NYMEX Light Sweet Crude Oil Future September 2014
Trading Metrics calculated at close of trading on 23-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2014 |
23-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
102.77 |
101.96 |
-0.81 |
-0.8% |
100.05 |
High |
103.45 |
103.34 |
-0.11 |
-0.1% |
102.98 |
Low |
101.90 |
101.79 |
-0.11 |
-0.1% |
98.68 |
Close |
102.39 |
103.12 |
0.73 |
0.7% |
101.95 |
Range |
1.55 |
1.55 |
0.00 |
0.0% |
4.30 |
ATR |
1.39 |
1.40 |
0.01 |
0.8% |
0.00 |
Volume |
252,395 |
260,652 |
8,257 |
3.3% |
991,432 |
|
Daily Pivots for day following 23-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.40 |
106.81 |
103.97 |
|
R3 |
105.85 |
105.26 |
103.55 |
|
R2 |
104.30 |
104.30 |
103.40 |
|
R1 |
103.71 |
103.71 |
103.26 |
104.01 |
PP |
102.75 |
102.75 |
102.75 |
102.90 |
S1 |
102.16 |
102.16 |
102.98 |
102.46 |
S2 |
101.20 |
101.20 |
102.84 |
|
S3 |
99.65 |
100.61 |
102.69 |
|
S4 |
98.10 |
99.06 |
102.27 |
|
|
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 |
103.45 |
100.61 |
2.84 |
2.8% |
1.64 |
1.6% |
88% |
False |
False |
260,065 |
10 |
103.45 |
98.68 |
4.77 |
4.6% |
1.65 |
1.6% |
93% |
False |
False |
206,388 |
20 |
105.99 |
98.68 |
7.31 |
7.1% |
1.37 |
1.3% |
61% |
False |
False |
144,800 |
40 |
106.64 |
98.68 |
7.96 |
7.7% |
1.27 |
1.2% |
56% |
False |
False |
101,857 |
60 |
106.64 |
96.43 |
10.21 |
9.9% |
1.17 |
1.1% |
66% |
False |
False |
78,988 |
80 |
106.64 |
95.51 |
11.13 |
10.8% |
1.15 |
1.1% |
68% |
False |
False |
65,911 |
100 |
106.64 |
94.34 |
12.30 |
11.9% |
1.14 |
1.1% |
71% |
False |
False |
56,795 |
120 |
106.64 |
91.15 |
15.49 |
15.0% |
1.12 |
1.1% |
77% |
False |
False |
49,419 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.93 |
2.618 |
107.40 |
1.618 |
105.85 |
1.000 |
104.89 |
0.618 |
104.30 |
HIGH |
103.34 |
0.618 |
102.75 |
0.500 |
102.57 |
0.382 |
102.38 |
LOW |
101.79 |
0.618 |
100.83 |
1.000 |
100.24 |
1.618 |
99.28 |
2.618 |
97.73 |
4.250 |
95.20 |
|
|
Fisher Pivots for day following 23-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
102.94 |
102.90 |
PP |
102.75 |
102.68 |
S1 |
102.57 |
102.47 |
|