NYMEX Light Sweet Crude Oil Future November 2014
Trading Metrics calculated at close of trading on 23-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2014 |
23-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
100.75 |
99.93 |
-0.82 |
-0.8% |
98.83 |
High |
101.22 |
100.84 |
-0.38 |
-0.4% |
100.93 |
Low |
99.88 |
99.70 |
-0.18 |
-0.2% |
97.79 |
Close |
100.30 |
100.73 |
0.43 |
0.4% |
99.97 |
Range |
1.34 |
1.14 |
-0.20 |
-14.9% |
3.14 |
ATR |
1.22 |
1.22 |
-0.01 |
-0.5% |
0.00 |
Volume |
42,005 |
34,258 |
-7,747 |
-18.4% |
210,659 |
|
Daily Pivots for day following 23-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.84 |
103.43 |
101.36 |
|
R3 |
102.70 |
102.29 |
101.04 |
|
R2 |
101.56 |
101.56 |
100.94 |
|
R1 |
101.15 |
101.15 |
100.83 |
101.36 |
PP |
100.42 |
100.42 |
100.42 |
100.53 |
S1 |
100.01 |
100.01 |
100.63 |
100.22 |
S2 |
99.28 |
99.28 |
100.52 |
|
S3 |
98.14 |
98.87 |
100.42 |
|
S4 |
97.00 |
97.73 |
100.10 |
|
|
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 |
99.04 |
2.18 |
2.2% |
1.37 |
1.4% |
78% |
False |
False |
42,407 |
10 |
101.22 |
97.79 |
3.43 |
3.4% |
1.41 |
1.4% |
86% |
False |
False |
37,856 |
20 |
104.44 |
97.79 |
6.65 |
6.6% |
1.22 |
1.2% |
44% |
False |
False |
29,330 |
40 |
104.44 |
97.79 |
6.65 |
6.6% |
1.09 |
1.1% |
44% |
False |
False |
23,712 |
60 |
104.44 |
94.76 |
9.68 |
9.6% |
1.00 |
1.0% |
62% |
False |
False |
18,905 |
80 |
104.44 |
93.88 |
10.56 |
10.5% |
0.95 |
0.9% |
65% |
False |
False |
15,778 |
100 |
104.44 |
93.00 |
11.44 |
11.4% |
0.89 |
0.9% |
68% |
False |
False |
13,641 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.69 |
2.618 |
103.82 |
1.618 |
102.68 |
1.000 |
101.98 |
0.618 |
101.54 |
HIGH |
100.84 |
0.618 |
100.40 |
0.500 |
100.27 |
0.382 |
100.14 |
LOW |
99.70 |
0.618 |
99.00 |
1.000 |
98.56 |
1.618 |
97.86 |
2.618 |
96.72 |
4.250 |
94.86 |
|
|
Fisher Pivots for day following 23-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
100.58 |
100.63 |
PP |
100.42 |
100.52 |
S1 |
100.27 |
100.42 |
|