NYMEX Light Sweet Crude Oil Future November 2014
Trading Metrics calculated at close of trading on 15-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2014 |
15-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
98.83 |
99.37 |
0.54 |
0.5% |
101.97 |
High |
99.61 |
99.45 |
-0.16 |
-0.2% |
102.04 |
Low |
98.55 |
97.79 |
-0.76 |
-0.8% |
98.62 |
Close |
99.39 |
98.43 |
-0.96 |
-1.0% |
98.99 |
Range |
1.06 |
1.66 |
0.60 |
56.6% |
3.42 |
ATR |
1.12 |
1.16 |
0.04 |
3.5% |
0.00 |
Volume |
36,092 |
32,877 |
-3,215 |
-8.9% |
124,829 |
|
Daily Pivots for day following 15-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.54 |
102.64 |
99.34 |
|
R3 |
101.88 |
100.98 |
98.89 |
|
R2 |
100.22 |
100.22 |
98.73 |
|
R1 |
99.32 |
99.32 |
98.58 |
98.94 |
PP |
98.56 |
98.56 |
98.56 |
98.37 |
S1 |
97.66 |
97.66 |
98.28 |
97.28 |
S2 |
96.90 |
96.90 |
98.13 |
|
S3 |
95.24 |
96.00 |
97.97 |
|
S4 |
93.58 |
94.34 |
97.52 |
|
|
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 |
101.27 |
97.79 |
3.48 |
3.5% |
1.51 |
1.5% |
18% |
False |
True |
31,507 |
10 |
103.54 |
97.79 |
5.75 |
5.8% |
1.23 |
1.3% |
11% |
False |
True |
26,703 |
20 |
104.44 |
97.79 |
6.65 |
6.8% |
1.11 |
1.1% |
10% |
False |
True |
23,744 |
40 |
104.44 |
97.79 |
6.65 |
6.8% |
1.01 |
1.0% |
10% |
False |
True |
19,122 |
60 |
104.44 |
94.76 |
9.68 |
9.8% |
0.94 |
1.0% |
38% |
False |
False |
15,445 |
80 |
104.44 |
93.88 |
10.56 |
10.7% |
0.90 |
0.9% |
43% |
False |
False |
12,980 |
100 |
104.44 |
93.00 |
11.44 |
11.6% |
0.84 |
0.9% |
47% |
False |
False |
11,373 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.51 |
2.618 |
103.80 |
1.618 |
102.14 |
1.000 |
101.11 |
0.618 |
100.48 |
HIGH |
99.45 |
0.618 |
98.82 |
0.500 |
98.62 |
0.382 |
98.42 |
LOW |
97.79 |
0.618 |
96.76 |
1.000 |
96.13 |
1.618 |
95.10 |
2.618 |
93.44 |
4.250 |
90.74 |
|
|
Fisher Pivots for day following 15-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
98.62 |
99.28 |
PP |
98.56 |
99.00 |
S1 |
98.49 |
98.71 |
|