NYMEX Light Sweet Crude Oil Future August 2014
| Trading Metrics calculated at close of trading on 18-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2014 |
18-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
101.49 |
103.72 |
2.23 |
2.2% |
100.46 |
| High |
103.90 |
103.94 |
0.04 |
0.0% |
103.94 |
| Low |
101.27 |
102.58 |
1.31 |
1.3% |
99.01 |
| Close |
103.19 |
103.13 |
-0.06 |
-0.1% |
103.13 |
| Range |
2.63 |
1.36 |
-1.27 |
-48.3% |
4.93 |
| ATR |
1.49 |
1.49 |
-0.01 |
-0.6% |
0.00 |
| Volume |
342,872 |
172,529 |
-170,343 |
-49.7% |
1,339,474 |
|
| Daily Pivots for day following 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.30 |
106.57 |
103.88 |
|
| R3 |
105.94 |
105.21 |
103.50 |
|
| R2 |
104.58 |
104.58 |
103.38 |
|
| R1 |
103.85 |
103.85 |
103.25 |
103.54 |
| PP |
103.22 |
103.22 |
103.22 |
103.06 |
| S1 |
102.49 |
102.49 |
103.01 |
102.18 |
| S2 |
101.86 |
101.86 |
102.88 |
|
| S3 |
100.50 |
101.13 |
102.76 |
|
| S4 |
99.14 |
99.77 |
102.38 |
|
|
| Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.82 |
114.90 |
105.84 |
|
| R3 |
111.89 |
109.97 |
104.49 |
|
| R2 |
106.96 |
106.96 |
104.03 |
|
| R1 |
105.04 |
105.04 |
103.58 |
106.00 |
| PP |
102.03 |
102.03 |
102.03 |
102.51 |
| S1 |
100.11 |
100.11 |
102.68 |
101.07 |
| S2 |
97.10 |
97.10 |
102.23 |
|
| S3 |
92.17 |
95.18 |
101.77 |
|
| S4 |
87.24 |
90.25 |
100.42 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.94 |
99.01 |
4.93 |
4.8% |
1.71 |
1.7% |
84% |
True |
False |
267,894 |
| 10 |
104.20 |
99.01 |
5.19 |
5.0% |
1.63 |
1.6% |
79% |
False |
False |
253,971 |
| 20 |
107.50 |
99.01 |
8.49 |
8.2% |
1.48 |
1.4% |
49% |
False |
False |
226,215 |
| 40 |
107.50 |
99.01 |
8.49 |
8.2% |
1.31 |
1.3% |
49% |
False |
False |
169,405 |
| 60 |
107.50 |
97.30 |
10.20 |
9.9% |
1.24 |
1.2% |
57% |
False |
False |
126,908 |
| 80 |
107.50 |
96.40 |
11.10 |
10.8% |
1.21 |
1.2% |
61% |
False |
False |
100,660 |
| 100 |
107.50 |
95.06 |
12.44 |
12.1% |
1.21 |
1.2% |
65% |
False |
False |
84,087 |
| 120 |
107.50 |
92.02 |
15.48 |
15.0% |
1.17 |
1.1% |
72% |
False |
False |
71,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.72 |
|
2.618 |
107.50 |
|
1.618 |
106.14 |
|
1.000 |
105.30 |
|
0.618 |
104.78 |
|
HIGH |
103.94 |
|
0.618 |
103.42 |
|
0.500 |
103.26 |
|
0.382 |
103.10 |
|
LOW |
102.58 |
|
0.618 |
101.74 |
|
1.000 |
101.22 |
|
1.618 |
100.38 |
|
2.618 |
99.02 |
|
4.250 |
96.80 |
|
|
| Fisher Pivots for day following 18-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
103.26 |
102.76 |
| PP |
103.22 |
102.38 |
| S1 |
103.17 |
102.01 |
|