NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 30-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2014 |
30-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
98.57 |
98.24 |
-0.33 |
-0.3% |
98.90 |
High |
98.92 |
98.67 |
-0.25 |
-0.3% |
100.35 |
Low |
97.75 |
96.88 |
-0.87 |
-0.9% |
98.34 |
Close |
98.24 |
97.56 |
-0.68 |
-0.7% |
99.37 |
Range |
1.17 |
1.79 |
0.62 |
53.0% |
2.01 |
ATR |
1.20 |
1.25 |
0.04 |
3.5% |
0.00 |
Volume |
44,503 |
63,412 |
18,909 |
42.5% |
297,309 |
|
Daily Pivots for day following 30-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.07 |
102.11 |
98.54 |
|
R3 |
101.28 |
100.32 |
98.05 |
|
R2 |
99.49 |
99.49 |
97.89 |
|
R1 |
98.53 |
98.53 |
97.72 |
98.12 |
PP |
97.70 |
97.70 |
97.70 |
97.50 |
S1 |
96.74 |
96.74 |
97.40 |
96.33 |
S2 |
95.91 |
95.91 |
97.23 |
|
S3 |
94.12 |
94.95 |
97.07 |
|
S4 |
92.33 |
93.16 |
96.58 |
|
|
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 |
96.88 |
3.20 |
3.3% |
1.30 |
1.3% |
21% |
False |
True |
58,701 |
10 |
100.35 |
96.88 |
3.47 |
3.6% |
1.31 |
1.3% |
20% |
False |
True |
67,774 |
20 |
102.34 |
96.88 |
5.46 |
5.6% |
1.27 |
1.3% |
12% |
False |
True |
64,818 |
40 |
103.66 |
96.88 |
6.78 |
6.9% |
1.16 |
1.2% |
10% |
False |
True |
61,327 |
60 |
103.66 |
94.20 |
9.46 |
9.7% |
1.07 |
1.1% |
36% |
False |
False |
53,984 |
80 |
103.66 |
93.98 |
9.68 |
9.9% |
1.05 |
1.1% |
37% |
False |
False |
51,207 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.28 |
2.618 |
103.36 |
1.618 |
101.57 |
1.000 |
100.46 |
0.618 |
99.78 |
HIGH |
98.67 |
0.618 |
97.99 |
0.500 |
97.78 |
0.382 |
97.56 |
LOW |
96.88 |
0.618 |
95.77 |
1.000 |
95.09 |
1.618 |
93.98 |
2.618 |
92.19 |
4.250 |
89.27 |
|
|
Fisher Pivots for day following 30-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
97.78 |
98.12 |
PP |
97.70 |
97.93 |
S1 |
97.63 |
97.75 |
|