NYMEX Light Sweet Crude Oil Future September 2014
Trading Metrics calculated at close of trading on 30-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2014 |
30-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
101.60 |
101.03 |
-0.57 |
-0.6% |
101.86 |
High |
101.83 |
101.67 |
-0.16 |
-0.2% |
103.45 |
Low |
100.37 |
99.42 |
-0.95 |
-0.9% |
101.00 |
Close |
100.97 |
100.27 |
-0.70 |
-0.7% |
102.09 |
Range |
1.46 |
2.25 |
0.79 |
54.1% |
2.45 |
ATR |
1.40 |
1.46 |
0.06 |
4.3% |
0.00 |
Volume |
258,060 |
263,974 |
5,914 |
2.3% |
1,305,000 |
|
Daily Pivots for day following 30-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.20 |
105.99 |
101.51 |
|
R3 |
104.95 |
103.74 |
100.89 |
|
R2 |
102.70 |
102.70 |
100.68 |
|
R1 |
101.49 |
101.49 |
100.48 |
100.97 |
PP |
100.45 |
100.45 |
100.45 |
100.20 |
S1 |
99.24 |
99.24 |
100.06 |
98.72 |
S2 |
98.20 |
98.20 |
99.86 |
|
S3 |
95.95 |
96.99 |
99.65 |
|
S4 |
93.70 |
94.74 |
99.03 |
|
|
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 |
103.31 |
99.42 |
3.89 |
3.9% |
1.57 |
1.6% |
22% |
False |
True |
239,834 |
10 |
103.45 |
99.42 |
4.03 |
4.0% |
1.61 |
1.6% |
21% |
False |
True |
249,949 |
20 |
103.70 |
98.68 |
5.02 |
5.0% |
1.45 |
1.4% |
32% |
False |
False |
186,998 |
40 |
106.64 |
98.68 |
7.96 |
7.9% |
1.33 |
1.3% |
20% |
False |
False |
127,166 |
60 |
106.64 |
96.98 |
9.66 |
9.6% |
1.22 |
1.2% |
34% |
False |
False |
96,762 |
80 |
106.64 |
96.43 |
10.21 |
10.2% |
1.17 |
1.2% |
38% |
False |
False |
79,760 |
100 |
106.64 |
94.34 |
12.30 |
12.3% |
1.16 |
1.2% |
48% |
False |
False |
67,645 |
120 |
106.64 |
94.34 |
12.30 |
12.3% |
1.13 |
1.1% |
48% |
False |
False |
58,958 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.23 |
2.618 |
107.56 |
1.618 |
105.31 |
1.000 |
103.92 |
0.618 |
103.06 |
HIGH |
101.67 |
0.618 |
100.81 |
0.500 |
100.55 |
0.382 |
100.28 |
LOW |
99.42 |
0.618 |
98.03 |
1.000 |
97.17 |
1.618 |
95.78 |
2.618 |
93.53 |
4.250 |
89.86 |
|
|
Fisher Pivots for day following 30-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
100.55 |
100.76 |
PP |
100.45 |
100.60 |
S1 |
100.36 |
100.43 |
|