NYMEX Light Sweet Crude Oil Future January 2015
Trading Metrics calculated at close of trading on 31-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2014 |
31-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
97.61 |
96.27 |
-1.34 |
-1.4% |
98.05 |
High |
98.03 |
96.80 |
-1.23 |
-1.3% |
99.36 |
Low |
96.38 |
95.22 |
-1.16 |
-1.2% |
97.75 |
Close |
97.01 |
95.79 |
-1.22 |
-1.3% |
98.76 |
Range |
1.65 |
1.58 |
-0.07 |
-4.2% |
1.61 |
ATR |
1.08 |
1.13 |
0.05 |
4.7% |
0.00 |
Volume |
12,299 |
11,314 |
-985 |
-8.0% |
80,483 |
|
Daily Pivots for day following 31-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.68 |
99.81 |
96.66 |
|
R3 |
99.10 |
98.23 |
96.22 |
|
R2 |
97.52 |
97.52 |
96.08 |
|
R1 |
96.65 |
96.65 |
95.93 |
96.30 |
PP |
95.94 |
95.94 |
95.94 |
95.76 |
S1 |
95.07 |
95.07 |
95.65 |
94.72 |
S2 |
94.36 |
94.36 |
95.50 |
|
S3 |
92.78 |
93.49 |
95.36 |
|
S4 |
91.20 |
91.91 |
94.92 |
|
|
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 |
98.82 |
95.22 |
3.60 |
3.8% |
1.27 |
1.3% |
16% |
False |
True |
12,098 |
10 |
99.36 |
95.22 |
4.14 |
4.3% |
1.16 |
1.2% |
14% |
False |
True |
16,765 |
20 |
100.63 |
95.22 |
5.41 |
5.6% |
1.13 |
1.2% |
11% |
False |
True |
13,154 |
40 |
102.53 |
95.22 |
7.31 |
7.6% |
1.02 |
1.1% |
8% |
False |
True |
11,051 |
60 |
102.53 |
93.73 |
8.80 |
9.2% |
0.88 |
0.9% |
23% |
False |
False |
8,768 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.52 |
2.618 |
100.94 |
1.618 |
99.36 |
1.000 |
98.38 |
0.618 |
97.78 |
HIGH |
96.80 |
0.618 |
96.20 |
0.500 |
96.01 |
0.382 |
95.82 |
LOW |
95.22 |
0.618 |
94.24 |
1.000 |
93.64 |
1.618 |
92.66 |
2.618 |
91.08 |
4.250 |
88.51 |
|
|
Fisher Pivots for day following 31-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
96.01 |
96.66 |
PP |
95.94 |
96.37 |
S1 |
95.86 |
96.08 |
|