NYMEX Light Sweet Crude Oil Future September 2014
Trading Metrics calculated at close of trading on 17-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2014 |
17-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
99.73 |
100.80 |
1.07 |
1.1% |
103.30 |
High |
100.92 |
102.91 |
1.99 |
2.0% |
103.63 |
Low |
99.60 |
100.61 |
1.01 |
1.0% |
99.91 |
Close |
100.60 |
102.20 |
1.60 |
1.6% |
100.30 |
Range |
1.32 |
2.30 |
0.98 |
74.2% |
3.72 |
ATR |
1.30 |
1.37 |
0.07 |
5.6% |
0.00 |
Volume |
161,599 |
256,902 |
95,303 |
59.0% |
561,549 |
|
Daily Pivots for day following 17-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.81 |
107.80 |
103.47 |
|
R3 |
106.51 |
105.50 |
102.83 |
|
R2 |
104.21 |
104.21 |
102.62 |
|
R1 |
103.20 |
103.20 |
102.41 |
103.71 |
PP |
101.91 |
101.91 |
101.91 |
102.16 |
S1 |
100.90 |
100.90 |
101.99 |
101.41 |
S2 |
99.61 |
99.61 |
101.78 |
|
S3 |
97.31 |
98.60 |
101.57 |
|
S4 |
95.01 |
96.30 |
100.94 |
|
|
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 |
102.91 |
98.68 |
4.23 |
4.1% |
1.82 |
1.8% |
83% |
True |
False |
179,286 |
10 |
103.63 |
98.68 |
4.95 |
4.8% |
1.46 |
1.4% |
71% |
False |
False |
142,602 |
20 |
106.64 |
98.68 |
7.96 |
7.8% |
1.34 |
1.3% |
44% |
False |
False |
106,398 |
40 |
106.64 |
98.68 |
7.96 |
7.8% |
1.20 |
1.2% |
44% |
False |
False |
79,736 |
60 |
106.64 |
96.43 |
10.21 |
10.0% |
1.14 |
1.1% |
57% |
False |
False |
63,674 |
80 |
106.64 |
95.51 |
11.13 |
10.9% |
1.12 |
1.1% |
60% |
False |
False |
53,791 |
100 |
106.64 |
94.34 |
12.30 |
12.0% |
1.12 |
1.1% |
64% |
False |
False |
46,788 |
120 |
106.64 |
91.15 |
15.49 |
15.2% |
1.10 |
1.1% |
71% |
False |
False |
41,102 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112.69 |
2.618 |
108.93 |
1.618 |
106.63 |
1.000 |
105.21 |
0.618 |
104.33 |
HIGH |
102.91 |
0.618 |
102.03 |
0.500 |
101.76 |
0.382 |
101.49 |
LOW |
100.61 |
0.618 |
99.19 |
1.000 |
98.31 |
1.618 |
96.89 |
2.618 |
94.59 |
4.250 |
90.84 |
|
|
Fisher Pivots for day following 17-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
102.05 |
101.73 |
PP |
101.91 |
101.26 |
S1 |
101.76 |
100.80 |
|