NYMEX Light Sweet Crude Oil Future January 2015
Trading Metrics calculated at close of trading on 14-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2014 |
14-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
99.42 |
97.74 |
-1.68 |
-1.7% |
100.52 |
High |
99.45 |
98.58 |
-0.87 |
-0.9% |
100.55 |
Low |
97.53 |
97.59 |
0.06 |
0.1% |
97.53 |
Close |
97.90 |
98.43 |
0.53 |
0.5% |
97.90 |
Range |
1.92 |
0.99 |
-0.93 |
-48.4% |
3.02 |
ATR |
0.99 |
0.99 |
0.00 |
0.0% |
0.00 |
Volume |
9,215 |
11,737 |
2,522 |
27.4% |
38,502 |
|
Daily Pivots for day following 14-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.17 |
100.79 |
98.97 |
|
R3 |
100.18 |
99.80 |
98.70 |
|
R2 |
99.19 |
99.19 |
98.61 |
|
R1 |
98.81 |
98.81 |
98.52 |
99.00 |
PP |
98.20 |
98.20 |
98.20 |
98.30 |
S1 |
97.82 |
97.82 |
98.34 |
98.01 |
S2 |
97.21 |
97.21 |
98.25 |
|
S3 |
96.22 |
96.83 |
98.16 |
|
S4 |
95.23 |
95.84 |
97.89 |
|
|
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 |
100.38 |
97.53 |
2.85 |
2.9% |
1.24 |
1.3% |
32% |
False |
False |
8,661 |
10 |
101.87 |
97.53 |
4.34 |
4.4% |
1.02 |
1.0% |
21% |
False |
False |
7,818 |
20 |
102.53 |
97.53 |
5.00 |
5.1% |
0.93 |
0.9% |
18% |
False |
False |
8,144 |
40 |
102.53 |
96.06 |
6.47 |
6.6% |
0.82 |
0.8% |
37% |
False |
False |
7,315 |
60 |
102.53 |
93.32 |
9.21 |
9.4% |
0.77 |
0.8% |
55% |
False |
False |
6,085 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.79 |
2.618 |
101.17 |
1.618 |
100.18 |
1.000 |
99.57 |
0.618 |
99.19 |
HIGH |
98.58 |
0.618 |
98.20 |
0.500 |
98.09 |
0.382 |
97.97 |
LOW |
97.59 |
0.618 |
96.98 |
1.000 |
96.60 |
1.618 |
95.99 |
2.618 |
95.00 |
4.250 |
93.38 |
|
|
Fisher Pivots for day following 14-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
98.32 |
98.61 |
PP |
98.20 |
98.55 |
S1 |
98.09 |
98.49 |
|