NYMEX Light Sweet Crude Oil Future October 2014
Trading Metrics calculated at close of trading on 18-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2014 |
18-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
100.03 |
101.82 |
1.79 |
1.8% |
99.48 |
High |
101.89 |
101.92 |
0.03 |
0.0% |
101.92 |
Low |
99.82 |
100.63 |
0.81 |
0.8% |
98.23 |
Close |
101.23 |
100.94 |
-0.29 |
-0.3% |
100.94 |
Range |
2.07 |
1.29 |
-0.78 |
-37.7% |
3.69 |
ATR |
1.30 |
1.30 |
0.00 |
-0.1% |
0.00 |
Volume |
60,985 |
119,151 |
58,166 |
95.4% |
361,238 |
|
Daily Pivots for day following 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.03 |
104.28 |
101.65 |
|
R3 |
103.74 |
102.99 |
101.29 |
|
R2 |
102.45 |
102.45 |
101.18 |
|
R1 |
101.70 |
101.70 |
101.06 |
101.43 |
PP |
101.16 |
101.16 |
101.16 |
101.03 |
S1 |
100.41 |
100.41 |
100.82 |
100.14 |
S2 |
99.87 |
99.87 |
100.70 |
|
S3 |
98.58 |
99.12 |
100.59 |
|
S4 |
97.29 |
97.83 |
100.23 |
|
|
Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.43 |
109.88 |
102.97 |
|
R3 |
107.74 |
106.19 |
101.95 |
|
R2 |
104.05 |
104.05 |
101.62 |
|
R1 |
102.50 |
102.50 |
101.28 |
103.28 |
PP |
100.36 |
100.36 |
100.36 |
100.75 |
S1 |
98.81 |
98.81 |
100.60 |
99.59 |
S2 |
96.67 |
96.67 |
100.26 |
|
S3 |
92.98 |
95.12 |
99.93 |
|
S4 |
89.29 |
91.43 |
98.91 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
101.92 |
98.23 |
3.69 |
3.7% |
1.48 |
1.5% |
73% |
True |
False |
72,247 |
10 |
102.84 |
98.23 |
4.61 |
4.6% |
1.46 |
1.4% |
59% |
False |
False |
57,641 |
20 |
105.55 |
98.23 |
7.32 |
7.3% |
1.30 |
1.3% |
37% |
False |
False |
46,787 |
40 |
105.55 |
98.23 |
7.32 |
7.3% |
1.13 |
1.1% |
37% |
False |
False |
36,685 |
60 |
105.55 |
95.59 |
9.96 |
9.9% |
1.07 |
1.1% |
54% |
False |
False |
29,523 |
80 |
105.55 |
94.61 |
10.94 |
10.8% |
1.03 |
1.0% |
58% |
False |
False |
24,258 |
100 |
105.55 |
93.72 |
11.83 |
11.7% |
1.00 |
1.0% |
61% |
False |
False |
20,707 |
120 |
105.55 |
90.54 |
15.01 |
14.9% |
0.95 |
0.9% |
69% |
False |
False |
17,891 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.40 |
2.618 |
105.30 |
1.618 |
104.01 |
1.000 |
103.21 |
0.618 |
102.72 |
HIGH |
101.92 |
0.618 |
101.43 |
0.500 |
101.28 |
0.382 |
101.12 |
LOW |
100.63 |
0.618 |
99.83 |
1.000 |
99.34 |
1.618 |
98.54 |
2.618 |
97.25 |
4.250 |
95.15 |
|
|
Fisher Pivots for day following 18-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
101.28 |
100.79 |
PP |
101.16 |
100.63 |
S1 |
101.05 |
100.48 |
|