NYMEX Light Sweet Crude Oil Future November 2014
Trading Metrics calculated at close of trading on 14-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2014 |
14-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
100.77 |
98.83 |
-1.94 |
-1.9% |
101.97 |
High |
100.77 |
99.61 |
-1.16 |
-1.2% |
102.04 |
Low |
98.62 |
98.55 |
-0.07 |
-0.1% |
98.62 |
Close |
98.99 |
99.39 |
0.40 |
0.4% |
98.99 |
Range |
2.15 |
1.06 |
-1.09 |
-50.7% |
3.42 |
ATR |
1.12 |
1.12 |
0.00 |
-0.4% |
0.00 |
Volume |
32,688 |
36,092 |
3,404 |
10.4% |
124,829 |
|
Daily Pivots for day following 14-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.36 |
101.94 |
99.97 |
|
R3 |
101.30 |
100.88 |
99.68 |
|
R2 |
100.24 |
100.24 |
99.58 |
|
R1 |
99.82 |
99.82 |
99.49 |
100.03 |
PP |
99.18 |
99.18 |
99.18 |
99.29 |
S1 |
98.76 |
98.76 |
99.29 |
98.97 |
S2 |
98.12 |
98.12 |
99.20 |
|
S3 |
97.06 |
97.70 |
99.10 |
|
S4 |
96.00 |
96.64 |
98.81 |
|
|
Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.14 |
107.99 |
100.87 |
|
R3 |
106.72 |
104.57 |
99.93 |
|
R2 |
103.30 |
103.30 |
99.62 |
|
R1 |
101.15 |
101.15 |
99.30 |
100.52 |
PP |
99.88 |
99.88 |
99.88 |
99.57 |
S1 |
97.73 |
97.73 |
98.68 |
97.10 |
S2 |
96.46 |
96.46 |
98.36 |
|
S3 |
93.04 |
94.31 |
98.05 |
|
S4 |
89.62 |
90.89 |
97.11 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
101.95 |
98.55 |
3.40 |
3.4% |
1.39 |
1.4% |
25% |
False |
True |
28,482 |
10 |
103.54 |
98.55 |
4.99 |
5.0% |
1.15 |
1.2% |
17% |
False |
True |
24,561 |
20 |
104.44 |
98.55 |
5.89 |
5.9% |
1.05 |
1.1% |
14% |
False |
True |
23,468 |
40 |
104.44 |
97.52 |
6.92 |
7.0% |
0.98 |
1.0% |
27% |
False |
False |
18,661 |
60 |
104.44 |
94.76 |
9.68 |
9.7% |
0.93 |
0.9% |
48% |
False |
False |
15,033 |
80 |
104.44 |
93.03 |
11.41 |
11.5% |
0.89 |
0.9% |
56% |
False |
False |
12,662 |
100 |
104.44 |
93.00 |
11.44 |
11.5% |
0.83 |
0.8% |
56% |
False |
False |
11,130 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.12 |
2.618 |
102.39 |
1.618 |
101.33 |
1.000 |
100.67 |
0.618 |
100.27 |
HIGH |
99.61 |
0.618 |
99.21 |
0.500 |
99.08 |
0.382 |
98.95 |
LOW |
98.55 |
0.618 |
97.89 |
1.000 |
97.49 |
1.618 |
96.83 |
2.618 |
95.77 |
4.250 |
94.05 |
|
|
Fisher Pivots for day following 14-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
99.29 |
99.77 |
PP |
99.18 |
99.64 |
S1 |
99.08 |
99.52 |
|