NYMEX Light Sweet Crude Oil Future October 2014
Trading Metrics calculated at close of trading on 22-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2014 |
22-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
100.85 |
101.61 |
0.76 |
0.8% |
99.48 |
High |
101.84 |
102.20 |
0.36 |
0.4% |
101.92 |
Low |
100.52 |
100.80 |
0.28 |
0.3% |
98.23 |
Close |
101.73 |
101.23 |
-0.50 |
-0.5% |
100.94 |
Range |
1.32 |
1.40 |
0.08 |
6.1% |
3.69 |
ATR |
1.30 |
1.31 |
0.01 |
0.5% |
0.00 |
Volume |
73,383 |
76,690 |
3,307 |
4.5% |
361,238 |
|
Daily Pivots for day following 22-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.61 |
104.82 |
102.00 |
|
R3 |
104.21 |
103.42 |
101.62 |
|
R2 |
102.81 |
102.81 |
101.49 |
|
R1 |
102.02 |
102.02 |
101.36 |
101.72 |
PP |
101.41 |
101.41 |
101.41 |
101.26 |
S1 |
100.62 |
100.62 |
101.10 |
100.32 |
S2 |
100.01 |
100.01 |
100.97 |
|
S3 |
98.61 |
99.22 |
100.85 |
|
S4 |
97.21 |
97.82 |
100.46 |
|
|
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 |
102.20 |
99.03 |
3.17 |
3.1% |
1.45 |
1.4% |
69% |
True |
False |
80,241 |
10 |
102.20 |
98.23 |
3.97 |
3.9% |
1.53 |
1.5% |
76% |
True |
False |
66,435 |
20 |
105.52 |
98.23 |
7.29 |
7.2% |
1.32 |
1.3% |
41% |
False |
False |
50,276 |
40 |
105.55 |
98.23 |
7.32 |
7.2% |
1.17 |
1.2% |
41% |
False |
False |
39,259 |
60 |
105.55 |
95.59 |
9.96 |
9.8% |
1.08 |
1.1% |
57% |
False |
False |
31,519 |
80 |
105.55 |
94.61 |
10.94 |
10.8% |
1.04 |
1.0% |
61% |
False |
False |
25,965 |
100 |
105.55 |
93.72 |
11.83 |
11.7% |
1.02 |
1.0% |
63% |
False |
False |
22,129 |
120 |
105.55 |
90.54 |
15.01 |
14.8% |
0.97 |
1.0% |
71% |
False |
False |
19,100 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.15 |
2.618 |
105.87 |
1.618 |
104.47 |
1.000 |
103.60 |
0.618 |
103.07 |
HIGH |
102.20 |
0.618 |
101.67 |
0.500 |
101.50 |
0.382 |
101.33 |
LOW |
100.80 |
0.618 |
99.93 |
1.000 |
99.40 |
1.618 |
98.53 |
2.618 |
97.13 |
4.250 |
94.85 |
|
|
Fisher Pivots for day following 22-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
101.50 |
101.36 |
PP |
101.41 |
101.32 |
S1 |
101.32 |
101.27 |
|