NYMEX Light Sweet Crude Oil Future November 2014
Trading Metrics calculated at close of trading on 24-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2014 |
24-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
99.93 |
100.78 |
0.85 |
0.9% |
98.83 |
High |
100.84 |
100.93 |
0.09 |
0.1% |
100.93 |
Low |
99.70 |
99.70 |
0.00 |
0.0% |
97.79 |
Close |
100.73 |
99.86 |
-0.87 |
-0.9% |
99.97 |
Range |
1.14 |
1.23 |
0.09 |
7.9% |
3.14 |
ATR |
1.22 |
1.22 |
0.00 |
0.1% |
0.00 |
Volume |
34,258 |
62,143 |
27,885 |
81.4% |
210,659 |
|
Daily Pivots for day following 24-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.85 |
103.09 |
100.54 |
|
R3 |
102.62 |
101.86 |
100.20 |
|
R2 |
101.39 |
101.39 |
100.09 |
|
R1 |
100.63 |
100.63 |
99.97 |
100.40 |
PP |
100.16 |
100.16 |
100.16 |
100.05 |
S1 |
99.40 |
99.40 |
99.75 |
99.17 |
S2 |
98.93 |
98.93 |
99.63 |
|
S3 |
97.70 |
98.17 |
99.52 |
|
S4 |
96.47 |
96.94 |
99.18 |
|
|
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 |
99.61 |
1.61 |
1.6% |
1.25 |
1.3% |
16% |
False |
False |
49,217 |
10 |
101.22 |
97.79 |
3.43 |
3.4% |
1.40 |
1.4% |
60% |
False |
False |
41,287 |
20 |
103.82 |
97.79 |
6.03 |
6.0% |
1.21 |
1.2% |
34% |
False |
False |
31,689 |
40 |
104.44 |
97.79 |
6.65 |
6.7% |
1.09 |
1.1% |
31% |
False |
False |
25,067 |
60 |
104.44 |
94.76 |
9.68 |
9.7% |
1.00 |
1.0% |
53% |
False |
False |
19,825 |
80 |
104.44 |
93.88 |
10.56 |
10.6% |
0.96 |
1.0% |
57% |
False |
False |
16,485 |
100 |
104.44 |
93.00 |
11.44 |
11.5% |
0.89 |
0.9% |
60% |
False |
False |
14,230 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.16 |
2.618 |
104.15 |
1.618 |
102.92 |
1.000 |
102.16 |
0.618 |
101.69 |
HIGH |
100.93 |
0.618 |
100.46 |
0.500 |
100.32 |
0.382 |
100.17 |
LOW |
99.70 |
0.618 |
98.94 |
1.000 |
98.47 |
1.618 |
97.71 |
2.618 |
96.48 |
4.250 |
94.47 |
|
|
Fisher Pivots for day following 24-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
100.32 |
100.46 |
PP |
100.16 |
100.26 |
S1 |
100.01 |
100.06 |
|