NYMEX Light Sweet Crude Oil Future October 2014
Trading Metrics calculated at close of trading on 30-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2014 |
30-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
100.28 |
99.79 |
-0.49 |
-0.5% |
100.85 |
High |
100.48 |
100.30 |
-0.18 |
-0.2% |
102.20 |
Low |
99.22 |
98.23 |
-0.99 |
-1.0% |
99.83 |
Close |
99.73 |
99.04 |
-0.69 |
-0.7% |
100.87 |
Range |
1.26 |
2.07 |
0.81 |
64.3% |
2.37 |
ATR |
1.30 |
1.35 |
0.06 |
4.3% |
0.00 |
Volume |
62,955 |
91,483 |
28,528 |
45.3% |
416,518 |
|
Daily Pivots for day following 30-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.40 |
104.29 |
100.18 |
|
R3 |
103.33 |
102.22 |
99.61 |
|
R2 |
101.26 |
101.26 |
99.42 |
|
R1 |
100.15 |
100.15 |
99.23 |
99.67 |
PP |
99.19 |
99.19 |
99.19 |
98.95 |
S1 |
98.08 |
98.08 |
98.85 |
97.60 |
S2 |
97.12 |
97.12 |
98.66 |
|
S3 |
95.05 |
96.01 |
98.47 |
|
S4 |
92.98 |
93.94 |
97.90 |
|
|
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 |
101.80 |
98.23 |
3.57 |
3.6% |
1.44 |
1.4% |
23% |
False |
True |
86,312 |
10 |
102.20 |
98.23 |
3.97 |
4.0% |
1.45 |
1.5% |
20% |
False |
True |
83,517 |
20 |
104.02 |
98.23 |
5.79 |
5.8% |
1.38 |
1.4% |
14% |
False |
True |
65,953 |
40 |
105.55 |
98.23 |
7.32 |
7.4% |
1.24 |
1.3% |
11% |
False |
True |
49,498 |
60 |
105.55 |
95.82 |
9.73 |
9.8% |
1.12 |
1.1% |
33% |
False |
False |
38,655 |
80 |
105.55 |
95.59 |
9.96 |
10.1% |
1.07 |
1.1% |
35% |
False |
False |
31,747 |
100 |
105.55 |
93.72 |
11.83 |
11.9% |
1.04 |
1.0% |
45% |
False |
False |
26,727 |
120 |
105.55 |
93.16 |
12.39 |
12.5% |
1.00 |
1.0% |
47% |
False |
False |
23,163 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.10 |
2.618 |
105.72 |
1.618 |
103.65 |
1.000 |
102.37 |
0.618 |
101.58 |
HIGH |
100.30 |
0.618 |
99.51 |
0.500 |
99.27 |
0.382 |
99.02 |
LOW |
98.23 |
0.618 |
96.95 |
1.000 |
96.16 |
1.618 |
94.88 |
2.618 |
92.81 |
4.250 |
89.43 |
|
|
Fisher Pivots for day following 30-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
99.27 |
99.56 |
PP |
99.19 |
99.39 |
S1 |
99.12 |
99.21 |
|