NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 23-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2014 |
23-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
99.76 |
99.09 |
-0.67 |
-0.7% |
98.19 |
High |
100.35 |
100.05 |
-0.30 |
-0.3% |
99.95 |
Low |
99.00 |
98.86 |
-0.14 |
-0.1% |
97.32 |
Close |
99.49 |
99.95 |
0.46 |
0.5% |
99.06 |
Range |
1.35 |
1.19 |
-0.16 |
-11.9% |
2.63 |
ATR |
1.21 |
1.21 |
0.00 |
-0.1% |
0.00 |
Volume |
55,459 |
53,145 |
-2,314 |
-4.2% |
426,240 |
|
Daily Pivots for day following 23-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.19 |
102.76 |
100.60 |
|
R3 |
102.00 |
101.57 |
100.28 |
|
R2 |
100.81 |
100.81 |
100.17 |
|
R1 |
100.38 |
100.38 |
100.06 |
100.60 |
PP |
99.62 |
99.62 |
99.62 |
99.73 |
S1 |
99.19 |
99.19 |
99.84 |
99.41 |
S2 |
98.43 |
98.43 |
99.73 |
|
S3 |
97.24 |
98.00 |
99.62 |
|
S4 |
96.05 |
96.81 |
99.30 |
|
|
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 |
98.30 |
2.05 |
2.1% |
1.33 |
1.3% |
80% |
False |
False |
76,847 |
10 |
100.35 |
97.32 |
3.03 |
3.0% |
1.39 |
1.4% |
87% |
False |
False |
73,745 |
20 |
103.66 |
97.32 |
6.34 |
6.3% |
1.22 |
1.2% |
41% |
False |
False |
62,836 |
40 |
103.66 |
97.32 |
6.34 |
6.3% |
1.12 |
1.1% |
41% |
False |
False |
58,360 |
60 |
103.66 |
93.98 |
9.68 |
9.7% |
1.05 |
1.0% |
62% |
False |
False |
52,513 |
80 |
103.66 |
93.05 |
10.61 |
10.6% |
1.04 |
1.0% |
65% |
False |
False |
49,492 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.11 |
2.618 |
103.17 |
1.618 |
101.98 |
1.000 |
101.24 |
0.618 |
100.79 |
HIGH |
100.05 |
0.618 |
99.60 |
0.500 |
99.46 |
0.382 |
99.31 |
LOW |
98.86 |
0.618 |
98.12 |
1.000 |
97.67 |
1.618 |
96.93 |
2.618 |
95.74 |
4.250 |
93.80 |
|
|
Fisher Pivots for day following 23-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
99.79 |
99.81 |
PP |
99.62 |
99.67 |
S1 |
99.46 |
99.53 |
|