NYMEX Light Sweet Crude Oil Future October 2014
Trading Metrics calculated at close of trading on 31-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2014 |
31-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
99.79 |
98.37 |
-1.42 |
-1.4% |
100.85 |
High |
100.30 |
98.70 |
-1.60 |
-1.6% |
102.20 |
Low |
98.23 |
96.75 |
-1.48 |
-1.5% |
99.83 |
Close |
99.04 |
97.32 |
-1.72 |
-1.7% |
100.87 |
Range |
2.07 |
1.95 |
-0.12 |
-5.8% |
2.37 |
ATR |
1.35 |
1.42 |
0.07 |
5.0% |
0.00 |
Volume |
91,483 |
81,761 |
-9,722 |
-10.6% |
416,518 |
|
Daily Pivots for day following 31-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.44 |
102.33 |
98.39 |
|
R3 |
101.49 |
100.38 |
97.86 |
|
R2 |
99.54 |
99.54 |
97.68 |
|
R1 |
98.43 |
98.43 |
97.50 |
98.01 |
PP |
97.59 |
97.59 |
97.59 |
97.38 |
S1 |
96.48 |
96.48 |
97.14 |
96.06 |
S2 |
95.64 |
95.64 |
96.96 |
|
S3 |
93.69 |
94.53 |
96.78 |
|
S4 |
91.74 |
92.58 |
96.25 |
|
|
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 |
101.18 |
96.75 |
4.43 |
4.6% |
1.58 |
1.6% |
13% |
False |
True |
78,400 |
10 |
102.20 |
96.75 |
5.45 |
5.6% |
1.44 |
1.5% |
10% |
False |
True |
85,595 |
20 |
102.86 |
96.75 |
6.11 |
6.3% |
1.41 |
1.4% |
9% |
False |
True |
68,086 |
40 |
105.55 |
96.75 |
8.80 |
9.0% |
1.27 |
1.3% |
6% |
False |
True |
51,078 |
60 |
105.55 |
96.10 |
9.45 |
9.7% |
1.14 |
1.2% |
13% |
False |
False |
39,891 |
80 |
105.55 |
95.59 |
9.96 |
10.2% |
1.09 |
1.1% |
17% |
False |
False |
32,665 |
100 |
105.55 |
93.72 |
11.83 |
12.2% |
1.05 |
1.1% |
30% |
False |
False |
27,488 |
120 |
105.55 |
93.72 |
11.83 |
12.2% |
1.01 |
1.0% |
30% |
False |
False |
23,821 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.99 |
2.618 |
103.81 |
1.618 |
101.86 |
1.000 |
100.65 |
0.618 |
99.91 |
HIGH |
98.70 |
0.618 |
97.96 |
0.500 |
97.73 |
0.382 |
97.49 |
LOW |
96.75 |
0.618 |
95.54 |
1.000 |
94.80 |
1.618 |
93.59 |
2.618 |
91.64 |
4.250 |
88.46 |
|
|
Fisher Pivots for day following 31-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
97.73 |
98.62 |
PP |
97.59 |
98.18 |
S1 |
97.46 |
97.75 |
|