NYMEX Light Sweet Crude Oil Future October 2014
Trading Metrics calculated at close of trading on 15-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2014 |
15-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
99.48 |
100.04 |
0.56 |
0.6% |
102.81 |
High |
100.18 |
100.04 |
-0.14 |
-0.1% |
102.84 |
Low |
99.12 |
98.23 |
-0.89 |
-0.9% |
99.26 |
Close |
99.93 |
98.98 |
-0.95 |
-1.0% |
99.64 |
Range |
1.06 |
1.81 |
0.75 |
70.8% |
3.58 |
ATR |
1.20 |
1.25 |
0.04 |
3.6% |
0.00 |
Volume |
53,530 |
56,575 |
3,045 |
5.7% |
215,178 |
|
Daily Pivots for day following 15-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.51 |
103.56 |
99.98 |
|
R3 |
102.70 |
101.75 |
99.48 |
|
R2 |
100.89 |
100.89 |
99.31 |
|
R1 |
99.94 |
99.94 |
99.15 |
99.51 |
PP |
99.08 |
99.08 |
99.08 |
98.87 |
S1 |
98.13 |
98.13 |
98.81 |
97.70 |
S2 |
97.27 |
97.27 |
98.65 |
|
S3 |
95.46 |
96.32 |
98.48 |
|
S4 |
93.65 |
94.51 |
97.98 |
|
|
Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.32 |
109.06 |
101.61 |
|
R3 |
107.74 |
105.48 |
100.62 |
|
R2 |
104.16 |
104.16 |
100.30 |
|
R1 |
101.90 |
101.90 |
99.97 |
101.24 |
PP |
100.58 |
100.58 |
100.58 |
100.25 |
S1 |
98.32 |
98.32 |
99.31 |
97.66 |
S2 |
97.00 |
97.00 |
98.98 |
|
S3 |
93.42 |
94.74 |
98.66 |
|
S4 |
89.84 |
91.16 |
97.67 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
102.09 |
98.23 |
3.86 |
3.9% |
1.61 |
1.6% |
19% |
False |
True |
52,629 |
10 |
104.46 |
98.23 |
6.23 |
6.3% |
1.32 |
1.3% |
12% |
False |
True |
45,325 |
20 |
105.55 |
98.23 |
7.32 |
7.4% |
1.22 |
1.2% |
10% |
False |
True |
39,735 |
40 |
105.55 |
98.23 |
7.32 |
7.4% |
1.09 |
1.1% |
10% |
False |
True |
31,713 |
60 |
105.55 |
95.59 |
9.96 |
10.1% |
1.04 |
1.0% |
34% |
False |
False |
25,777 |
80 |
105.55 |
94.08 |
11.47 |
11.6% |
1.02 |
1.0% |
43% |
False |
False |
21,338 |
100 |
105.55 |
93.72 |
11.83 |
12.0% |
0.98 |
1.0% |
44% |
False |
False |
18,353 |
120 |
105.55 |
90.54 |
15.01 |
15.2% |
0.93 |
0.9% |
56% |
False |
False |
15,896 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.73 |
2.618 |
104.78 |
1.618 |
102.97 |
1.000 |
101.85 |
0.618 |
101.16 |
HIGH |
100.04 |
0.618 |
99.35 |
0.500 |
99.14 |
0.382 |
98.92 |
LOW |
98.23 |
0.618 |
97.11 |
1.000 |
96.42 |
1.618 |
95.30 |
2.618 |
93.49 |
4.250 |
90.54 |
|
|
Fisher Pivots for day following 15-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
99.14 |
99.92 |
PP |
99.08 |
99.60 |
S1 |
99.03 |
99.29 |
|