NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 17-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2014 |
17-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
97.96 |
98.55 |
0.59 |
0.6% |
101.24 |
High |
98.91 |
99.92 |
1.01 |
1.0% |
101.30 |
Low |
97.90 |
98.30 |
0.40 |
0.4% |
98.01 |
Close |
98.55 |
99.39 |
0.84 |
0.9% |
98.42 |
Range |
1.01 |
1.62 |
0.61 |
60.4% |
3.29 |
ATR |
1.16 |
1.20 |
0.03 |
2.8% |
0.00 |
Volume |
87,124 |
64,556 |
-22,568 |
-25.9% |
289,136 |
|
Daily Pivots for day following 17-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.06 |
103.35 |
100.28 |
|
R3 |
102.44 |
101.73 |
99.84 |
|
R2 |
100.82 |
100.82 |
99.69 |
|
R1 |
100.11 |
100.11 |
99.54 |
100.47 |
PP |
99.20 |
99.20 |
99.20 |
99.38 |
S1 |
98.49 |
98.49 |
99.24 |
98.85 |
S2 |
97.58 |
97.58 |
99.09 |
|
S3 |
95.96 |
96.87 |
98.94 |
|
S4 |
94.34 |
95.25 |
98.50 |
|
|
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 |
100.18 |
97.32 |
2.86 |
2.9% |
1.50 |
1.5% |
72% |
False |
False |
71,471 |
10 |
101.34 |
97.32 |
4.02 |
4.0% |
1.26 |
1.3% |
51% |
False |
False |
62,776 |
20 |
103.66 |
97.32 |
6.34 |
6.4% |
1.19 |
1.2% |
33% |
False |
False |
59,479 |
40 |
103.66 |
97.32 |
6.34 |
6.4% |
1.07 |
1.1% |
33% |
False |
False |
55,052 |
60 |
103.66 |
93.98 |
9.68 |
9.7% |
1.03 |
1.0% |
56% |
False |
False |
50,264 |
80 |
103.66 |
93.05 |
10.61 |
10.7% |
1.02 |
1.0% |
60% |
False |
False |
46,931 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.81 |
2.618 |
104.16 |
1.618 |
102.54 |
1.000 |
101.54 |
0.618 |
100.92 |
HIGH |
99.92 |
0.618 |
99.30 |
0.500 |
99.11 |
0.382 |
98.92 |
LOW |
98.30 |
0.618 |
97.30 |
1.000 |
96.68 |
1.618 |
95.68 |
2.618 |
94.06 |
4.250 |
91.42 |
|
|
Fisher Pivots for day following 17-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
99.30 |
99.13 |
PP |
99.20 |
98.88 |
S1 |
99.11 |
98.62 |
|