NYMEX Light Sweet Crude Oil Future November 2014
Trading Metrics calculated at close of trading on 18-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2014 |
18-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
99.26 |
100.92 |
1.66 |
1.7% |
98.83 |
High |
100.88 |
100.93 |
0.05 |
0.0% |
100.93 |
Low |
99.04 |
99.65 |
0.61 |
0.6% |
97.79 |
Close |
100.29 |
99.97 |
-0.32 |
-0.3% |
99.97 |
Range |
1.84 |
1.28 |
-0.56 |
-30.4% |
3.14 |
ATR |
1.20 |
1.21 |
0.01 |
0.5% |
0.00 |
Volume |
28,093 |
76,564 |
48,471 |
172.5% |
210,659 |
|
Daily Pivots for day following 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.02 |
103.28 |
100.67 |
|
R3 |
102.74 |
102.00 |
100.32 |
|
R2 |
101.46 |
101.46 |
100.20 |
|
R1 |
100.72 |
100.72 |
100.09 |
100.45 |
PP |
100.18 |
100.18 |
100.18 |
100.05 |
S1 |
99.44 |
99.44 |
99.85 |
99.17 |
S2 |
98.90 |
98.90 |
99.74 |
|
S3 |
97.62 |
98.16 |
99.62 |
|
S4 |
96.34 |
96.88 |
99.27 |
|
|
Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.98 |
107.62 |
101.70 |
|
R3 |
105.84 |
104.48 |
100.83 |
|
R2 |
102.70 |
102.70 |
100.55 |
|
R1 |
101.34 |
101.34 |
100.26 |
102.02 |
PP |
99.56 |
99.56 |
99.56 |
99.91 |
S1 |
98.20 |
98.20 |
99.68 |
98.88 |
S2 |
96.42 |
96.42 |
99.39 |
|
S3 |
93.28 |
95.06 |
99.11 |
|
S4 |
90.14 |
91.92 |
98.24 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.93 |
97.79 |
3.14 |
3.1% |
1.37 |
1.4% |
69% |
True |
False |
42,131 |
10 |
102.04 |
97.79 |
4.25 |
4.3% |
1.36 |
1.4% |
51% |
False |
False |
33,548 |
20 |
104.44 |
97.79 |
6.65 |
6.7% |
1.18 |
1.2% |
33% |
False |
False |
27,083 |
40 |
104.44 |
97.79 |
6.65 |
6.7% |
1.04 |
1.0% |
33% |
False |
False |
21,935 |
60 |
104.44 |
94.76 |
9.68 |
9.7% |
0.97 |
1.0% |
54% |
False |
False |
17,521 |
80 |
104.44 |
93.88 |
10.56 |
10.6% |
0.92 |
0.9% |
58% |
False |
False |
14,588 |
100 |
104.44 |
93.00 |
11.44 |
11.4% |
0.87 |
0.9% |
61% |
False |
False |
12,672 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.37 |
2.618 |
104.28 |
1.618 |
103.00 |
1.000 |
102.21 |
0.618 |
101.72 |
HIGH |
100.93 |
0.618 |
100.44 |
0.500 |
100.29 |
0.382 |
100.14 |
LOW |
99.65 |
0.618 |
98.86 |
1.000 |
98.37 |
1.618 |
97.58 |
2.618 |
96.30 |
4.250 |
94.21 |
|
|
Fisher Pivots for day following 18-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
100.29 |
99.89 |
PP |
100.18 |
99.81 |
S1 |
100.08 |
99.73 |
|