NYMEX Light Sweet Crude Oil Future September 2014
Trading Metrics calculated at close of trading on 14-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2014 |
14-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
102.36 |
100.05 |
-2.31 |
-2.3% |
103.30 |
High |
102.36 |
100.78 |
-1.58 |
-1.5% |
103.63 |
Low |
99.91 |
99.72 |
-0.19 |
-0.2% |
99.91 |
Close |
100.30 |
100.48 |
0.18 |
0.2% |
100.30 |
Range |
2.45 |
1.06 |
-1.39 |
-56.7% |
3.72 |
ATR |
1.25 |
1.24 |
-0.01 |
-1.1% |
0.00 |
Volume |
122,745 |
151,215 |
28,470 |
23.2% |
561,549 |
|
Daily Pivots for day following 14-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.51 |
103.05 |
101.06 |
|
R3 |
102.45 |
101.99 |
100.77 |
|
R2 |
101.39 |
101.39 |
100.67 |
|
R1 |
100.93 |
100.93 |
100.58 |
101.16 |
PP |
100.33 |
100.33 |
100.33 |
100.44 |
S1 |
99.87 |
99.87 |
100.38 |
100.10 |
S2 |
99.27 |
99.27 |
100.29 |
|
S3 |
98.21 |
98.81 |
100.19 |
|
S4 |
97.15 |
97.75 |
99.90 |
|
|
Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112.44 |
110.09 |
102.35 |
|
R3 |
108.72 |
106.37 |
101.32 |
|
R2 |
105.00 |
105.00 |
100.98 |
|
R1 |
102.65 |
102.65 |
100.64 |
101.97 |
PP |
101.28 |
101.28 |
101.28 |
100.94 |
S1 |
98.93 |
98.93 |
99.96 |
98.25 |
S2 |
97.56 |
97.56 |
99.62 |
|
S3 |
93.84 |
95.21 |
99.28 |
|
S4 |
90.12 |
91.49 |
98.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
103.63 |
99.72 |
3.91 |
3.9% |
1.55 |
1.5% |
19% |
False |
True |
127,753 |
10 |
105.40 |
99.72 |
5.68 |
5.7% |
1.23 |
1.2% |
13% |
False |
True |
104,829 |
20 |
106.64 |
99.72 |
6.92 |
6.9% |
1.23 |
1.2% |
11% |
False |
True |
85,789 |
40 |
106.64 |
99.72 |
6.92 |
6.9% |
1.15 |
1.1% |
11% |
False |
True |
66,792 |
60 |
106.64 |
96.43 |
10.21 |
10.2% |
1.10 |
1.1% |
40% |
False |
False |
54,535 |
80 |
106.64 |
94.83 |
11.81 |
11.8% |
1.10 |
1.1% |
48% |
False |
False |
46,636 |
100 |
106.64 |
94.34 |
12.30 |
12.2% |
1.10 |
1.1% |
50% |
False |
False |
40,985 |
120 |
106.64 |
91.15 |
15.49 |
15.4% |
1.07 |
1.1% |
60% |
False |
False |
36,262 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.29 |
2.618 |
103.56 |
1.618 |
102.50 |
1.000 |
101.84 |
0.618 |
101.44 |
HIGH |
100.78 |
0.618 |
100.38 |
0.500 |
100.25 |
0.382 |
100.12 |
LOW |
99.72 |
0.618 |
99.06 |
1.000 |
98.66 |
1.618 |
98.00 |
2.618 |
96.94 |
4.250 |
95.22 |
|
|
Fisher Pivots for day following 14-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
100.40 |
101.10 |
PP |
100.33 |
100.89 |
S1 |
100.25 |
100.69 |
|