NYMEX Light Sweet Crude Oil Future November 2014
| Trading Metrics calculated at close of trading on 25-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2014 |
25-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
100.78 |
99.90 |
-0.88 |
-0.9% |
99.69 |
| High |
100.93 |
100.27 |
-0.66 |
-0.7% |
101.22 |
| Low |
99.70 |
99.04 |
-0.66 |
-0.7% |
99.04 |
| Close |
99.86 |
100.07 |
0.21 |
0.2% |
100.07 |
| Range |
1.23 |
1.23 |
0.00 |
0.0% |
2.18 |
| ATR |
1.22 |
1.22 |
0.00 |
0.1% |
0.00 |
| Volume |
62,143 |
36,893 |
-25,250 |
-40.6% |
206,417 |
|
| Daily Pivots for day following 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.48 |
103.01 |
100.75 |
|
| R3 |
102.25 |
101.78 |
100.41 |
|
| R2 |
101.02 |
101.02 |
100.30 |
|
| R1 |
100.55 |
100.55 |
100.18 |
100.79 |
| PP |
99.79 |
99.79 |
99.79 |
99.91 |
| S1 |
99.32 |
99.32 |
99.96 |
99.56 |
| S2 |
98.56 |
98.56 |
99.84 |
|
| S3 |
97.33 |
98.09 |
99.73 |
|
| S4 |
96.10 |
96.86 |
99.39 |
|
|
| Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.65 |
105.54 |
101.27 |
|
| R3 |
104.47 |
103.36 |
100.67 |
|
| R2 |
102.29 |
102.29 |
100.47 |
|
| R1 |
101.18 |
101.18 |
100.27 |
101.74 |
| PP |
100.11 |
100.11 |
100.11 |
100.39 |
| S1 |
99.00 |
99.00 |
99.87 |
99.56 |
| S2 |
97.93 |
97.93 |
99.67 |
|
| S3 |
95.75 |
96.82 |
99.47 |
|
| S4 |
93.57 |
94.64 |
98.87 |
|
|
| 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% |
1.24 |
1.2% |
47% |
False |
True |
41,283 |
| 10 |
101.22 |
97.79 |
3.43 |
3.4% |
1.31 |
1.3% |
66% |
False |
False |
41,707 |
| 20 |
103.57 |
97.79 |
5.78 |
5.8% |
1.21 |
1.2% |
39% |
False |
False |
32,094 |
| 40 |
104.44 |
97.79 |
6.65 |
6.6% |
1.10 |
1.1% |
34% |
False |
False |
25,757 |
| 60 |
104.44 |
94.76 |
9.68 |
9.7% |
1.01 |
1.0% |
55% |
False |
False |
20,321 |
| 80 |
104.44 |
93.88 |
10.56 |
10.6% |
0.96 |
1.0% |
59% |
False |
False |
16,893 |
| 100 |
104.44 |
93.00 |
11.44 |
11.4% |
0.90 |
0.9% |
62% |
False |
False |
14,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.50 |
|
2.618 |
103.49 |
|
1.618 |
102.26 |
|
1.000 |
101.50 |
|
0.618 |
101.03 |
|
HIGH |
100.27 |
|
0.618 |
99.80 |
|
0.500 |
99.66 |
|
0.382 |
99.51 |
|
LOW |
99.04 |
|
0.618 |
98.28 |
|
1.000 |
97.81 |
|
1.618 |
97.05 |
|
2.618 |
95.82 |
|
4.250 |
93.81 |
|
|
| Fisher Pivots for day following 25-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
99.93 |
100.04 |
| PP |
99.79 |
100.01 |
| S1 |
99.66 |
99.99 |
|