NYMEX Light Sweet Crude Oil Future September 2014
| 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 |
101.03 |
99.47 |
-1.56 |
-1.5% |
101.86 |
| High |
101.67 |
99.85 |
-1.82 |
-1.8% |
103.45 |
| Low |
99.42 |
97.60 |
-1.82 |
-1.8% |
101.00 |
| Close |
100.27 |
98.17 |
-2.10 |
-2.1% |
102.09 |
| Range |
2.25 |
2.25 |
0.00 |
0.0% |
2.45 |
| ATR |
1.46 |
1.55 |
0.09 |
5.9% |
0.00 |
| Volume |
263,974 |
335,785 |
71,811 |
27.2% |
1,305,000 |
|
| Daily Pivots for day following 31-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.29 |
103.98 |
99.41 |
|
| R3 |
103.04 |
101.73 |
98.79 |
|
| R2 |
100.79 |
100.79 |
98.58 |
|
| R1 |
99.48 |
99.48 |
98.38 |
99.01 |
| PP |
98.54 |
98.54 |
98.54 |
98.31 |
| S1 |
97.23 |
97.23 |
97.96 |
96.76 |
| S2 |
96.29 |
96.29 |
97.76 |
|
| S3 |
94.04 |
94.98 |
97.55 |
|
| S4 |
91.79 |
92.73 |
96.93 |
|
|
| Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.53 |
108.26 |
103.44 |
|
| R3 |
107.08 |
105.81 |
102.76 |
|
| R2 |
104.63 |
104.63 |
102.54 |
|
| R1 |
103.36 |
103.36 |
102.31 |
104.00 |
| PP |
102.18 |
102.18 |
102.18 |
102.50 |
| S1 |
100.91 |
100.91 |
101.87 |
101.55 |
| S2 |
99.73 |
99.73 |
101.64 |
|
| S3 |
97.28 |
98.46 |
101.42 |
|
| S4 |
94.83 |
96.01 |
100.74 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.53 |
97.60 |
4.93 |
5.0% |
1.74 |
1.8% |
12% |
False |
True |
268,110 |
| 10 |
103.45 |
97.60 |
5.85 |
6.0% |
1.60 |
1.6% |
10% |
False |
True |
257,838 |
| 20 |
103.63 |
97.60 |
6.03 |
6.1% |
1.53 |
1.6% |
9% |
False |
True |
200,220 |
| 40 |
106.64 |
97.60 |
9.04 |
9.2% |
1.37 |
1.4% |
6% |
False |
True |
134,443 |
| 60 |
106.64 |
97.26 |
9.38 |
9.6% |
1.24 |
1.3% |
10% |
False |
False |
101,950 |
| 80 |
106.64 |
96.43 |
10.21 |
10.4% |
1.18 |
1.2% |
17% |
False |
False |
83,634 |
| 100 |
106.64 |
94.34 |
12.30 |
12.5% |
1.17 |
1.2% |
31% |
False |
False |
70,862 |
| 120 |
106.64 |
94.34 |
12.30 |
12.5% |
1.14 |
1.2% |
31% |
False |
False |
61,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.41 |
|
2.618 |
105.74 |
|
1.618 |
103.49 |
|
1.000 |
102.10 |
|
0.618 |
101.24 |
|
HIGH |
99.85 |
|
0.618 |
98.99 |
|
0.500 |
98.73 |
|
0.382 |
98.46 |
|
LOW |
97.60 |
|
0.618 |
96.21 |
|
1.000 |
95.35 |
|
1.618 |
93.96 |
|
2.618 |
91.71 |
|
4.250 |
88.04 |
|
|
| Fisher Pivots for day following 31-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
98.73 |
99.72 |
| PP |
98.54 |
99.20 |
| S1 |
98.36 |
98.69 |
|