NYMEX Light Sweet Crude Oil Future October 2014
| Trading Metrics calculated at close of trading on 14-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2014 |
14-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
101.53 |
99.48 |
-2.05 |
-2.0% |
102.81 |
| High |
101.60 |
100.18 |
-1.42 |
-1.4% |
102.84 |
| Low |
99.26 |
99.12 |
-0.14 |
-0.1% |
99.26 |
| Close |
99.64 |
99.93 |
0.29 |
0.3% |
99.64 |
| Range |
2.34 |
1.06 |
-1.28 |
-54.7% |
3.58 |
| ATR |
1.21 |
1.20 |
-0.01 |
-0.9% |
0.00 |
| Volume |
54,025 |
53,530 |
-495 |
-0.9% |
215,178 |
|
| Daily Pivots for day following 14-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.92 |
102.49 |
100.51 |
|
| R3 |
101.86 |
101.43 |
100.22 |
|
| R2 |
100.80 |
100.80 |
100.12 |
|
| R1 |
100.37 |
100.37 |
100.03 |
100.59 |
| PP |
99.74 |
99.74 |
99.74 |
99.85 |
| S1 |
99.31 |
99.31 |
99.83 |
99.53 |
| S2 |
98.68 |
98.68 |
99.74 |
|
| S3 |
97.62 |
98.25 |
99.64 |
|
| S4 |
96.56 |
97.19 |
99.35 |
|
|
| Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.32 |
109.06 |
101.61 |
|
| R3 |
107.74 |
105.48 |
100.62 |
|
| R2 |
104.16 |
104.16 |
100.30 |
|
| R1 |
101.90 |
101.90 |
99.97 |
101.24 |
| PP |
100.58 |
100.58 |
100.58 |
100.25 |
| S1 |
98.32 |
98.32 |
99.31 |
97.66 |
| S2 |
97.00 |
97.00 |
98.98 |
|
| S3 |
93.42 |
94.74 |
98.66 |
|
| S4 |
89.84 |
91.16 |
97.67 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.82 |
99.12 |
3.70 |
3.7% |
1.48 |
1.5% |
22% |
False |
True |
47,376 |
| 10 |
104.46 |
99.12 |
5.34 |
5.3% |
1.23 |
1.2% |
15% |
False |
True |
41,310 |
| 20 |
105.55 |
99.12 |
6.43 |
6.4% |
1.16 |
1.2% |
13% |
False |
True |
38,905 |
| 40 |
105.55 |
98.40 |
7.15 |
7.2% |
1.06 |
1.1% |
21% |
False |
False |
30,826 |
| 60 |
105.55 |
95.59 |
9.96 |
10.0% |
1.02 |
1.0% |
44% |
False |
False |
25,022 |
| 80 |
105.55 |
93.85 |
11.70 |
11.7% |
1.00 |
1.0% |
52% |
False |
False |
20,756 |
| 100 |
105.55 |
93.72 |
11.83 |
11.8% |
0.97 |
1.0% |
52% |
False |
False |
17,887 |
| 120 |
105.55 |
90.54 |
15.01 |
15.0% |
0.92 |
0.9% |
63% |
False |
False |
15,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.69 |
|
2.618 |
102.96 |
|
1.618 |
101.90 |
|
1.000 |
101.24 |
|
0.618 |
100.84 |
|
HIGH |
100.18 |
|
0.618 |
99.78 |
|
0.500 |
99.65 |
|
0.382 |
99.52 |
|
LOW |
99.12 |
|
0.618 |
98.46 |
|
1.000 |
98.06 |
|
1.618 |
97.40 |
|
2.618 |
96.34 |
|
4.250 |
94.62 |
|
|
| Fisher Pivots for day following 14-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
99.84 |
100.44 |
| PP |
99.74 |
100.27 |
| S1 |
99.65 |
100.10 |
|