NYMEX Light Sweet Crude Oil Future January 2015
Trading Metrics calculated at close of trading on 25-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2014 |
25-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
99.36 |
98.60 |
-0.76 |
-0.8% |
98.05 |
High |
99.36 |
98.82 |
-0.54 |
-0.5% |
99.36 |
Low |
98.33 |
97.75 |
-0.58 |
-0.6% |
97.75 |
Close |
98.47 |
98.76 |
0.29 |
0.3% |
98.76 |
Range |
1.03 |
1.07 |
0.04 |
3.9% |
1.61 |
ATR |
1.03 |
1.04 |
0.00 |
0.3% |
0.00 |
Volume |
21,085 |
8,878 |
-12,207 |
-57.9% |
80,483 |
|
Daily Pivots for day following 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.65 |
101.28 |
99.35 |
|
R3 |
100.58 |
100.21 |
99.05 |
|
R2 |
99.51 |
99.51 |
98.96 |
|
R1 |
99.14 |
99.14 |
98.86 |
99.33 |
PP |
98.44 |
98.44 |
98.44 |
98.54 |
S1 |
98.07 |
98.07 |
98.66 |
98.26 |
S2 |
97.37 |
97.37 |
98.56 |
|
S3 |
96.30 |
97.00 |
98.47 |
|
S4 |
95.23 |
95.93 |
98.17 |
|
|
Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.45 |
102.72 |
99.65 |
|
R3 |
101.84 |
101.11 |
99.20 |
|
R2 |
100.23 |
100.23 |
99.06 |
|
R1 |
99.50 |
99.50 |
98.91 |
99.87 |
PP |
98.62 |
98.62 |
98.62 |
98.81 |
S1 |
97.89 |
97.89 |
98.61 |
98.26 |
S2 |
97.01 |
97.01 |
98.46 |
|
S3 |
95.40 |
96.28 |
98.32 |
|
S4 |
93.79 |
94.67 |
97.87 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
99.36 |
97.75 |
1.61 |
1.6% |
1.04 |
1.1% |
63% |
False |
True |
16,096 |
10 |
99.36 |
97.00 |
2.36 |
2.4% |
1.08 |
1.1% |
75% |
False |
False |
16,524 |
20 |
101.88 |
97.00 |
4.88 |
4.9% |
1.03 |
1.0% |
36% |
False |
False |
11,983 |
40 |
102.53 |
96.55 |
5.98 |
6.1% |
0.94 |
1.0% |
37% |
False |
False |
10,282 |
60 |
102.53 |
93.32 |
9.21 |
9.3% |
0.84 |
0.8% |
59% |
False |
False |
8,148 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.37 |
2.618 |
101.62 |
1.618 |
100.55 |
1.000 |
99.89 |
0.618 |
99.48 |
HIGH |
98.82 |
0.618 |
98.41 |
0.500 |
98.29 |
0.382 |
98.16 |
LOW |
97.75 |
0.618 |
97.09 |
1.000 |
96.68 |
1.618 |
96.02 |
2.618 |
94.95 |
4.250 |
93.20 |
|
|
Fisher Pivots for day following 25-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
98.60 |
98.69 |
PP |
98.44 |
98.62 |
S1 |
98.29 |
98.56 |
|