NYMEX Light Sweet Crude Oil Future January 2015
Trading Metrics calculated at close of trading on 23-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2014 |
23-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
99.02 |
98.55 |
-0.47 |
-0.5% |
97.74 |
High |
99.35 |
99.26 |
-0.09 |
-0.1% |
99.00 |
Low |
98.41 |
98.37 |
-0.04 |
0.0% |
97.00 |
Close |
98.76 |
99.24 |
0.48 |
0.5% |
98.19 |
Range |
0.94 |
0.89 |
-0.05 |
-5.3% |
2.00 |
ATR |
1.04 |
1.03 |
-0.01 |
-1.1% |
0.00 |
Volume |
13,388 |
18,228 |
4,840 |
36.2% |
84,760 |
|
Daily Pivots for day following 23-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.63 |
101.32 |
99.73 |
|
R3 |
100.74 |
100.43 |
99.48 |
|
R2 |
99.85 |
99.85 |
99.40 |
|
R1 |
99.54 |
99.54 |
99.32 |
99.70 |
PP |
98.96 |
98.96 |
98.96 |
99.03 |
S1 |
98.65 |
98.65 |
99.16 |
98.81 |
S2 |
98.07 |
98.07 |
99.08 |
|
S3 |
97.18 |
97.76 |
99.00 |
|
S4 |
96.29 |
96.87 |
98.75 |
|
|
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 |
97.67 |
1.68 |
1.7% |
1.10 |
1.1% |
93% |
False |
False |
19,446 |
10 |
99.69 |
97.00 |
2.69 |
2.7% |
1.18 |
1.2% |
83% |
False |
False |
15,141 |
20 |
102.53 |
97.00 |
5.53 |
5.6% |
1.05 |
1.1% |
41% |
False |
False |
11,657 |
40 |
102.53 |
96.55 |
5.98 |
6.0% |
0.93 |
0.9% |
45% |
False |
False |
9,668 |
60 |
102.53 |
93.32 |
9.21 |
9.3% |
0.83 |
0.8% |
64% |
False |
False |
7,768 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.04 |
2.618 |
101.59 |
1.618 |
100.70 |
1.000 |
100.15 |
0.618 |
99.81 |
HIGH |
99.26 |
0.618 |
98.92 |
0.500 |
98.82 |
0.382 |
98.71 |
LOW |
98.37 |
0.618 |
97.82 |
1.000 |
97.48 |
1.618 |
96.93 |
2.618 |
96.04 |
4.250 |
94.59 |
|
|
Fisher Pivots for day following 23-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
99.10 |
99.04 |
PP |
98.96 |
98.83 |
S1 |
98.82 |
98.63 |
|