NYMEX Light Sweet Crude Oil Future November 2014
Trading Metrics calculated at close of trading on 29-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2014 |
29-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
100.00 |
99.29 |
-0.71 |
-0.7% |
99.69 |
High |
100.08 |
99.60 |
-0.48 |
-0.5% |
101.22 |
Low |
98.84 |
98.46 |
-0.38 |
-0.4% |
99.04 |
Close |
99.43 |
98.94 |
-0.49 |
-0.5% |
100.07 |
Range |
1.24 |
1.14 |
-0.10 |
-8.1% |
2.18 |
ATR |
1.22 |
1.21 |
-0.01 |
-0.5% |
0.00 |
Volume |
39,511 |
28,690 |
-10,821 |
-27.4% |
206,417 |
|
Daily Pivots for day following 29-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.42 |
101.82 |
99.57 |
|
R3 |
101.28 |
100.68 |
99.25 |
|
R2 |
100.14 |
100.14 |
99.15 |
|
R1 |
99.54 |
99.54 |
99.04 |
99.27 |
PP |
99.00 |
99.00 |
99.00 |
98.87 |
S1 |
98.40 |
98.40 |
98.84 |
98.13 |
S2 |
97.86 |
97.86 |
98.73 |
|
S3 |
96.72 |
97.26 |
98.63 |
|
S4 |
95.58 |
96.12 |
98.31 |
|
|
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 |
100.93 |
98.46 |
2.47 |
2.5% |
1.20 |
1.2% |
19% |
False |
True |
40,299 |
10 |
101.22 |
98.46 |
2.76 |
2.8% |
1.27 |
1.3% |
17% |
False |
True |
41,630 |
20 |
103.54 |
97.79 |
5.75 |
5.8% |
1.25 |
1.3% |
20% |
False |
False |
34,166 |
40 |
104.44 |
97.79 |
6.65 |
6.7% |
1.12 |
1.1% |
17% |
False |
False |
27,076 |
60 |
104.44 |
94.91 |
9.53 |
9.6% |
1.02 |
1.0% |
42% |
False |
False |
21,154 |
80 |
104.44 |
94.76 |
9.68 |
9.8% |
0.97 |
1.0% |
43% |
False |
False |
17,632 |
100 |
104.44 |
93.00 |
11.44 |
11.6% |
0.90 |
0.9% |
52% |
False |
False |
15,080 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.45 |
2.618 |
102.58 |
1.618 |
101.44 |
1.000 |
100.74 |
0.618 |
100.30 |
HIGH |
99.60 |
0.618 |
99.16 |
0.500 |
99.03 |
0.382 |
98.90 |
LOW |
98.46 |
0.618 |
97.76 |
1.000 |
97.32 |
1.618 |
96.62 |
2.618 |
95.48 |
4.250 |
93.62 |
|
|
Fisher Pivots for day following 29-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
99.03 |
99.37 |
PP |
99.00 |
99.22 |
S1 |
98.97 |
99.08 |
|