NYMEX Light Sweet Crude Oil Future September 2014
Trading Metrics calculated at close of trading on 16-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2014 |
16-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
100.54 |
99.73 |
-0.81 |
-0.8% |
103.30 |
High |
100.63 |
100.92 |
0.29 |
0.3% |
103.63 |
Low |
98.68 |
99.60 |
0.92 |
0.9% |
99.91 |
Close |
99.53 |
100.60 |
1.07 |
1.1% |
100.30 |
Range |
1.95 |
1.32 |
-0.63 |
-32.3% |
3.72 |
ATR |
1.29 |
1.30 |
0.01 |
0.5% |
0.00 |
Volume |
203,969 |
161,599 |
-42,370 |
-20.8% |
561,549 |
|
Daily Pivots for day following 16-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.33 |
103.79 |
101.33 |
|
R3 |
103.01 |
102.47 |
100.96 |
|
R2 |
101.69 |
101.69 |
100.84 |
|
R1 |
101.15 |
101.15 |
100.72 |
101.42 |
PP |
100.37 |
100.37 |
100.37 |
100.51 |
S1 |
99.83 |
99.83 |
100.48 |
100.10 |
S2 |
99.05 |
99.05 |
100.36 |
|
S3 |
97.73 |
98.51 |
100.24 |
|
S4 |
96.41 |
97.19 |
99.87 |
|
|
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 |
102.47 |
98.68 |
3.79 |
3.8% |
1.65 |
1.6% |
51% |
False |
False |
152,711 |
10 |
103.70 |
98.68 |
5.02 |
5.0% |
1.29 |
1.3% |
38% |
False |
False |
124,047 |
20 |
106.64 |
98.68 |
7.96 |
7.9% |
1.28 |
1.3% |
24% |
False |
False |
97,474 |
40 |
106.64 |
98.68 |
7.96 |
7.9% |
1.18 |
1.2% |
24% |
False |
False |
74,314 |
60 |
106.64 |
96.43 |
10.21 |
10.1% |
1.12 |
1.1% |
41% |
False |
False |
60,071 |
80 |
106.64 |
95.51 |
11.13 |
11.1% |
1.10 |
1.1% |
46% |
False |
False |
50,720 |
100 |
106.64 |
94.34 |
12.30 |
12.2% |
1.11 |
1.1% |
51% |
False |
False |
44,347 |
120 |
106.64 |
91.15 |
15.49 |
15.4% |
1.09 |
1.1% |
61% |
False |
False |
39,057 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.53 |
2.618 |
104.38 |
1.618 |
103.06 |
1.000 |
102.24 |
0.618 |
101.74 |
HIGH |
100.92 |
0.618 |
100.42 |
0.500 |
100.26 |
0.382 |
100.10 |
LOW |
99.60 |
0.618 |
98.78 |
1.000 |
98.28 |
1.618 |
97.46 |
2.618 |
96.14 |
4.250 |
93.99 |
|
|
Fisher Pivots for day following 16-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
100.49 |
100.33 |
PP |
100.37 |
100.07 |
S1 |
100.26 |
99.80 |
|