NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 18-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2014 |
18-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
98.55 |
99.95 |
1.40 |
1.4% |
98.19 |
High |
99.92 |
99.95 |
0.03 |
0.0% |
99.95 |
Low |
98.30 |
98.74 |
0.44 |
0.4% |
97.32 |
Close |
99.39 |
99.06 |
-0.33 |
-0.3% |
99.06 |
Range |
1.62 |
1.21 |
-0.41 |
-25.3% |
2.63 |
ATR |
1.20 |
1.20 |
0.00 |
0.1% |
0.00 |
Volume |
64,556 |
143,148 |
78,592 |
121.7% |
426,240 |
|
Daily Pivots for day following 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.88 |
102.18 |
99.73 |
|
R3 |
101.67 |
100.97 |
99.39 |
|
R2 |
100.46 |
100.46 |
99.28 |
|
R1 |
99.76 |
99.76 |
99.17 |
99.51 |
PP |
99.25 |
99.25 |
99.25 |
99.12 |
S1 |
98.55 |
98.55 |
98.95 |
98.30 |
S2 |
98.04 |
98.04 |
98.84 |
|
S3 |
96.83 |
97.34 |
98.73 |
|
S4 |
95.62 |
96.13 |
98.39 |
|
|
Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.67 |
105.49 |
100.51 |
|
R3 |
104.04 |
102.86 |
99.78 |
|
R2 |
101.41 |
101.41 |
99.54 |
|
R1 |
100.23 |
100.23 |
99.30 |
100.82 |
PP |
98.78 |
98.78 |
98.78 |
99.07 |
S1 |
97.60 |
97.60 |
98.82 |
98.19 |
S2 |
96.15 |
96.15 |
98.58 |
|
S3 |
93.52 |
94.97 |
98.34 |
|
S4 |
90.89 |
92.34 |
97.61 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
99.95 |
97.32 |
2.63 |
2.7% |
1.31 |
1.3% |
66% |
True |
False |
85,248 |
10 |
101.30 |
97.32 |
3.98 |
4.0% |
1.33 |
1.3% |
44% |
False |
False |
71,537 |
20 |
103.66 |
97.32 |
6.34 |
6.4% |
1.19 |
1.2% |
27% |
False |
False |
62,691 |
40 |
103.66 |
97.32 |
6.34 |
6.4% |
1.06 |
1.1% |
27% |
False |
False |
57,419 |
60 |
103.66 |
93.98 |
9.68 |
9.8% |
1.04 |
1.0% |
52% |
False |
False |
51,850 |
80 |
103.66 |
93.05 |
10.61 |
10.7% |
1.02 |
1.0% |
57% |
False |
False |
48,458 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.09 |
2.618 |
103.12 |
1.618 |
101.91 |
1.000 |
101.16 |
0.618 |
100.70 |
HIGH |
99.95 |
0.618 |
99.49 |
0.500 |
99.35 |
0.382 |
99.20 |
LOW |
98.74 |
0.618 |
97.99 |
1.000 |
97.53 |
1.618 |
96.78 |
2.618 |
95.57 |
4.250 |
93.60 |
|
|
Fisher Pivots for day following 18-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
99.35 |
99.02 |
PP |
99.25 |
98.97 |
S1 |
99.16 |
98.93 |
|