NYMEX Light Sweet Crude Oil Future January 2015
Trading Metrics calculated at close of trading on 28-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2014 |
28-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
98.60 |
98.36 |
-0.24 |
-0.2% |
98.05 |
High |
98.82 |
98.71 |
-0.11 |
-0.1% |
99.36 |
Low |
97.75 |
97.54 |
-0.21 |
-0.2% |
97.75 |
Close |
98.76 |
98.01 |
-0.75 |
-0.8% |
98.76 |
Range |
1.07 |
1.17 |
0.10 |
9.3% |
1.61 |
ATR |
1.04 |
1.05 |
0.01 |
1.3% |
0.00 |
Volume |
8,878 |
15,274 |
6,396 |
72.0% |
80,483 |
|
Daily Pivots for day following 28-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.60 |
100.97 |
98.65 |
|
R3 |
100.43 |
99.80 |
98.33 |
|
R2 |
99.26 |
99.26 |
98.22 |
|
R1 |
98.63 |
98.63 |
98.12 |
98.36 |
PP |
98.09 |
98.09 |
98.09 |
97.95 |
S1 |
97.46 |
97.46 |
97.90 |
97.19 |
S2 |
96.92 |
96.92 |
97.80 |
|
S3 |
95.75 |
96.29 |
97.69 |
|
S4 |
94.58 |
95.12 |
97.37 |
|
|
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 |
97.54 |
1.82 |
1.9% |
1.02 |
1.0% |
26% |
False |
True |
15,370 |
10 |
99.36 |
97.00 |
2.36 |
2.4% |
1.10 |
1.1% |
43% |
False |
False |
16,878 |
20 |
101.87 |
97.00 |
4.87 |
5.0% |
1.06 |
1.1% |
21% |
False |
False |
12,348 |
40 |
102.53 |
96.55 |
5.98 |
6.1% |
0.96 |
1.0% |
24% |
False |
False |
10,608 |
60 |
102.53 |
93.41 |
9.12 |
9.3% |
0.84 |
0.9% |
50% |
False |
False |
8,325 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.68 |
2.618 |
101.77 |
1.618 |
100.60 |
1.000 |
99.88 |
0.618 |
99.43 |
HIGH |
98.71 |
0.618 |
98.26 |
0.500 |
98.13 |
0.382 |
97.99 |
LOW |
97.54 |
0.618 |
96.82 |
1.000 |
96.37 |
1.618 |
95.65 |
2.618 |
94.48 |
4.250 |
92.57 |
|
|
Fisher Pivots for day following 28-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
98.13 |
98.45 |
PP |
98.09 |
98.30 |
S1 |
98.05 |
98.16 |
|