NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 28-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2014 |
28-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
99.25 |
99.21 |
-0.04 |
0.0% |
98.90 |
High |
99.51 |
99.36 |
-0.15 |
-0.2% |
100.35 |
Low |
98.34 |
98.12 |
-0.22 |
-0.2% |
98.34 |
Close |
99.37 |
98.66 |
-0.71 |
-0.7% |
99.37 |
Range |
1.17 |
1.24 |
0.07 |
6.0% |
2.01 |
ATR |
1.20 |
1.21 |
0.00 |
0.3% |
0.00 |
Volume |
47,911 |
64,817 |
16,906 |
35.3% |
297,309 |
|
Daily Pivots for day following 28-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.43 |
101.79 |
99.34 |
|
R3 |
101.19 |
100.55 |
99.00 |
|
R2 |
99.95 |
99.95 |
98.89 |
|
R1 |
99.31 |
99.31 |
98.77 |
99.01 |
PP |
98.71 |
98.71 |
98.71 |
98.57 |
S1 |
98.07 |
98.07 |
98.55 |
97.77 |
S2 |
97.47 |
97.47 |
98.43 |
|
S3 |
96.23 |
96.83 |
98.32 |
|
S4 |
94.99 |
95.59 |
97.98 |
|
|
Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.38 |
104.39 |
100.48 |
|
R3 |
103.37 |
102.38 |
99.92 |
|
R2 |
101.36 |
101.36 |
99.74 |
|
R1 |
100.37 |
100.37 |
99.55 |
100.87 |
PP |
99.35 |
99.35 |
99.35 |
99.60 |
S1 |
98.36 |
98.36 |
99.19 |
98.86 |
S2 |
97.34 |
97.34 |
99.00 |
|
S3 |
95.33 |
96.35 |
98.82 |
|
S4 |
93.32 |
94.34 |
98.26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.35 |
98.12 |
2.23 |
2.3% |
1.21 |
1.2% |
24% |
False |
True |
58,839 |
10 |
100.35 |
97.32 |
3.03 |
3.1% |
1.28 |
1.3% |
44% |
False |
False |
71,889 |
20 |
102.71 |
97.32 |
5.39 |
5.5% |
1.22 |
1.2% |
25% |
False |
False |
63,708 |
40 |
103.66 |
97.32 |
6.34 |
6.4% |
1.13 |
1.1% |
21% |
False |
False |
60,149 |
60 |
103.66 |
93.98 |
9.68 |
9.8% |
1.05 |
1.1% |
48% |
False |
False |
53,463 |
80 |
103.66 |
93.26 |
10.40 |
10.5% |
1.04 |
1.1% |
52% |
False |
False |
50,660 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.63 |
2.618 |
102.61 |
1.618 |
101.37 |
1.000 |
100.60 |
0.618 |
100.13 |
HIGH |
99.36 |
0.618 |
98.89 |
0.500 |
98.74 |
0.382 |
98.59 |
LOW |
98.12 |
0.618 |
97.35 |
1.000 |
96.88 |
1.618 |
96.11 |
2.618 |
94.87 |
4.250 |
92.85 |
|
|
Fisher Pivots for day following 28-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
98.74 |
99.10 |
PP |
98.71 |
98.95 |
S1 |
98.69 |
98.81 |
|