NYMEX Light Sweet Crude Oil Future January 2015
Trading Metrics calculated at close of trading on 16-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2014 |
16-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
98.34 |
97.51 |
-0.83 |
-0.8% |
100.52 |
High |
98.40 |
98.25 |
-0.15 |
-0.2% |
100.55 |
Low |
97.00 |
97.39 |
0.39 |
0.4% |
97.53 |
Close |
97.46 |
97.95 |
0.49 |
0.5% |
97.90 |
Range |
1.40 |
0.86 |
-0.54 |
-38.6% |
3.02 |
ATR |
1.02 |
1.01 |
-0.01 |
-1.1% |
0.00 |
Volume |
12,752 |
13,561 |
809 |
6.3% |
38,502 |
|
Daily Pivots for day following 16-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.44 |
100.06 |
98.42 |
|
R3 |
99.58 |
99.20 |
98.19 |
|
R2 |
98.72 |
98.72 |
98.11 |
|
R1 |
98.34 |
98.34 |
98.03 |
98.53 |
PP |
97.86 |
97.86 |
97.86 |
97.96 |
S1 |
97.48 |
97.48 |
97.87 |
97.67 |
S2 |
97.00 |
97.00 |
97.79 |
|
S3 |
96.14 |
96.62 |
97.71 |
|
S4 |
95.28 |
95.76 |
97.48 |
|
|
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 |
99.69 |
97.00 |
2.69 |
2.7% |
1.26 |
1.3% |
35% |
False |
False |
10,837 |
10 |
101.52 |
97.00 |
4.52 |
4.6% |
1.09 |
1.1% |
21% |
False |
False |
9,227 |
20 |
102.53 |
97.00 |
5.53 |
5.6% |
0.97 |
1.0% |
17% |
False |
False |
8,471 |
40 |
102.53 |
96.32 |
6.21 |
6.3% |
0.86 |
0.9% |
26% |
False |
False |
7,804 |
60 |
102.53 |
93.32 |
9.21 |
9.4% |
0.79 |
0.8% |
50% |
False |
False |
6,420 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.91 |
2.618 |
100.50 |
1.618 |
99.64 |
1.000 |
99.11 |
0.618 |
98.78 |
HIGH |
98.25 |
0.618 |
97.92 |
0.500 |
97.82 |
0.382 |
97.72 |
LOW |
97.39 |
0.618 |
96.86 |
1.000 |
96.53 |
1.618 |
96.00 |
2.618 |
95.14 |
4.250 |
93.74 |
|
|
Fisher Pivots for day following 16-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
97.91 |
97.90 |
PP |
97.86 |
97.84 |
S1 |
97.82 |
97.79 |
|