NYMEX Light Sweet Crude Oil Future November 2014
Trading Metrics calculated at close of trading on 30-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2014 |
30-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
99.29 |
98.76 |
-0.53 |
-0.5% |
99.69 |
High |
99.60 |
99.41 |
-0.19 |
-0.2% |
101.22 |
Low |
98.46 |
97.51 |
-0.95 |
-1.0% |
99.04 |
Close |
98.94 |
98.24 |
-0.70 |
-0.7% |
100.07 |
Range |
1.14 |
1.90 |
0.76 |
66.7% |
2.18 |
ATR |
1.21 |
1.26 |
0.05 |
4.0% |
0.00 |
Volume |
28,690 |
43,176 |
14,486 |
50.5% |
206,417 |
|
Daily Pivots for day following 30-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.09 |
103.06 |
99.29 |
|
R3 |
102.19 |
101.16 |
98.76 |
|
R2 |
100.29 |
100.29 |
98.59 |
|
R1 |
99.26 |
99.26 |
98.41 |
98.83 |
PP |
98.39 |
98.39 |
98.39 |
98.17 |
S1 |
97.36 |
97.36 |
98.07 |
96.93 |
S2 |
96.49 |
96.49 |
97.89 |
|
S3 |
94.59 |
95.46 |
97.72 |
|
S4 |
92.69 |
93.56 |
97.20 |
|
|
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 |
97.51 |
3.42 |
3.5% |
1.35 |
1.4% |
21% |
False |
True |
42,082 |
10 |
101.22 |
97.51 |
3.71 |
3.8% |
1.36 |
1.4% |
20% |
False |
True |
42,245 |
20 |
103.12 |
97.51 |
5.61 |
5.7% |
1.29 |
1.3% |
13% |
False |
True |
35,183 |
40 |
104.44 |
97.51 |
6.93 |
7.1% |
1.15 |
1.2% |
11% |
False |
True |
27,875 |
60 |
104.44 |
94.98 |
9.46 |
9.6% |
1.04 |
1.1% |
34% |
False |
False |
21,782 |
80 |
104.44 |
94.76 |
9.68 |
9.9% |
0.98 |
1.0% |
36% |
False |
False |
18,137 |
100 |
104.44 |
93.00 |
11.44 |
11.6% |
0.92 |
0.9% |
46% |
False |
False |
15,442 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.49 |
2.618 |
104.38 |
1.618 |
102.48 |
1.000 |
101.31 |
0.618 |
100.58 |
HIGH |
99.41 |
0.618 |
98.68 |
0.500 |
98.46 |
0.382 |
98.24 |
LOW |
97.51 |
0.618 |
96.34 |
1.000 |
95.61 |
1.618 |
94.44 |
2.618 |
92.54 |
4.250 |
89.44 |
|
|
Fisher Pivots for day following 30-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
98.46 |
98.80 |
PP |
98.39 |
98.61 |
S1 |
98.31 |
98.43 |
|