NYMEX Light Sweet Crude Oil Future September 2014
Trading Metrics calculated at close of trading on 15-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2014 |
15-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
100.05 |
100.54 |
0.49 |
0.5% |
103.30 |
High |
100.78 |
100.63 |
-0.15 |
-0.1% |
103.63 |
Low |
99.72 |
98.68 |
-1.04 |
-1.0% |
99.91 |
Close |
100.48 |
99.53 |
-0.95 |
-0.9% |
100.30 |
Range |
1.06 |
1.95 |
0.89 |
84.0% |
3.72 |
ATR |
1.24 |
1.29 |
0.05 |
4.1% |
0.00 |
Volume |
151,215 |
203,969 |
52,754 |
34.9% |
561,549 |
|
Daily Pivots for day following 15-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.46 |
104.45 |
100.60 |
|
R3 |
103.51 |
102.50 |
100.07 |
|
R2 |
101.56 |
101.56 |
99.89 |
|
R1 |
100.55 |
100.55 |
99.71 |
100.08 |
PP |
99.61 |
99.61 |
99.61 |
99.38 |
S1 |
98.60 |
98.60 |
99.35 |
98.13 |
S2 |
97.66 |
97.66 |
99.17 |
|
S3 |
95.71 |
96.65 |
98.99 |
|
S4 |
93.76 |
94.70 |
98.46 |
|
|
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 |
102.90 |
98.68 |
4.22 |
4.2% |
1.70 |
1.7% |
20% |
False |
True |
144,709 |
10 |
104.89 |
98.68 |
6.21 |
6.2% |
1.29 |
1.3% |
14% |
False |
True |
116,401 |
20 |
106.64 |
98.68 |
7.96 |
8.0% |
1.26 |
1.3% |
11% |
False |
True |
92,786 |
40 |
106.64 |
98.68 |
7.96 |
8.0% |
1.18 |
1.2% |
11% |
False |
True |
71,162 |
60 |
106.64 |
96.43 |
10.21 |
10.3% |
1.12 |
1.1% |
30% |
False |
False |
57,592 |
80 |
106.64 |
95.51 |
11.13 |
11.2% |
1.10 |
1.1% |
36% |
False |
False |
48,931 |
100 |
106.64 |
94.34 |
12.30 |
12.4% |
1.11 |
1.1% |
42% |
False |
False |
42,891 |
120 |
106.64 |
91.15 |
15.49 |
15.6% |
1.08 |
1.1% |
54% |
False |
False |
37,865 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.92 |
2.618 |
105.74 |
1.618 |
103.79 |
1.000 |
102.58 |
0.618 |
101.84 |
HIGH |
100.63 |
0.618 |
99.89 |
0.500 |
99.66 |
0.382 |
99.42 |
LOW |
98.68 |
0.618 |
97.47 |
1.000 |
96.73 |
1.618 |
95.52 |
2.618 |
93.57 |
4.250 |
90.39 |
|
|
Fisher Pivots for day following 15-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
99.66 |
100.52 |
PP |
99.61 |
100.19 |
S1 |
99.57 |
99.86 |
|