NYMEX Light Sweet Crude Oil Future August 2014
| Trading Metrics calculated at close of trading on 22-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2014 |
22-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
102.97 |
104.58 |
1.61 |
1.6% |
100.46 |
| High |
104.99 |
105.25 |
0.26 |
0.2% |
103.94 |
| Low |
102.65 |
103.89 |
1.24 |
1.2% |
99.01 |
| Close |
104.59 |
103.89 |
-0.70 |
-0.7% |
103.13 |
| Range |
2.34 |
1.36 |
-0.98 |
-41.9% |
4.93 |
| ATR |
1.55 |
1.53 |
-0.01 |
-0.9% |
0.00 |
| Volume |
126,986 |
38,446 |
-88,540 |
-69.7% |
1,339,474 |
|
| Daily Pivots for day following 22-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.42 |
107.52 |
104.64 |
|
| R3 |
107.06 |
106.16 |
104.26 |
|
| R2 |
105.70 |
105.70 |
104.14 |
|
| R1 |
104.80 |
104.80 |
104.01 |
104.57 |
| PP |
104.34 |
104.34 |
104.34 |
104.23 |
| S1 |
103.44 |
103.44 |
103.77 |
103.21 |
| S2 |
102.98 |
102.98 |
103.64 |
|
| S3 |
101.62 |
102.08 |
103.52 |
|
| S4 |
100.26 |
100.72 |
103.14 |
|
|
| 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 |
105.25 |
100.07 |
5.18 |
5.0% |
1.84 |
1.8% |
74% |
True |
False |
184,207 |
| 10 |
105.25 |
99.01 |
6.24 |
6.0% |
1.79 |
1.7% |
78% |
True |
False |
226,651 |
| 20 |
107.50 |
99.01 |
8.49 |
8.2% |
1.53 |
1.5% |
57% |
False |
False |
215,056 |
| 40 |
107.50 |
99.01 |
8.49 |
8.2% |
1.36 |
1.3% |
57% |
False |
False |
170,098 |
| 60 |
107.50 |
97.30 |
10.20 |
9.8% |
1.26 |
1.2% |
65% |
False |
False |
128,704 |
| 80 |
107.50 |
96.40 |
11.10 |
10.7% |
1.23 |
1.2% |
67% |
False |
False |
102,447 |
| 100 |
107.50 |
95.06 |
12.44 |
12.0% |
1.23 |
1.2% |
71% |
False |
False |
85,556 |
| 120 |
107.50 |
92.02 |
15.48 |
14.9% |
1.19 |
1.1% |
77% |
False |
False |
72,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.03 |
|
2.618 |
108.81 |
|
1.618 |
107.45 |
|
1.000 |
106.61 |
|
0.618 |
106.09 |
|
HIGH |
105.25 |
|
0.618 |
104.73 |
|
0.500 |
104.57 |
|
0.382 |
104.41 |
|
LOW |
103.89 |
|
0.618 |
103.05 |
|
1.000 |
102.53 |
|
1.618 |
101.69 |
|
2.618 |
100.33 |
|
4.250 |
98.11 |
|
|
| Fisher Pivots for day following 22-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
104.57 |
103.92 |
| PP |
104.34 |
103.91 |
| S1 |
104.12 |
103.90 |
|