NYMEX Light Sweet Crude Oil Future September 2014
Trading Metrics calculated at close of trading on 18-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2014 |
18-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
100.80 |
102.77 |
1.97 |
2.0% |
100.05 |
High |
102.91 |
102.98 |
0.07 |
0.1% |
102.98 |
Low |
100.61 |
101.65 |
1.04 |
1.0% |
98.68 |
Close |
102.20 |
101.95 |
-0.25 |
-0.2% |
101.95 |
Range |
2.30 |
1.33 |
-0.97 |
-42.2% |
4.30 |
ATR |
1.37 |
1.37 |
0.00 |
-0.2% |
0.00 |
Volume |
256,902 |
217,747 |
-39,155 |
-15.2% |
991,432 |
|
Daily Pivots for day following 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.18 |
105.40 |
102.68 |
|
R3 |
104.85 |
104.07 |
102.32 |
|
R2 |
103.52 |
103.52 |
102.19 |
|
R1 |
102.74 |
102.74 |
102.07 |
102.47 |
PP |
102.19 |
102.19 |
102.19 |
102.06 |
S1 |
101.41 |
101.41 |
101.83 |
101.14 |
S2 |
100.86 |
100.86 |
101.71 |
|
S3 |
99.53 |
100.08 |
101.58 |
|
S4 |
98.20 |
98.75 |
101.22 |
|
|
Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114.10 |
112.33 |
104.32 |
|
R3 |
109.80 |
108.03 |
103.13 |
|
R2 |
105.50 |
105.50 |
102.74 |
|
R1 |
103.73 |
103.73 |
102.34 |
104.62 |
PP |
101.20 |
101.20 |
101.20 |
101.65 |
S1 |
99.43 |
99.43 |
101.56 |
100.32 |
S2 |
96.90 |
96.90 |
101.16 |
|
S3 |
92.60 |
95.13 |
100.77 |
|
S4 |
88.30 |
90.83 |
99.59 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
102.98 |
98.68 |
4.30 |
4.2% |
1.59 |
1.6% |
76% |
True |
False |
198,286 |
10 |
103.63 |
98.68 |
4.95 |
4.9% |
1.55 |
1.5% |
66% |
False |
False |
155,298 |
20 |
106.64 |
98.68 |
7.96 |
7.8% |
1.36 |
1.3% |
41% |
False |
False |
112,643 |
40 |
106.64 |
98.68 |
7.96 |
7.8% |
1.23 |
1.2% |
41% |
False |
False |
83,894 |
60 |
106.64 |
96.43 |
10.21 |
10.0% |
1.16 |
1.1% |
54% |
False |
False |
66,715 |
80 |
106.64 |
95.51 |
11.13 |
10.9% |
1.12 |
1.1% |
58% |
False |
False |
56,263 |
100 |
106.64 |
94.34 |
12.30 |
12.1% |
1.13 |
1.1% |
62% |
False |
False |
48,864 |
120 |
106.64 |
91.15 |
15.49 |
15.2% |
1.10 |
1.1% |
70% |
False |
False |
42,831 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.63 |
2.618 |
106.46 |
1.618 |
105.13 |
1.000 |
104.31 |
0.618 |
103.80 |
HIGH |
102.98 |
0.618 |
102.47 |
0.500 |
102.32 |
0.382 |
102.16 |
LOW |
101.65 |
0.618 |
100.83 |
1.000 |
100.32 |
1.618 |
99.50 |
2.618 |
98.17 |
4.250 |
96.00 |
|
|
Fisher Pivots for day following 18-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
102.32 |
101.73 |
PP |
102.19 |
101.51 |
S1 |
102.07 |
101.29 |
|