NYMEX Light Sweet Crude Oil Future November 2014
Trading Metrics calculated at close of trading on 22-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2014 |
22-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
99.69 |
100.75 |
1.06 |
1.1% |
98.83 |
High |
100.87 |
101.22 |
0.35 |
0.3% |
100.93 |
Low |
99.61 |
99.88 |
0.27 |
0.3% |
97.79 |
Close |
100.77 |
100.30 |
-0.47 |
-0.5% |
99.97 |
Range |
1.26 |
1.34 |
0.08 |
6.3% |
3.14 |
ATR |
1.21 |
1.22 |
0.01 |
0.7% |
0.00 |
Volume |
31,118 |
42,005 |
10,887 |
35.0% |
210,659 |
|
Daily Pivots for day following 22-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.49 |
103.73 |
101.04 |
|
R3 |
103.15 |
102.39 |
100.67 |
|
R2 |
101.81 |
101.81 |
100.55 |
|
R1 |
101.05 |
101.05 |
100.42 |
100.76 |
PP |
100.47 |
100.47 |
100.47 |
100.32 |
S1 |
99.71 |
99.71 |
100.18 |
99.42 |
S2 |
99.13 |
99.13 |
100.05 |
|
S3 |
97.79 |
98.37 |
99.93 |
|
S4 |
96.45 |
97.03 |
99.56 |
|
|
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 |
101.22 |
98.52 |
2.70 |
2.7% |
1.35 |
1.3% |
66% |
True |
False |
42,962 |
10 |
101.27 |
97.79 |
3.48 |
3.5% |
1.43 |
1.4% |
72% |
False |
False |
37,234 |
20 |
104.44 |
97.79 |
6.65 |
6.6% |
1.22 |
1.2% |
38% |
False |
False |
28,386 |
40 |
104.44 |
97.79 |
6.65 |
6.6% |
1.08 |
1.1% |
38% |
False |
False |
23,046 |
60 |
104.44 |
94.76 |
9.68 |
9.7% |
1.00 |
1.0% |
57% |
False |
False |
18,415 |
80 |
104.44 |
93.88 |
10.56 |
10.5% |
0.95 |
0.9% |
61% |
False |
False |
15,420 |
100 |
104.44 |
93.00 |
11.44 |
11.4% |
0.88 |
0.9% |
64% |
False |
False |
13,324 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.92 |
2.618 |
104.73 |
1.618 |
103.39 |
1.000 |
102.56 |
0.618 |
102.05 |
HIGH |
101.22 |
0.618 |
100.71 |
0.500 |
100.55 |
0.382 |
100.39 |
LOW |
99.88 |
0.618 |
99.05 |
1.000 |
98.54 |
1.618 |
97.71 |
2.618 |
96.37 |
4.250 |
94.19 |
|
|
Fisher Pivots for day following 22-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
100.55 |
100.42 |
PP |
100.47 |
100.38 |
S1 |
100.38 |
100.34 |
|