NYMEX Light Sweet Crude Oil Future November 2014
Trading Metrics calculated at close of trading on 17-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2014 |
17-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
98.52 |
99.26 |
0.74 |
0.8% |
101.97 |
High |
99.55 |
100.88 |
1.33 |
1.3% |
102.04 |
Low |
98.52 |
99.04 |
0.52 |
0.5% |
98.62 |
Close |
99.20 |
100.29 |
1.09 |
1.1% |
98.99 |
Range |
1.03 |
1.84 |
0.81 |
78.6% |
3.42 |
ATR |
1.15 |
1.20 |
0.05 |
4.2% |
0.00 |
Volume |
37,033 |
28,093 |
-8,940 |
-24.1% |
124,829 |
|
Daily Pivots for day following 17-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.59 |
104.78 |
101.30 |
|
R3 |
103.75 |
102.94 |
100.80 |
|
R2 |
101.91 |
101.91 |
100.63 |
|
R1 |
101.10 |
101.10 |
100.46 |
101.51 |
PP |
100.07 |
100.07 |
100.07 |
100.27 |
S1 |
99.26 |
99.26 |
100.12 |
99.67 |
S2 |
98.23 |
98.23 |
99.95 |
|
S3 |
96.39 |
97.42 |
99.78 |
|
S4 |
94.55 |
95.58 |
99.28 |
|
|
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 |
100.88 |
97.79 |
3.09 |
3.1% |
1.55 |
1.5% |
81% |
True |
False |
33,356 |
10 |
102.04 |
97.79 |
4.25 |
4.2% |
1.28 |
1.3% |
59% |
False |
False |
28,672 |
20 |
104.44 |
97.79 |
6.65 |
6.6% |
1.17 |
1.2% |
38% |
False |
False |
24,762 |
40 |
104.44 |
97.79 |
6.65 |
6.6% |
1.04 |
1.0% |
38% |
False |
False |
20,365 |
60 |
104.44 |
94.76 |
9.68 |
9.7% |
0.96 |
1.0% |
57% |
False |
False |
16,404 |
80 |
104.44 |
93.88 |
10.56 |
10.5% |
0.92 |
0.9% |
61% |
False |
False |
13,683 |
100 |
104.44 |
93.00 |
11.44 |
11.4% |
0.86 |
0.9% |
64% |
False |
False |
11,941 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.70 |
2.618 |
105.70 |
1.618 |
103.86 |
1.000 |
102.72 |
0.618 |
102.02 |
HIGH |
100.88 |
0.618 |
100.18 |
0.500 |
99.96 |
0.382 |
99.74 |
LOW |
99.04 |
0.618 |
97.90 |
1.000 |
97.20 |
1.618 |
96.06 |
2.618 |
94.22 |
4.250 |
91.22 |
|
|
Fisher Pivots for day following 17-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
100.18 |
99.97 |
PP |
100.07 |
99.65 |
S1 |
99.96 |
99.34 |
|