NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 24-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2014 |
24-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
99.09 |
99.98 |
0.89 |
0.9% |
98.19 |
High |
100.05 |
100.08 |
0.03 |
0.0% |
99.95 |
Low |
98.86 |
98.97 |
0.11 |
0.1% |
97.32 |
Close |
99.95 |
99.12 |
-0.83 |
-0.8% |
99.06 |
Range |
1.19 |
1.11 |
-0.08 |
-6.7% |
2.63 |
ATR |
1.21 |
1.21 |
-0.01 |
-0.6% |
0.00 |
Volume |
53,145 |
72,864 |
19,719 |
37.1% |
426,240 |
|
Daily Pivots for day following 24-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.72 |
102.03 |
99.73 |
|
R3 |
101.61 |
100.92 |
99.43 |
|
R2 |
100.50 |
100.50 |
99.32 |
|
R1 |
99.81 |
99.81 |
99.22 |
99.60 |
PP |
99.39 |
99.39 |
99.39 |
99.29 |
S1 |
98.70 |
98.70 |
99.02 |
98.49 |
S2 |
98.28 |
98.28 |
98.92 |
|
S3 |
97.17 |
97.59 |
98.81 |
|
S4 |
96.06 |
96.48 |
98.51 |
|
|
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 |
98.70 |
1.65 |
1.7% |
1.23 |
1.2% |
25% |
False |
False |
78,509 |
10 |
100.35 |
97.32 |
3.03 |
3.1% |
1.37 |
1.4% |
59% |
False |
False |
74,990 |
20 |
103.07 |
97.32 |
5.75 |
5.8% |
1.20 |
1.2% |
31% |
False |
False |
64,396 |
40 |
103.66 |
97.32 |
6.34 |
6.4% |
1.11 |
1.1% |
28% |
False |
False |
59,353 |
60 |
103.66 |
93.98 |
9.68 |
9.8% |
1.05 |
1.1% |
53% |
False |
False |
53,127 |
80 |
103.66 |
93.05 |
10.61 |
10.7% |
1.04 |
1.1% |
57% |
False |
False |
50,044 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.80 |
2.618 |
102.99 |
1.618 |
101.88 |
1.000 |
101.19 |
0.618 |
100.77 |
HIGH |
100.08 |
0.618 |
99.66 |
0.500 |
99.53 |
0.382 |
99.39 |
LOW |
98.97 |
0.618 |
98.28 |
1.000 |
97.86 |
1.618 |
97.17 |
2.618 |
96.06 |
4.250 |
94.25 |
|
|
Fisher Pivots for day following 24-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
99.53 |
99.61 |
PP |
99.39 |
99.44 |
S1 |
99.26 |
99.28 |
|