NYMEX Light Sweet Crude Oil Future November 2014
Trading Metrics calculated at close of trading on 28-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2014 |
28-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
99.90 |
100.00 |
0.10 |
0.1% |
99.69 |
High |
100.27 |
100.08 |
-0.19 |
-0.2% |
101.22 |
Low |
99.04 |
98.84 |
-0.20 |
-0.2% |
99.04 |
Close |
100.07 |
99.43 |
-0.64 |
-0.6% |
100.07 |
Range |
1.23 |
1.24 |
0.01 |
0.8% |
2.18 |
ATR |
1.22 |
1.22 |
0.00 |
0.1% |
0.00 |
Volume |
36,893 |
39,511 |
2,618 |
7.1% |
206,417 |
|
Daily Pivots for day following 28-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.17 |
102.54 |
100.11 |
|
R3 |
101.93 |
101.30 |
99.77 |
|
R2 |
100.69 |
100.69 |
99.66 |
|
R1 |
100.06 |
100.06 |
99.54 |
99.76 |
PP |
99.45 |
99.45 |
99.45 |
99.30 |
S1 |
98.82 |
98.82 |
99.32 |
98.52 |
S2 |
98.21 |
98.21 |
99.20 |
|
S3 |
96.97 |
97.58 |
99.09 |
|
S4 |
95.73 |
96.34 |
98.75 |
|
|
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 |
98.84 |
2.38 |
2.4% |
1.24 |
1.2% |
25% |
False |
True |
42,962 |
10 |
101.22 |
97.79 |
3.43 |
3.4% |
1.33 |
1.3% |
48% |
False |
False |
42,049 |
20 |
103.54 |
97.79 |
5.75 |
5.8% |
1.24 |
1.2% |
29% |
False |
False |
33,305 |
40 |
104.44 |
97.79 |
6.65 |
6.7% |
1.11 |
1.1% |
25% |
False |
False |
26,531 |
60 |
104.44 |
94.91 |
9.53 |
9.6% |
1.01 |
1.0% |
47% |
False |
False |
20,831 |
80 |
104.44 |
94.12 |
10.32 |
10.4% |
0.97 |
1.0% |
51% |
False |
False |
17,320 |
100 |
104.44 |
93.00 |
11.44 |
11.5% |
0.90 |
0.9% |
56% |
False |
False |
14,854 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.35 |
2.618 |
103.33 |
1.618 |
102.09 |
1.000 |
101.32 |
0.618 |
100.85 |
HIGH |
100.08 |
0.618 |
99.61 |
0.500 |
99.46 |
0.382 |
99.31 |
LOW |
98.84 |
0.618 |
98.07 |
1.000 |
97.60 |
1.618 |
96.83 |
2.618 |
95.59 |
4.250 |
93.57 |
|
|
Fisher Pivots for day following 28-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
99.46 |
99.89 |
PP |
99.45 |
99.73 |
S1 |
99.44 |
99.58 |
|