NYMEX Light Sweet Crude Oil Future January 2015
Trading Metrics calculated at close of trading on 11-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2014 |
11-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
98.64 |
99.42 |
0.78 |
0.8% |
100.52 |
High |
99.69 |
99.45 |
-0.24 |
-0.2% |
100.55 |
Low |
98.56 |
97.53 |
-1.03 |
-1.0% |
97.53 |
Close |
99.67 |
97.90 |
-1.77 |
-1.8% |
97.90 |
Range |
1.13 |
1.92 |
0.79 |
69.9% |
3.02 |
ATR |
0.90 |
0.99 |
0.09 |
9.8% |
0.00 |
Volume |
6,924 |
9,215 |
2,291 |
33.1% |
38,502 |
|
Daily Pivots for day following 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.05 |
102.90 |
98.96 |
|
R3 |
102.13 |
100.98 |
98.43 |
|
R2 |
100.21 |
100.21 |
98.25 |
|
R1 |
99.06 |
99.06 |
98.08 |
98.68 |
PP |
98.29 |
98.29 |
98.29 |
98.10 |
S1 |
97.14 |
97.14 |
97.72 |
96.76 |
S2 |
96.37 |
96.37 |
97.55 |
|
S3 |
94.45 |
95.22 |
97.37 |
|
S4 |
92.53 |
93.30 |
96.84 |
|
|
Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.72 |
105.83 |
99.56 |
|
R3 |
104.70 |
102.81 |
98.73 |
|
R2 |
101.68 |
101.68 |
98.45 |
|
R1 |
99.79 |
99.79 |
98.18 |
99.23 |
PP |
98.66 |
98.66 |
98.66 |
98.38 |
S1 |
96.77 |
96.77 |
97.62 |
96.21 |
S2 |
95.64 |
95.64 |
97.35 |
|
S3 |
92.62 |
93.75 |
97.07 |
|
S4 |
89.60 |
90.73 |
96.24 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.55 |
97.53 |
3.02 |
3.1% |
1.19 |
1.2% |
12% |
False |
True |
7,700 |
10 |
101.88 |
97.53 |
4.35 |
4.4% |
0.98 |
1.0% |
9% |
False |
True |
7,442 |
20 |
102.53 |
97.53 |
5.00 |
5.1% |
0.94 |
1.0% |
7% |
False |
True |
8,108 |
40 |
102.53 |
95.74 |
6.79 |
6.9% |
0.80 |
0.8% |
32% |
False |
False |
7,112 |
60 |
102.53 |
93.32 |
9.21 |
9.4% |
0.76 |
0.8% |
50% |
False |
False |
5,922 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.61 |
2.618 |
104.48 |
1.618 |
102.56 |
1.000 |
101.37 |
0.618 |
100.64 |
HIGH |
99.45 |
0.618 |
98.72 |
0.500 |
98.49 |
0.382 |
98.26 |
LOW |
97.53 |
0.618 |
96.34 |
1.000 |
95.61 |
1.618 |
94.42 |
2.618 |
92.50 |
4.250 |
89.37 |
|
|
Fisher Pivots for day following 11-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
98.49 |
98.68 |
PP |
98.29 |
98.42 |
S1 |
98.10 |
98.16 |
|