NYMEX Light Sweet Crude Oil Future January 2015
Trading Metrics calculated at close of trading on 17-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2014 |
17-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
97.51 |
97.99 |
0.48 |
0.5% |
100.52 |
High |
98.25 |
99.00 |
0.75 |
0.8% |
100.55 |
Low |
97.39 |
97.67 |
0.28 |
0.3% |
97.53 |
Close |
97.95 |
98.55 |
0.60 |
0.6% |
97.90 |
Range |
0.86 |
1.33 |
0.47 |
54.7% |
3.02 |
ATR |
1.01 |
1.03 |
0.02 |
2.2% |
0.00 |
Volume |
13,561 |
11,148 |
-2,413 |
-17.8% |
38,502 |
|
Daily Pivots for day following 17-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.40 |
101.80 |
99.28 |
|
R3 |
101.07 |
100.47 |
98.92 |
|
R2 |
99.74 |
99.74 |
98.79 |
|
R1 |
99.14 |
99.14 |
98.67 |
99.44 |
PP |
98.41 |
98.41 |
98.41 |
98.56 |
S1 |
97.81 |
97.81 |
98.43 |
98.11 |
S2 |
97.08 |
97.08 |
98.31 |
|
S3 |
95.75 |
96.48 |
98.18 |
|
S4 |
94.42 |
95.15 |
97.82 |
|
|
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 |
99.45 |
97.00 |
2.45 |
2.5% |
1.30 |
1.3% |
63% |
False |
False |
11,682 |
10 |
100.63 |
97.00 |
3.63 |
3.7% |
1.10 |
1.1% |
43% |
False |
False |
9,542 |
20 |
102.53 |
97.00 |
5.53 |
5.6% |
1.01 |
1.0% |
28% |
False |
False |
8,618 |
40 |
102.53 |
96.55 |
5.98 |
6.1% |
0.88 |
0.9% |
33% |
False |
False |
7,934 |
60 |
102.53 |
93.32 |
9.21 |
9.3% |
0.80 |
0.8% |
57% |
False |
False |
6,573 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.65 |
2.618 |
102.48 |
1.618 |
101.15 |
1.000 |
100.33 |
0.618 |
99.82 |
HIGH |
99.00 |
0.618 |
98.49 |
0.500 |
98.34 |
0.382 |
98.18 |
LOW |
97.67 |
0.618 |
96.85 |
1.000 |
96.34 |
1.618 |
95.52 |
2.618 |
94.19 |
4.250 |
92.02 |
|
|
Fisher Pivots for day following 17-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
98.48 |
98.37 |
PP |
98.41 |
98.18 |
S1 |
98.34 |
98.00 |
|