NYMEX Light Sweet Crude Oil Future August 2014
| Trading Metrics calculated at close of trading on 17-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2014 |
17-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
100.21 |
101.49 |
1.28 |
1.3% |
103.75 |
| High |
101.60 |
103.90 |
2.30 |
2.3% |
104.20 |
| Low |
100.07 |
101.27 |
1.20 |
1.2% |
100.44 |
| Close |
101.20 |
103.19 |
1.99 |
2.0% |
100.83 |
| Range |
1.53 |
2.63 |
1.10 |
71.9% |
3.76 |
| ATR |
1.40 |
1.49 |
0.09 |
6.6% |
0.00 |
| Volume |
240,202 |
342,872 |
102,670 |
42.7% |
1,200,241 |
|
| Daily Pivots for day following 17-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.68 |
109.56 |
104.64 |
|
| R3 |
108.05 |
106.93 |
103.91 |
|
| R2 |
105.42 |
105.42 |
103.67 |
|
| R1 |
104.30 |
104.30 |
103.43 |
104.86 |
| PP |
102.79 |
102.79 |
102.79 |
103.07 |
| S1 |
101.67 |
101.67 |
102.95 |
102.23 |
| S2 |
100.16 |
100.16 |
102.71 |
|
| S3 |
97.53 |
99.04 |
102.47 |
|
| S4 |
94.90 |
96.41 |
101.74 |
|
|
| 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 |
103.90 |
99.01 |
4.89 |
4.7% |
1.93 |
1.9% |
85% |
True |
False |
287,899 |
| 10 |
104.29 |
99.01 |
5.28 |
5.1% |
1.56 |
1.5% |
79% |
False |
False |
253,712 |
| 20 |
107.50 |
99.01 |
8.49 |
8.2% |
1.47 |
1.4% |
49% |
False |
False |
233,158 |
| 40 |
107.50 |
99.01 |
8.49 |
8.2% |
1.31 |
1.3% |
49% |
False |
False |
167,071 |
| 60 |
107.50 |
97.30 |
10.20 |
9.9% |
1.23 |
1.2% |
58% |
False |
False |
124,742 |
| 80 |
107.50 |
96.40 |
11.10 |
10.8% |
1.21 |
1.2% |
61% |
False |
False |
98,606 |
| 100 |
107.50 |
95.06 |
12.44 |
12.1% |
1.21 |
1.2% |
65% |
False |
False |
82,466 |
| 120 |
107.50 |
92.02 |
15.48 |
15.0% |
1.17 |
1.1% |
72% |
False |
False |
70,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.08 |
|
2.618 |
110.79 |
|
1.618 |
108.16 |
|
1.000 |
106.53 |
|
0.618 |
105.53 |
|
HIGH |
103.90 |
|
0.618 |
102.90 |
|
0.500 |
102.59 |
|
0.382 |
102.27 |
|
LOW |
101.27 |
|
0.618 |
99.64 |
|
1.000 |
98.64 |
|
1.618 |
97.01 |
|
2.618 |
94.38 |
|
4.250 |
90.09 |
|
|
| Fisher Pivots for day following 17-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
102.99 |
102.61 |
| PP |
102.79 |
102.03 |
| S1 |
102.59 |
101.46 |
|