
101.34 |
102.17 |
| PP |
100.96 |
100.96 |
100.96 |
101.12 |
| S1 |
100.31 |
100.31 |
101.06 |
100.64 |
| S2 |
99.43 |
99.43 |
100.92 |
|
| S3 |
97.90 |
98.78 |
100.78 |
|
| S4 |
96.37 |
97.25 |
100.36 |
|
|
| 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 |
103.00 |
99.01 |
3.99 |
3.9% |
1.70 |
1.7% |
55% |
False |
False |
266,939 |
| 10 |
105.53 |
99.01 |
6.52 |
6.4% |
1.44 |
1.4% |
34% |
False |
False |
243,431 |
| 20 |
107.50 |
99.01 |
8.49 |
8.4% |
1.40 |
1.4% |
26% |
False |
False |
227,804 |
| 40 |
107.50 |
99.01 |
8.49 |
8.4% |
1.28 |
1.3% |
26% |
False |
False |
159,713 |
| 60 |
107.50 |
97.30 |
10.20 |
10.1% |
1.21 |
1.2% |
38% |
False |
False |
119,309 |
| 80 |
107.50 |
96.40 |
11.10 |
11.0% |
1.19 |
1.2% |
43% |
False |
False |
94,451 |
| 100 |
107.50 |
95.06 |
12.44 |
12.3% |
1.19 |
1.2% |
49% |
False |
False |
79,123 |
| 120 |
107.50 |
92.02 |
15.48 |
15.3% |
1.15 |
1.1% |
59% |
False |
False |
67,260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.10 |
|
2.618 |
105.61 |
|
1.618 |
104.08 |
|
1.000 |
103.13 |
|
0.618 |
102.55 |
|
HIGH |
101.60 |
|
0.618 |
101.02 |
|
0.500 |
100.84 |
|
0.382 |
100.65 |
|
LOW |
100.07 |
|
0.618 |
99.12 |
|
1.000 |
98.54 |
|
1.618 |
97.59 |
|
2.618 |
96.06 |
|
4.250 |
93.57 |
|
|
| Fisher Pivots for day following 16-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
101.08 |
100.90 |
| PP |
100.96 |
100.60 |
| S1 |
100.84 |
100.31 |
|