NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 14-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2014 |
14-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
100.09 |
98.19 |
-1.90 |
-1.9% |
101.24 |
High |
100.18 |
99.07 |
-1.11 |
-1.1% |
101.30 |
Low |
98.01 |
98.00 |
-0.01 |
0.0% |
98.01 |
Close |
98.42 |
98.90 |
0.48 |
0.5% |
98.42 |
Range |
2.17 |
1.07 |
-1.10 |
-50.7% |
3.29 |
ATR |
1.15 |
1.14 |
-0.01 |
-0.5% |
0.00 |
Volume |
74,264 |
69,473 |
-4,791 |
-6.5% |
289,136 |
|
Daily Pivots for day following 14-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.87 |
101.45 |
99.49 |
|
R3 |
100.80 |
100.38 |
99.19 |
|
R2 |
99.73 |
99.73 |
99.10 |
|
R1 |
99.31 |
99.31 |
99.00 |
99.52 |
PP |
98.66 |
98.66 |
98.66 |
98.76 |
S1 |
98.24 |
98.24 |
98.80 |
98.45 |
S2 |
97.59 |
97.59 |
98.70 |
|
S3 |
96.52 |
97.17 |
98.61 |
|
S4 |
95.45 |
96.10 |
98.31 |
|
|
Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.11 |
107.06 |
100.23 |
|
R3 |
105.82 |
103.77 |
99.32 |
|
R2 |
102.53 |
102.53 |
99.02 |
|
R1 |
100.48 |
100.48 |
98.72 |
99.86 |
PP |
99.24 |
99.24 |
99.24 |
98.94 |
S1 |
97.19 |
97.19 |
98.12 |
96.57 |
S2 |
95.95 |
95.95 |
97.82 |
|
S3 |
92.66 |
93.90 |
97.52 |
|
S4 |
89.37 |
90.61 |
96.61 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
101.15 |
98.00 |
3.15 |
3.2% |
1.40 |
1.4% |
29% |
False |
True |
63,536 |
10 |
102.71 |
98.00 |
4.71 |
4.8% |
1.15 |
1.2% |
19% |
False |
True |
55,527 |
20 |
103.66 |
98.00 |
5.66 |
5.7% |
1.09 |
1.1% |
16% |
False |
True |
58,539 |
40 |
103.66 |
96.62 |
7.04 |
7.1% |
1.01 |
1.0% |
32% |
False |
False |
52,673 |
60 |
103.66 |
93.98 |
9.68 |
9.8% |
1.01 |
1.0% |
51% |
False |
False |
48,656 |
80 |
103.66 |
92.30 |
11.36 |
11.5% |
1.01 |
1.0% |
58% |
False |
False |
45,479 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.62 |
2.618 |
101.87 |
1.618 |
100.80 |
1.000 |
100.14 |
0.618 |
99.73 |
HIGH |
99.07 |
0.618 |
98.66 |
0.500 |
98.54 |
0.382 |
98.41 |
LOW |
98.00 |
0.618 |
97.34 |
1.000 |
96.93 |
1.618 |
96.27 |
2.618 |
95.20 |
4.250 |
93.45 |
|
|
Fisher Pivots for day following 14-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
98.78 |
99.18 |
PP |
98.66 |
99.08 |
S1 |
98.54 |
98.99 |
|