NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 21-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2014 |
21-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
99.95 |
98.90 |
-1.05 |
-1.1% |
98.19 |
High |
99.95 |
99.99 |
0.04 |
0.0% |
99.95 |
Low |
98.74 |
98.70 |
-0.04 |
0.0% |
97.32 |
Close |
99.06 |
99.91 |
0.85 |
0.9% |
99.06 |
Range |
1.21 |
1.29 |
0.08 |
6.6% |
2.63 |
ATR |
1.20 |
1.20 |
0.01 |
0.5% |
0.00 |
Volume |
143,148 |
67,930 |
-75,218 |
-52.5% |
426,240 |
|
Daily Pivots for day following 21-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.40 |
102.95 |
100.62 |
|
R3 |
102.11 |
101.66 |
100.26 |
|
R2 |
100.82 |
100.82 |
100.15 |
|
R1 |
100.37 |
100.37 |
100.03 |
100.60 |
PP |
99.53 |
99.53 |
99.53 |
99.65 |
S1 |
99.08 |
99.08 |
99.79 |
99.31 |
S2 |
98.24 |
98.24 |
99.67 |
|
S3 |
96.95 |
97.79 |
99.56 |
|
S4 |
95.66 |
96.50 |
99.20 |
|
|
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 |
99.99 |
97.32 |
2.67 |
2.7% |
1.35 |
1.4% |
97% |
True |
False |
84,939 |
10 |
101.15 |
97.32 |
3.83 |
3.8% |
1.38 |
1.4% |
68% |
False |
False |
74,238 |
20 |
103.66 |
97.32 |
6.34 |
6.3% |
1.22 |
1.2% |
41% |
False |
False |
61,889 |
40 |
103.66 |
97.32 |
6.34 |
6.3% |
1.09 |
1.1% |
41% |
False |
False |
57,266 |
60 |
103.66 |
93.98 |
9.68 |
9.7% |
1.05 |
1.0% |
61% |
False |
False |
52,166 |
80 |
103.66 |
93.05 |
10.61 |
10.6% |
1.03 |
1.0% |
65% |
False |
False |
49,009 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.47 |
2.618 |
103.37 |
1.618 |
102.08 |
1.000 |
101.28 |
0.618 |
100.79 |
HIGH |
99.99 |
0.618 |
99.50 |
0.500 |
99.35 |
0.382 |
99.19 |
LOW |
98.70 |
0.618 |
97.90 |
1.000 |
97.41 |
1.618 |
96.61 |
2.618 |
95.32 |
4.250 |
93.22 |
|
|
Fisher Pivots for day following 21-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
99.72 |
99.66 |
PP |
99.53 |
99.40 |
S1 |
99.35 |
99.15 |
|