NYMEX Light Sweet Crude Oil Future January 2015
Trading Metrics calculated at close of trading on 22-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2014 |
22-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
98.05 |
99.02 |
0.97 |
1.0% |
97.74 |
High |
99.18 |
99.35 |
0.17 |
0.2% |
99.00 |
Low |
97.90 |
98.41 |
0.51 |
0.5% |
97.00 |
Close |
99.12 |
98.76 |
-0.36 |
-0.4% |
98.19 |
Range |
1.28 |
0.94 |
-0.34 |
-26.6% |
2.00 |
ATR |
1.05 |
1.04 |
-0.01 |
-0.8% |
0.00 |
Volume |
18,904 |
13,388 |
-5,516 |
-29.2% |
84,760 |
|
Daily Pivots for day following 22-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.66 |
101.15 |
99.28 |
|
R3 |
100.72 |
100.21 |
99.02 |
|
R2 |
99.78 |
99.78 |
98.93 |
|
R1 |
99.27 |
99.27 |
98.85 |
99.06 |
PP |
98.84 |
98.84 |
98.84 |
98.73 |
S1 |
98.33 |
98.33 |
98.67 |
98.12 |
S2 |
97.90 |
97.90 |
98.59 |
|
S3 |
96.96 |
97.39 |
98.50 |
|
S4 |
96.02 |
96.45 |
98.24 |
|
|
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 |
99.35 |
97.39 |
1.96 |
2.0% |
1.09 |
1.1% |
70% |
True |
False |
18,512 |
10 |
99.83 |
97.00 |
2.83 |
2.9% |
1.21 |
1.2% |
62% |
False |
False |
14,251 |
20 |
102.53 |
97.00 |
5.53 |
5.6% |
1.06 |
1.1% |
32% |
False |
False |
11,000 |
40 |
102.53 |
96.55 |
5.98 |
6.1% |
0.92 |
0.9% |
37% |
False |
False |
9,272 |
60 |
102.53 |
93.32 |
9.21 |
9.3% |
0.83 |
0.8% |
59% |
False |
False |
7,513 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.35 |
2.618 |
101.81 |
1.618 |
100.87 |
1.000 |
100.29 |
0.618 |
99.93 |
HIGH |
99.35 |
0.618 |
98.99 |
0.500 |
98.88 |
0.382 |
98.77 |
LOW |
98.41 |
0.618 |
97.83 |
1.000 |
97.47 |
1.618 |
96.89 |
2.618 |
95.95 |
4.250 |
94.42 |
|
|
Fisher Pivots for day following 22-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
98.88 |
98.72 |
PP |
98.84 |
98.67 |
S1 |
98.80 |
98.63 |
|