NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 15-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2014 |
15-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
98.19 |
98.79 |
0.60 |
0.6% |
101.24 |
High |
99.07 |
98.95 |
-0.12 |
-0.1% |
101.30 |
Low |
98.00 |
97.32 |
-0.68 |
-0.7% |
98.01 |
Close |
98.90 |
97.93 |
-0.97 |
-1.0% |
98.42 |
Range |
1.07 |
1.63 |
0.56 |
52.3% |
3.29 |
ATR |
1.14 |
1.18 |
0.03 |
3.1% |
0.00 |
Volume |
69,473 |
61,939 |
-7,534 |
-10.8% |
289,136 |
|
Daily Pivots for day following 15-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.96 |
102.07 |
98.83 |
|
R3 |
101.33 |
100.44 |
98.38 |
|
R2 |
99.70 |
99.70 |
98.23 |
|
R1 |
98.81 |
98.81 |
98.08 |
98.44 |
PP |
98.07 |
98.07 |
98.07 |
97.88 |
S1 |
97.18 |
97.18 |
97.78 |
96.81 |
S2 |
96.44 |
96.44 |
97.63 |
|
S3 |
94.81 |
95.55 |
97.48 |
|
S4 |
93.18 |
93.92 |
97.03 |
|
|
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 |
100.54 |
97.32 |
3.22 |
3.3% |
1.51 |
1.5% |
19% |
False |
True |
66,177 |
10 |
102.71 |
97.32 |
5.39 |
5.5% |
1.23 |
1.3% |
11% |
False |
True |
58,508 |
20 |
103.66 |
97.32 |
6.34 |
6.5% |
1.14 |
1.2% |
10% |
False |
True |
57,914 |
40 |
103.66 |
96.98 |
6.68 |
6.8% |
1.04 |
1.1% |
14% |
False |
False |
53,003 |
60 |
103.66 |
93.98 |
9.68 |
9.9% |
1.02 |
1.0% |
41% |
False |
False |
48,685 |
80 |
103.66 |
92.49 |
11.17 |
11.4% |
1.02 |
1.0% |
49% |
False |
False |
45,844 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.88 |
2.618 |
103.22 |
1.618 |
101.59 |
1.000 |
100.58 |
0.618 |
99.96 |
HIGH |
98.95 |
0.618 |
98.33 |
0.500 |
98.14 |
0.382 |
97.94 |
LOW |
97.32 |
0.618 |
96.31 |
1.000 |
95.69 |
1.618 |
94.68 |
2.618 |
93.05 |
4.250 |
90.39 |
|
|
Fisher Pivots for day following 15-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
98.14 |
98.75 |
PP |
98.07 |
98.48 |
S1 |
98.00 |
98.20 |
|