NYMEX Light Sweet Crude Oil Future January 2015
Trading Metrics calculated at close of trading on 29-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2014 |
29-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
98.36 |
97.91 |
-0.45 |
-0.5% |
98.05 |
High |
98.71 |
98.09 |
-0.62 |
-0.6% |
99.36 |
Low |
97.54 |
97.19 |
-0.35 |
-0.4% |
97.75 |
Close |
98.01 |
97.65 |
-0.36 |
-0.4% |
98.76 |
Range |
1.17 |
0.90 |
-0.27 |
-23.1% |
1.61 |
ATR |
1.05 |
1.04 |
-0.01 |
-1.0% |
0.00 |
Volume |
15,274 |
12,725 |
-2,549 |
-16.7% |
80,483 |
|
Daily Pivots for day following 29-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.34 |
99.90 |
98.15 |
|
R3 |
99.44 |
99.00 |
97.90 |
|
R2 |
98.54 |
98.54 |
97.82 |
|
R1 |
98.10 |
98.10 |
97.73 |
97.87 |
PP |
97.64 |
97.64 |
97.64 |
97.53 |
S1 |
97.20 |
97.20 |
97.57 |
96.97 |
S2 |
96.74 |
96.74 |
97.49 |
|
S3 |
95.84 |
96.30 |
97.40 |
|
S4 |
94.94 |
95.40 |
97.16 |
|
|
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 |
97.19 |
2.17 |
2.2% |
1.01 |
1.0% |
21% |
False |
True |
15,238 |
10 |
99.36 |
97.19 |
2.17 |
2.2% |
1.05 |
1.1% |
21% |
False |
True |
16,875 |
20 |
101.87 |
97.00 |
4.87 |
5.0% |
1.07 |
1.1% |
13% |
False |
False |
12,693 |
40 |
102.53 |
96.55 |
5.98 |
6.1% |
0.97 |
1.0% |
18% |
False |
False |
10,857 |
60 |
102.53 |
93.41 |
9.12 |
9.3% |
0.85 |
0.9% |
46% |
False |
False |
8,447 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.92 |
2.618 |
100.45 |
1.618 |
99.55 |
1.000 |
98.99 |
0.618 |
98.65 |
HIGH |
98.09 |
0.618 |
97.75 |
0.500 |
97.64 |
0.382 |
97.53 |
LOW |
97.19 |
0.618 |
96.63 |
1.000 |
96.29 |
1.618 |
95.73 |
2.618 |
94.83 |
4.250 |
93.37 |
|
|
Fisher Pivots for day following 29-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
97.65 |
98.01 |
PP |
97.64 |
97.89 |
S1 |
97.64 |
97.77 |
|