NYMEX Light Sweet Crude Oil Future January 2015
Trading Metrics calculated at close of trading on 21-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2014 |
21-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
99.00 |
98.05 |
-0.95 |
-1.0% |
97.74 |
High |
99.00 |
99.18 |
0.18 |
0.2% |
99.00 |
Low |
97.96 |
97.90 |
-0.06 |
-0.1% |
97.00 |
Close |
98.19 |
99.12 |
0.93 |
0.9% |
98.19 |
Range |
1.04 |
1.28 |
0.24 |
23.1% |
2.00 |
ATR |
1.04 |
1.05 |
0.02 |
1.7% |
0.00 |
Volume |
35,562 |
18,904 |
-16,658 |
-46.8% |
84,760 |
|
Daily Pivots for day following 21-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.57 |
102.13 |
99.82 |
|
R3 |
101.29 |
100.85 |
99.47 |
|
R2 |
100.01 |
100.01 |
99.35 |
|
R1 |
99.57 |
99.57 |
99.24 |
99.79 |
PP |
98.73 |
98.73 |
98.73 |
98.85 |
S1 |
98.29 |
98.29 |
99.00 |
98.51 |
S2 |
97.45 |
97.45 |
98.89 |
|
S3 |
96.17 |
97.01 |
98.77 |
|
S4 |
94.89 |
95.73 |
98.42 |
|
|
Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.06 |
103.13 |
99.29 |
|
R3 |
102.06 |
101.13 |
98.74 |
|
R2 |
100.06 |
100.06 |
98.56 |
|
R1 |
99.13 |
99.13 |
98.37 |
99.60 |
PP |
98.06 |
98.06 |
98.06 |
98.30 |
S1 |
97.13 |
97.13 |
98.01 |
97.60 |
S2 |
96.06 |
96.06 |
97.82 |
|
S3 |
94.06 |
95.13 |
97.64 |
|
S4 |
92.06 |
93.13 |
97.09 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
99.18 |
97.00 |
2.18 |
2.2% |
1.18 |
1.2% |
97% |
True |
False |
18,385 |
10 |
100.38 |
97.00 |
3.38 |
3.4% |
1.21 |
1.2% |
63% |
False |
False |
13,523 |
20 |
102.53 |
97.00 |
5.53 |
5.6% |
1.07 |
1.1% |
38% |
False |
False |
10,668 |
40 |
102.53 |
96.55 |
5.98 |
6.0% |
0.91 |
0.9% |
43% |
False |
False |
9,000 |
60 |
102.53 |
93.32 |
9.21 |
9.3% |
0.83 |
0.8% |
63% |
False |
False |
7,355 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.62 |
2.618 |
102.53 |
1.618 |
101.25 |
1.000 |
100.46 |
0.618 |
99.97 |
HIGH |
99.18 |
0.618 |
98.69 |
0.500 |
98.54 |
0.382 |
98.39 |
LOW |
97.90 |
0.618 |
97.11 |
1.000 |
96.62 |
1.618 |
95.83 |
2.618 |
94.55 |
4.250 |
92.46 |
|
|
Fisher Pivots for day following 21-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
98.93 |
98.89 |
PP |
98.73 |
98.66 |
S1 |
98.54 |
98.43 |
|