NYMEX Light Sweet Crude Oil Future October 2014
Trading Metrics calculated at close of trading on 25-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2014 |
25-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
101.73 |
100.75 |
-0.98 |
-1.0% |
100.85 |
High |
101.80 |
101.18 |
-0.62 |
-0.6% |
102.20 |
Low |
100.55 |
99.83 |
-0.72 |
-0.7% |
99.83 |
Close |
100.72 |
100.87 |
0.15 |
0.1% |
100.87 |
Range |
1.25 |
1.35 |
0.10 |
8.0% |
2.37 |
ATR |
1.30 |
1.30 |
0.00 |
0.3% |
0.00 |
Volume |
121,318 |
71,721 |
-49,597 |
-40.9% |
416,518 |
|
Daily Pivots for day following 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.68 |
104.12 |
101.61 |
|
R3 |
103.33 |
102.77 |
101.24 |
|
R2 |
101.98 |
101.98 |
101.12 |
|
R1 |
101.42 |
101.42 |
100.99 |
101.70 |
PP |
100.63 |
100.63 |
100.63 |
100.77 |
S1 |
100.07 |
100.07 |
100.75 |
100.35 |
S2 |
99.28 |
99.28 |
100.62 |
|
S3 |
97.93 |
98.72 |
100.50 |
|
S4 |
96.58 |
97.37 |
100.13 |
|
|
Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.08 |
106.84 |
102.17 |
|
R3 |
105.71 |
104.47 |
101.52 |
|
R2 |
103.34 |
103.34 |
101.30 |
|
R1 |
102.10 |
102.10 |
101.09 |
102.72 |
PP |
100.97 |
100.97 |
100.97 |
101.28 |
S1 |
99.73 |
99.73 |
100.65 |
100.35 |
S2 |
98.60 |
98.60 |
100.44 |
|
S3 |
96.23 |
97.36 |
100.22 |
|
S4 |
93.86 |
94.99 |
99.57 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
102.20 |
99.83 |
2.37 |
2.3% |
1.31 |
1.3% |
44% |
False |
True |
83,303 |
10 |
102.20 |
98.23 |
3.97 |
3.9% |
1.39 |
1.4% |
66% |
False |
False |
77,775 |
20 |
104.50 |
98.23 |
6.27 |
6.2% |
1.29 |
1.3% |
42% |
False |
False |
58,340 |
40 |
105.55 |
98.23 |
7.32 |
7.3% |
1.19 |
1.2% |
36% |
False |
False |
44,799 |
60 |
105.55 |
95.59 |
9.96 |
9.9% |
1.09 |
1.1% |
53% |
False |
False |
35,380 |
80 |
105.55 |
94.61 |
10.94 |
10.8% |
1.05 |
1.0% |
57% |
False |
False |
29,034 |
100 |
105.55 |
93.72 |
11.83 |
11.7% |
1.02 |
1.0% |
60% |
False |
False |
24,585 |
120 |
105.55 |
90.83 |
14.72 |
14.6% |
0.98 |
1.0% |
68% |
False |
False |
21,258 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.92 |
2.618 |
104.71 |
1.618 |
103.36 |
1.000 |
102.53 |
0.618 |
102.01 |
HIGH |
101.18 |
0.618 |
100.66 |
0.500 |
100.51 |
0.382 |
100.35 |
LOW |
99.83 |
0.618 |
99.00 |
1.000 |
98.48 |
1.618 |
97.65 |
2.618 |
96.30 |
4.250 |
94.09 |
|
|
Fisher Pivots for day following 25-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
100.75 |
100.86 |
PP |
100.63 |
100.84 |
S1 |
100.51 |
100.83 |
|