NYMEX Light Sweet Crude Oil Future October 2014
Trading Metrics calculated at close of trading on 24-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2014 |
24-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
100.84 |
101.73 |
0.89 |
0.9% |
99.48 |
High |
101.82 |
101.80 |
-0.02 |
0.0% |
101.92 |
Low |
100.61 |
100.55 |
-0.06 |
-0.1% |
98.23 |
Close |
101.65 |
100.72 |
-0.93 |
-0.9% |
100.94 |
Range |
1.21 |
1.25 |
0.04 |
3.3% |
3.69 |
ATR |
1.30 |
1.30 |
0.00 |
-0.3% |
0.00 |
Volume |
73,406 |
121,318 |
47,912 |
65.3% |
361,238 |
|
Daily Pivots for day following 24-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.77 |
104.00 |
101.41 |
|
R3 |
103.52 |
102.75 |
101.06 |
|
R2 |
102.27 |
102.27 |
100.95 |
|
R1 |
101.50 |
101.50 |
100.83 |
101.26 |
PP |
101.02 |
101.02 |
101.02 |
100.91 |
S1 |
100.25 |
100.25 |
100.61 |
100.01 |
S2 |
99.77 |
99.77 |
100.49 |
|
S3 |
98.52 |
99.00 |
100.38 |
|
S4 |
97.27 |
97.75 |
100.03 |
|
|
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 |
100.52 |
1.68 |
1.7% |
1.29 |
1.3% |
12% |
False |
False |
92,789 |
10 |
102.20 |
98.23 |
3.97 |
3.9% |
1.49 |
1.5% |
63% |
False |
False |
76,006 |
20 |
104.93 |
98.23 |
6.70 |
6.7% |
1.30 |
1.3% |
37% |
False |
False |
57,157 |
40 |
105.55 |
98.23 |
7.32 |
7.3% |
1.18 |
1.2% |
34% |
False |
False |
43,466 |
60 |
105.55 |
95.59 |
9.96 |
9.9% |
1.08 |
1.1% |
52% |
False |
False |
34,350 |
80 |
105.55 |
94.61 |
10.94 |
10.9% |
1.06 |
1.0% |
56% |
False |
False |
28,209 |
100 |
105.55 |
93.72 |
11.83 |
11.7% |
1.02 |
1.0% |
59% |
False |
False |
24,003 |
120 |
105.55 |
90.54 |
15.01 |
14.9% |
0.98 |
1.0% |
68% |
False |
False |
20,685 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.11 |
2.618 |
105.07 |
1.618 |
103.82 |
1.000 |
103.05 |
0.618 |
102.57 |
HIGH |
101.80 |
0.618 |
101.32 |
0.500 |
101.18 |
0.382 |
101.03 |
LOW |
100.55 |
0.618 |
99.78 |
1.000 |
99.30 |
1.618 |
98.53 |
2.618 |
97.28 |
4.250 |
95.24 |
|
|
Fisher Pivots for day following 24-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
101.18 |
101.38 |
PP |
101.02 |
101.16 |
S1 |
100.87 |
100.94 |
|