NYMEX Light Sweet Crude Oil Future October 2014
Trading Metrics calculated at close of trading on 16-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2014 |
16-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
100.04 |
99.12 |
-0.92 |
-0.9% |
102.81 |
High |
100.04 |
100.20 |
0.16 |
0.2% |
102.84 |
Low |
98.23 |
99.03 |
0.80 |
0.8% |
99.26 |
Close |
98.98 |
99.90 |
0.92 |
0.9% |
99.64 |
Range |
1.81 |
1.17 |
-0.64 |
-35.4% |
3.58 |
ATR |
1.25 |
1.24 |
0.00 |
-0.2% |
0.00 |
Volume |
56,575 |
70,997 |
14,422 |
25.5% |
215,178 |
|
Daily Pivots for day following 16-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.22 |
102.73 |
100.54 |
|
R3 |
102.05 |
101.56 |
100.22 |
|
R2 |
100.88 |
100.88 |
100.11 |
|
R1 |
100.39 |
100.39 |
100.01 |
100.64 |
PP |
99.71 |
99.71 |
99.71 |
99.83 |
S1 |
99.22 |
99.22 |
99.79 |
99.47 |
S2 |
98.54 |
98.54 |
99.69 |
|
S3 |
97.37 |
98.05 |
99.58 |
|
S4 |
96.20 |
96.88 |
99.26 |
|
|
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 |
101.76 |
98.23 |
3.53 |
3.5% |
1.55 |
1.6% |
47% |
False |
False |
57,049 |
10 |
104.02 |
98.23 |
5.79 |
5.8% |
1.31 |
1.3% |
29% |
False |
False |
48,390 |
20 |
105.55 |
98.23 |
7.32 |
7.3% |
1.22 |
1.2% |
23% |
False |
False |
41,596 |
40 |
105.55 |
98.23 |
7.32 |
7.3% |
1.11 |
1.1% |
23% |
False |
False |
33,101 |
60 |
105.55 |
95.59 |
9.96 |
10.0% |
1.04 |
1.0% |
43% |
False |
False |
26,863 |
80 |
105.55 |
94.61 |
10.94 |
11.0% |
1.01 |
1.0% |
48% |
False |
False |
22,144 |
100 |
105.55 |
93.72 |
11.83 |
11.8% |
0.99 |
1.0% |
52% |
False |
False |
19,003 |
120 |
105.55 |
90.54 |
15.01 |
15.0% |
0.93 |
0.9% |
62% |
False |
False |
16,456 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.17 |
2.618 |
103.26 |
1.618 |
102.09 |
1.000 |
101.37 |
0.618 |
100.92 |
HIGH |
100.20 |
0.618 |
99.75 |
0.500 |
99.62 |
0.382 |
99.48 |
LOW |
99.03 |
0.618 |
98.31 |
1.000 |
97.86 |
1.618 |
97.14 |
2.618 |
95.97 |
4.250 |
94.06 |
|
|
Fisher Pivots for day following 16-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
99.81 |
99.67 |
PP |
99.71 |
99.44 |
S1 |
99.62 |
99.22 |
|