NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 22-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2014 |
22-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
98.90 |
99.76 |
0.86 |
0.9% |
98.19 |
High |
99.99 |
100.35 |
0.36 |
0.4% |
99.95 |
Low |
98.70 |
99.00 |
0.30 |
0.3% |
97.32 |
Close |
99.91 |
99.49 |
-0.42 |
-0.4% |
99.06 |
Range |
1.29 |
1.35 |
0.06 |
4.7% |
2.63 |
ATR |
1.20 |
1.21 |
0.01 |
0.9% |
0.00 |
Volume |
67,930 |
55,459 |
-12,471 |
-18.4% |
426,240 |
|
Daily Pivots for day following 22-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.66 |
102.93 |
100.23 |
|
R3 |
102.31 |
101.58 |
99.86 |
|
R2 |
100.96 |
100.96 |
99.74 |
|
R1 |
100.23 |
100.23 |
99.61 |
99.92 |
PP |
99.61 |
99.61 |
99.61 |
99.46 |
S1 |
98.88 |
98.88 |
99.37 |
98.57 |
S2 |
98.26 |
98.26 |
99.24 |
|
S3 |
96.91 |
97.53 |
99.12 |
|
S4 |
95.56 |
96.18 |
98.75 |
|
|
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 |
100.35 |
97.90 |
2.45 |
2.5% |
1.30 |
1.3% |
65% |
True |
False |
83,643 |
10 |
100.54 |
97.32 |
3.22 |
3.2% |
1.41 |
1.4% |
67% |
False |
False |
74,910 |
20 |
103.66 |
97.32 |
6.34 |
6.4% |
1.22 |
1.2% |
34% |
False |
False |
62,069 |
40 |
103.66 |
97.32 |
6.34 |
6.4% |
1.10 |
1.1% |
34% |
False |
False |
57,783 |
60 |
103.66 |
93.98 |
9.68 |
9.7% |
1.05 |
1.1% |
57% |
False |
False |
52,306 |
80 |
103.66 |
93.05 |
10.61 |
10.7% |
1.03 |
1.0% |
61% |
False |
False |
49,343 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.09 |
2.618 |
103.88 |
1.618 |
102.53 |
1.000 |
101.70 |
0.618 |
101.18 |
HIGH |
100.35 |
0.618 |
99.83 |
0.500 |
99.68 |
0.382 |
99.52 |
LOW |
99.00 |
0.618 |
98.17 |
1.000 |
97.65 |
1.618 |
96.82 |
2.618 |
95.47 |
4.250 |
93.26 |
|
|
Fisher Pivots for day following 22-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
99.68 |
99.53 |
PP |
99.61 |
99.51 |
S1 |
99.55 |
99.50 |
|