NYMEX Light Sweet Crude Oil Future August 2014
| Trading Metrics calculated at close of trading on 21-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2014 |
21-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
103.72 |
102.97 |
-0.75 |
-0.7% |
100.46 |
| High |
103.94 |
104.99 |
1.05 |
1.0% |
103.94 |
| Low |
102.58 |
102.65 |
0.07 |
0.1% |
99.01 |
| Close |
103.13 |
104.59 |
1.46 |
1.4% |
103.13 |
| Range |
1.36 |
2.34 |
0.98 |
72.1% |
4.93 |
| ATR |
1.49 |
1.55 |
0.06 |
4.1% |
0.00 |
| Volume |
172,529 |
126,986 |
-45,543 |
-26.4% |
1,339,474 |
|
| Daily Pivots for day following 21-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.10 |
110.18 |
105.88 |
|
| R3 |
108.76 |
107.84 |
105.23 |
|
| R2 |
106.42 |
106.42 |
105.02 |
|
| R1 |
105.50 |
105.50 |
104.80 |
105.96 |
| PP |
104.08 |
104.08 |
104.08 |
104.31 |
| S1 |
103.16 |
103.16 |
104.38 |
103.62 |
| S2 |
101.74 |
101.74 |
104.16 |
|
| S3 |
99.40 |
100.82 |
103.95 |
|
| S4 |
97.06 |
98.48 |
103.30 |
|
|
| 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 |
104.99 |
99.01 |
5.98 |
5.7% |
1.98 |
1.9% |
93% |
True |
False |
242,757 |
| 10 |
104.99 |
99.01 |
5.98 |
5.7% |
1.78 |
1.7% |
93% |
True |
False |
247,745 |
| 20 |
107.50 |
99.01 |
8.49 |
8.1% |
1.54 |
1.5% |
66% |
False |
False |
221,908 |
| 40 |
107.50 |
99.01 |
8.49 |
8.1% |
1.35 |
1.3% |
66% |
False |
False |
170,621 |
| 60 |
107.50 |
97.30 |
10.20 |
9.8% |
1.26 |
1.2% |
71% |
False |
False |
128,474 |
| 80 |
107.50 |
96.40 |
11.10 |
10.6% |
1.23 |
1.2% |
74% |
False |
False |
102,112 |
| 100 |
107.50 |
95.06 |
12.44 |
11.9% |
1.23 |
1.2% |
77% |
False |
False |
85,255 |
| 120 |
107.50 |
92.02 |
15.48 |
14.8% |
1.18 |
1.1% |
81% |
False |
False |
72,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.94 |
|
2.618 |
111.12 |
|
1.618 |
108.78 |
|
1.000 |
107.33 |
|
0.618 |
106.44 |
|
HIGH |
104.99 |
|
0.618 |
104.10 |
|
0.500 |
103.82 |
|
0.382 |
103.54 |
|
LOW |
102.65 |
|
0.618 |
101.20 |
|
1.000 |
100.31 |
|
1.618 |
98.86 |
|
2.618 |
96.52 |
|
4.250 |
92.71 |
|
|
| Fisher Pivots for day following 21-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
104.33 |
104.10 |
| PP |
104.08 |
103.62 |
| S1 |
103.82 |
103.13 |
|