NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 29-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2014 |
29-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
99.21 |
98.57 |
-0.64 |
-0.6% |
98.90 |
High |
99.36 |
98.92 |
-0.44 |
-0.4% |
100.35 |
Low |
98.12 |
97.75 |
-0.37 |
-0.4% |
98.34 |
Close |
98.66 |
98.24 |
-0.42 |
-0.4% |
99.37 |
Range |
1.24 |
1.17 |
-0.07 |
-5.6% |
2.01 |
ATR |
1.21 |
1.20 |
0.00 |
-0.2% |
0.00 |
Volume |
64,817 |
44,503 |
-20,314 |
-31.3% |
297,309 |
|
Daily Pivots for day following 29-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.81 |
101.20 |
98.88 |
|
R3 |
100.64 |
100.03 |
98.56 |
|
R2 |
99.47 |
99.47 |
98.45 |
|
R1 |
98.86 |
98.86 |
98.35 |
98.58 |
PP |
98.30 |
98.30 |
98.30 |
98.17 |
S1 |
97.69 |
97.69 |
98.13 |
97.41 |
S2 |
97.13 |
97.13 |
98.03 |
|
S3 |
95.96 |
96.52 |
97.92 |
|
S4 |
94.79 |
95.35 |
97.60 |
|
|
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 |
100.08 |
97.75 |
2.33 |
2.4% |
1.18 |
1.2% |
21% |
False |
True |
56,648 |
10 |
100.35 |
97.75 |
2.60 |
2.6% |
1.24 |
1.3% |
19% |
False |
True |
70,145 |
20 |
102.71 |
97.32 |
5.39 |
5.5% |
1.23 |
1.3% |
17% |
False |
False |
64,327 |
40 |
103.66 |
97.32 |
6.34 |
6.5% |
1.13 |
1.2% |
15% |
False |
False |
60,559 |
60 |
103.66 |
93.98 |
9.68 |
9.9% |
1.06 |
1.1% |
44% |
False |
False |
53,541 |
80 |
103.66 |
93.98 |
9.68 |
9.9% |
1.04 |
1.1% |
44% |
False |
False |
50,736 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.89 |
2.618 |
101.98 |
1.618 |
100.81 |
1.000 |
100.09 |
0.618 |
99.64 |
HIGH |
98.92 |
0.618 |
98.47 |
0.500 |
98.34 |
0.382 |
98.20 |
LOW |
97.75 |
0.618 |
97.03 |
1.000 |
96.58 |
1.618 |
95.86 |
2.618 |
94.69 |
4.250 |
92.78 |
|
|
Fisher Pivots for day following 29-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
98.34 |
98.63 |
PP |
98.30 |
98.50 |
S1 |
98.27 |
98.37 |
|