NYMEX Light Sweet Crude Oil Future September 2014
| Trading Metrics calculated at close of trading on 25-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2014 |
25-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
103.20 |
102.04 |
-1.16 |
-1.1% |
101.86 |
| High |
103.31 |
102.53 |
-0.78 |
-0.8% |
103.45 |
| Low |
101.88 |
101.00 |
-0.88 |
-0.9% |
101.00 |
| Close |
102.07 |
102.09 |
0.02 |
0.0% |
102.09 |
| Range |
1.43 |
1.53 |
0.10 |
7.0% |
2.45 |
| ATR |
1.40 |
1.41 |
0.01 |
0.6% |
0.00 |
| Volume |
194,404 |
284,919 |
90,515 |
46.6% |
1,305,000 |
|
| Daily Pivots for day following 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.46 |
105.81 |
102.93 |
|
| R3 |
104.93 |
104.28 |
102.51 |
|
| R2 |
103.40 |
103.40 |
102.37 |
|
| R1 |
102.75 |
102.75 |
102.23 |
103.08 |
| PP |
101.87 |
101.87 |
101.87 |
102.04 |
| S1 |
101.22 |
101.22 |
101.95 |
101.55 |
| S2 |
100.34 |
100.34 |
101.81 |
|
| S3 |
98.81 |
99.69 |
101.67 |
|
| S4 |
97.28 |
98.16 |
101.25 |
|
|
| Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.53 |
108.26 |
103.44 |
|
| R3 |
107.08 |
105.81 |
102.76 |
|
| R2 |
104.63 |
104.63 |
102.54 |
|
| R1 |
103.36 |
103.36 |
102.31 |
104.00 |
| PP |
102.18 |
102.18 |
102.18 |
102.50 |
| S1 |
100.91 |
100.91 |
101.87 |
101.55 |
| S2 |
99.73 |
99.73 |
101.64 |
|
| S3 |
97.28 |
98.46 |
101.42 |
|
| S4 |
94.83 |
96.01 |
100.74 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.45 |
101.00 |
2.45 |
2.4% |
1.51 |
1.5% |
44% |
False |
True |
261,000 |
| 10 |
103.45 |
98.68 |
4.77 |
4.7% |
1.55 |
1.5% |
71% |
False |
False |
229,643 |
| 20 |
105.40 |
98.68 |
6.72 |
6.6% |
1.39 |
1.4% |
51% |
False |
False |
161,320 |
| 40 |
106.64 |
98.68 |
7.96 |
7.8% |
1.29 |
1.3% |
43% |
False |
False |
111,756 |
| 60 |
106.64 |
96.43 |
10.21 |
10.0% |
1.18 |
1.2% |
55% |
False |
False |
86,025 |
| 80 |
106.64 |
95.75 |
10.89 |
10.7% |
1.15 |
1.1% |
58% |
False |
False |
71,440 |
| 100 |
106.64 |
94.34 |
12.30 |
12.0% |
1.14 |
1.1% |
63% |
False |
False |
61,094 |
| 120 |
106.64 |
92.13 |
14.51 |
14.2% |
1.13 |
1.1% |
69% |
False |
False |
53,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.03 |
|
2.618 |
106.54 |
|
1.618 |
105.01 |
|
1.000 |
104.06 |
|
0.618 |
103.48 |
|
HIGH |
102.53 |
|
0.618 |
101.95 |
|
0.500 |
101.77 |
|
0.382 |
101.58 |
|
LOW |
101.00 |
|
0.618 |
100.05 |
|
1.000 |
99.47 |
|
1.618 |
98.52 |
|
2.618 |
96.99 |
|
4.250 |
94.50 |
|
|
| Fisher Pivots for day following 25-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
101.98 |
102.17 |
| PP |
101.87 |
102.14 |
| S1 |
101.77 |
102.12 |
|