NYMEX Light Sweet Crude Oil Future October 2014
Trading Metrics calculated at close of trading on 17-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2014 |
17-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
99.12 |
100.03 |
0.91 |
0.9% |
102.81 |
High |
100.20 |
101.89 |
1.69 |
1.7% |
102.84 |
Low |
99.03 |
99.82 |
0.79 |
0.8% |
99.26 |
Close |
99.90 |
101.23 |
1.33 |
1.3% |
99.64 |
Range |
1.17 |
2.07 |
0.90 |
76.9% |
3.58 |
ATR |
1.24 |
1.30 |
0.06 |
4.7% |
0.00 |
Volume |
70,997 |
60,985 |
-10,012 |
-14.1% |
215,178 |
|
Daily Pivots for day following 17-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.19 |
106.28 |
102.37 |
|
R3 |
105.12 |
104.21 |
101.80 |
|
R2 |
103.05 |
103.05 |
101.61 |
|
R1 |
102.14 |
102.14 |
101.42 |
102.60 |
PP |
100.98 |
100.98 |
100.98 |
101.21 |
S1 |
100.07 |
100.07 |
101.04 |
100.53 |
S2 |
98.91 |
98.91 |
100.85 |
|
S3 |
96.84 |
98.00 |
100.66 |
|
S4 |
94.77 |
95.93 |
100.09 |
|
|
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 |
101.89 |
98.23 |
3.66 |
3.6% |
1.69 |
1.7% |
82% |
True |
False |
59,222 |
10 |
102.86 |
98.23 |
4.63 |
4.6% |
1.38 |
1.4% |
65% |
False |
False |
50,577 |
20 |
105.55 |
98.23 |
7.32 |
7.2% |
1.29 |
1.3% |
41% |
False |
False |
42,976 |
40 |
105.55 |
98.23 |
7.32 |
7.2% |
1.13 |
1.1% |
41% |
False |
False |
34,161 |
60 |
105.55 |
95.59 |
9.96 |
9.8% |
1.06 |
1.0% |
57% |
False |
False |
27,785 |
80 |
105.55 |
94.61 |
10.94 |
10.8% |
1.02 |
1.0% |
61% |
False |
False |
22,807 |
100 |
105.55 |
93.72 |
11.83 |
11.7% |
1.00 |
1.0% |
63% |
False |
False |
19,562 |
120 |
105.55 |
90.54 |
15.01 |
14.8% |
0.95 |
0.9% |
71% |
False |
False |
16,924 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110.69 |
2.618 |
107.31 |
1.618 |
105.24 |
1.000 |
103.96 |
0.618 |
103.17 |
HIGH |
101.89 |
0.618 |
101.10 |
0.500 |
100.86 |
0.382 |
100.61 |
LOW |
99.82 |
0.618 |
98.54 |
1.000 |
97.75 |
1.618 |
96.47 |
2.618 |
94.40 |
4.250 |
91.02 |
|
|
Fisher Pivots for day following 17-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
101.11 |
100.84 |
PP |
100.98 |
100.45 |
S1 |
100.86 |
100.06 |
|