NYMEX Light Sweet Crude Oil Future November 2014
| Trading Metrics calculated at close of trading on 21-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2014 |
21-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
100.92 |
99.69 |
-1.23 |
-1.2% |
98.83 |
| High |
100.93 |
100.87 |
-0.06 |
-0.1% |
100.93 |
| Low |
99.65 |
99.61 |
-0.04 |
0.0% |
97.79 |
| Close |
99.97 |
100.77 |
0.80 |
0.8% |
99.97 |
| Range |
1.28 |
1.26 |
-0.02 |
-1.6% |
3.14 |
| ATR |
1.21 |
1.21 |
0.00 |
0.3% |
0.00 |
| Volume |
76,564 |
31,118 |
-45,446 |
-59.4% |
210,659 |
|
| Daily Pivots for day following 21-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.20 |
103.74 |
101.46 |
|
| R3 |
102.94 |
102.48 |
101.12 |
|
| R2 |
101.68 |
101.68 |
101.00 |
|
| R1 |
101.22 |
101.22 |
100.89 |
101.45 |
| PP |
100.42 |
100.42 |
100.42 |
100.53 |
| S1 |
99.96 |
99.96 |
100.65 |
100.19 |
| S2 |
99.16 |
99.16 |
100.54 |
|
| S3 |
97.90 |
98.70 |
100.42 |
|
| S4 |
96.64 |
97.44 |
100.08 |
|
|
| 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% |
1.41 |
1.4% |
95% |
False |
False |
41,137 |
| 10 |
101.95 |
97.79 |
4.16 |
4.1% |
1.40 |
1.4% |
72% |
False |
False |
34,809 |
| 20 |
104.44 |
97.79 |
6.65 |
6.6% |
1.21 |
1.2% |
45% |
False |
False |
27,323 |
| 40 |
104.44 |
97.79 |
6.65 |
6.6% |
1.07 |
1.1% |
45% |
False |
False |
22,261 |
| 60 |
104.44 |
94.76 |
9.68 |
9.6% |
0.99 |
1.0% |
62% |
False |
False |
17,860 |
| 80 |
104.44 |
93.88 |
10.56 |
10.5% |
0.93 |
0.9% |
65% |
False |
False |
14,950 |
| 100 |
104.44 |
93.00 |
11.44 |
11.4% |
0.87 |
0.9% |
68% |
False |
False |
12,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.23 |
|
2.618 |
104.17 |
|
1.618 |
102.91 |
|
1.000 |
102.13 |
|
0.618 |
101.65 |
|
HIGH |
100.87 |
|
0.618 |
100.39 |
|
0.500 |
100.24 |
|
0.382 |
100.09 |
|
LOW |
99.61 |
|
0.618 |
98.83 |
|
1.000 |
98.35 |
|
1.618 |
97.57 |
|
2.618 |
96.31 |
|
4.250 |
94.26 |
|
|
| Fisher Pivots for day following 21-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
100.59 |
100.51 |
| PP |
100.42 |
100.25 |
| S1 |
100.24 |
99.99 |
|