NYMEX Light Sweet Crude Oil Future January 2015
Trading Metrics calculated at close of trading on 30-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2014 |
30-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
97.91 |
97.61 |
-0.30 |
-0.3% |
98.05 |
High |
98.09 |
98.03 |
-0.06 |
-0.1% |
99.36 |
Low |
97.19 |
96.38 |
-0.81 |
-0.8% |
97.75 |
Close |
97.65 |
97.01 |
-0.64 |
-0.7% |
98.76 |
Range |
0.90 |
1.65 |
0.75 |
83.3% |
1.61 |
ATR |
1.04 |
1.08 |
0.04 |
4.2% |
0.00 |
Volume |
12,725 |
12,299 |
-426 |
-3.3% |
80,483 |
|
Daily Pivots for day following 30-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.09 |
101.20 |
97.92 |
|
R3 |
100.44 |
99.55 |
97.46 |
|
R2 |
98.79 |
98.79 |
97.31 |
|
R1 |
97.90 |
97.90 |
97.16 |
97.52 |
PP |
97.14 |
97.14 |
97.14 |
96.95 |
S1 |
96.25 |
96.25 |
96.86 |
95.87 |
S2 |
95.49 |
95.49 |
96.71 |
|
S3 |
93.84 |
94.60 |
96.56 |
|
S4 |
92.19 |
92.95 |
96.10 |
|
|
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 |
96.38 |
2.98 |
3.1% |
1.16 |
1.2% |
21% |
False |
True |
14,052 |
10 |
99.36 |
96.38 |
2.98 |
3.1% |
1.13 |
1.2% |
21% |
False |
True |
16,749 |
20 |
101.52 |
96.38 |
5.14 |
5.3% |
1.11 |
1.1% |
12% |
False |
True |
12,988 |
40 |
102.53 |
96.38 |
6.15 |
6.3% |
1.00 |
1.0% |
10% |
False |
True |
11,044 |
60 |
102.53 |
93.44 |
9.09 |
9.4% |
0.86 |
0.9% |
39% |
False |
False |
8,606 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.04 |
2.618 |
102.35 |
1.618 |
100.70 |
1.000 |
99.68 |
0.618 |
99.05 |
HIGH |
98.03 |
0.618 |
97.40 |
0.500 |
97.21 |
0.382 |
97.01 |
LOW |
96.38 |
0.618 |
95.36 |
1.000 |
94.73 |
1.618 |
93.71 |
2.618 |
92.06 |
4.250 |
89.37 |
|
|
Fisher Pivots for day following 30-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
97.21 |
97.55 |
PP |
97.14 |
97.37 |
S1 |
97.08 |
97.19 |
|