NYMEX Light Sweet Crude Oil Future November 2014
Trading Metrics calculated at close of trading on 31-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2014 |
31-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
98.76 |
97.63 |
-1.13 |
-1.1% |
99.69 |
High |
99.41 |
97.96 |
-1.45 |
-1.5% |
101.22 |
Low |
97.51 |
96.13 |
-1.38 |
-1.4% |
99.04 |
Close |
98.24 |
96.73 |
-1.51 |
-1.5% |
100.07 |
Range |
1.90 |
1.83 |
-0.07 |
-3.7% |
2.18 |
ATR |
1.26 |
1.32 |
0.06 |
4.8% |
0.00 |
Volume |
43,176 |
34,908 |
-8,268 |
-19.1% |
206,417 |
|
Daily Pivots for day following 31-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.43 |
101.41 |
97.74 |
|
R3 |
100.60 |
99.58 |
97.23 |
|
R2 |
98.77 |
98.77 |
97.07 |
|
R1 |
97.75 |
97.75 |
96.90 |
97.35 |
PP |
96.94 |
96.94 |
96.94 |
96.74 |
S1 |
95.92 |
95.92 |
96.56 |
95.52 |
S2 |
95.11 |
95.11 |
96.39 |
|
S3 |
93.28 |
94.09 |
96.23 |
|
S4 |
91.45 |
92.26 |
95.72 |
|
|
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 |
100.27 |
96.13 |
4.14 |
4.3% |
1.47 |
1.5% |
14% |
False |
True |
36,635 |
10 |
101.22 |
96.13 |
5.09 |
5.3% |
1.36 |
1.4% |
12% |
False |
True |
42,926 |
20 |
102.04 |
96.13 |
5.91 |
6.1% |
1.32 |
1.4% |
10% |
False |
True |
35,799 |
40 |
104.44 |
96.13 |
8.31 |
8.6% |
1.17 |
1.2% |
7% |
False |
True |
28,504 |
60 |
104.44 |
95.31 |
9.13 |
9.4% |
1.05 |
1.1% |
16% |
False |
False |
22,303 |
80 |
104.44 |
94.76 |
9.68 |
10.0% |
1.00 |
1.0% |
20% |
False |
False |
18,494 |
100 |
104.44 |
93.00 |
11.44 |
11.8% |
0.93 |
1.0% |
33% |
False |
False |
15,751 |
120 |
104.44 |
93.00 |
11.44 |
11.8% |
0.88 |
0.9% |
33% |
False |
False |
13,839 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.74 |
2.618 |
102.75 |
1.618 |
100.92 |
1.000 |
99.79 |
0.618 |
99.09 |
HIGH |
97.96 |
0.618 |
97.26 |
0.500 |
97.05 |
0.382 |
96.83 |
LOW |
96.13 |
0.618 |
95.00 |
1.000 |
94.30 |
1.618 |
93.17 |
2.618 |
91.34 |
4.250 |
88.35 |
|
|
Fisher Pivots for day following 31-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
97.05 |
97.87 |
PP |
96.94 |
97.49 |
S1 |
96.84 |
97.11 |
|