NYMEX Light Sweet Crude Oil Future October 2014
Trading Metrics calculated at close of trading on 21-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2014 |
21-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
101.82 |
100.85 |
-0.97 |
-1.0% |
99.48 |
High |
101.92 |
101.84 |
-0.08 |
-0.1% |
101.92 |
Low |
100.63 |
100.52 |
-0.11 |
-0.1% |
98.23 |
Close |
100.94 |
101.73 |
0.79 |
0.8% |
100.94 |
Range |
1.29 |
1.32 |
0.03 |
2.3% |
3.69 |
ATR |
1.30 |
1.30 |
0.00 |
0.1% |
0.00 |
Volume |
119,151 |
73,383 |
-45,768 |
-38.4% |
361,238 |
|
Daily Pivots for day following 21-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.32 |
104.85 |
102.46 |
|
R3 |
104.00 |
103.53 |
102.09 |
|
R2 |
102.68 |
102.68 |
101.97 |
|
R1 |
102.21 |
102.21 |
101.85 |
102.45 |
PP |
101.36 |
101.36 |
101.36 |
101.48 |
S1 |
100.89 |
100.89 |
101.61 |
101.13 |
S2 |
100.04 |
100.04 |
101.49 |
|
S3 |
98.72 |
99.57 |
101.37 |
|
S4 |
97.40 |
98.25 |
101.00 |
|
|
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 |
3.6% |
1.53 |
1.5% |
95% |
False |
False |
76,218 |
10 |
102.82 |
98.23 |
4.59 |
4.5% |
1.51 |
1.5% |
76% |
False |
False |
61,797 |
20 |
105.55 |
98.23 |
7.32 |
7.2% |
1.32 |
1.3% |
48% |
False |
False |
48,260 |
40 |
105.55 |
98.23 |
7.32 |
7.2% |
1.15 |
1.1% |
48% |
False |
False |
37,779 |
60 |
105.55 |
95.59 |
9.96 |
9.8% |
1.08 |
1.1% |
62% |
False |
False |
30,484 |
80 |
105.55 |
94.61 |
10.94 |
10.8% |
1.04 |
1.0% |
65% |
False |
False |
25,107 |
100 |
105.55 |
93.72 |
11.83 |
11.6% |
1.01 |
1.0% |
68% |
False |
False |
21,399 |
120 |
105.55 |
90.54 |
15.01 |
14.8% |
0.96 |
0.9% |
75% |
False |
False |
18,486 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.45 |
2.618 |
105.30 |
1.618 |
103.98 |
1.000 |
103.16 |
0.618 |
102.66 |
HIGH |
101.84 |
0.618 |
101.34 |
0.500 |
101.18 |
0.382 |
101.02 |
LOW |
100.52 |
0.618 |
99.70 |
1.000 |
99.20 |
1.618 |
98.38 |
2.618 |
97.06 |
4.250 |
94.91 |
|
|
Fisher Pivots for day following 21-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
101.55 |
101.44 |
PP |
101.36 |
101.16 |
S1 |
101.18 |
100.87 |
|