NYMEX Light Sweet Crude Oil Future October 2014
| Trading Metrics calculated at close of trading on 23-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2014 |
23-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
101.61 |
100.84 |
-0.77 |
-0.8% |
99.48 |
| High |
102.20 |
101.82 |
-0.38 |
-0.4% |
101.92 |
| Low |
100.80 |
100.61 |
-0.19 |
-0.2% |
98.23 |
| Close |
101.23 |
101.65 |
0.42 |
0.4% |
100.94 |
| Range |
1.40 |
1.21 |
-0.19 |
-13.6% |
3.69 |
| ATR |
1.31 |
1.30 |
-0.01 |
-0.5% |
0.00 |
| Volume |
76,690 |
73,406 |
-3,284 |
-4.3% |
361,238 |
|
| Daily Pivots for day following 23-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.99 |
104.53 |
102.32 |
|
| R3 |
103.78 |
103.32 |
101.98 |
|
| R2 |
102.57 |
102.57 |
101.87 |
|
| R1 |
102.11 |
102.11 |
101.76 |
102.34 |
| PP |
101.36 |
101.36 |
101.36 |
101.48 |
| S1 |
100.90 |
100.90 |
101.54 |
101.13 |
| S2 |
100.15 |
100.15 |
101.43 |
|
| S3 |
98.94 |
99.69 |
101.32 |
|
| S4 |
97.73 |
98.48 |
100.98 |
|
|
| Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.43 |
109.88 |
102.97 |
|
| R3 |
107.74 |
106.19 |
101.95 |
|
| R2 |
104.05 |
104.05 |
101.62 |
|
| R1 |
102.50 |
102.50 |
101.28 |
103.28 |
| PP |
100.36 |
100.36 |
100.36 |
100.75 |
| S1 |
98.81 |
98.81 |
100.60 |
99.59 |
| S2 |
96.67 |
96.67 |
100.26 |
|
| S3 |
92.98 |
95.12 |
99.93 |
|
| S4 |
89.29 |
91.43 |
98.91 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.20 |
99.82 |
2.38 |
2.3% |
1.46 |
1.4% |
77% |
False |
False |
80,723 |
| 10 |
102.20 |
98.23 |
3.97 |
3.9% |
1.51 |
1.5% |
86% |
False |
False |
68,886 |
| 20 |
105.52 |
98.23 |
7.29 |
7.2% |
1.32 |
1.3% |
47% |
False |
False |
52,670 |
| 40 |
105.55 |
98.23 |
7.32 |
7.2% |
1.18 |
1.2% |
47% |
False |
False |
40,718 |
| 60 |
105.55 |
95.59 |
9.96 |
9.8% |
1.08 |
1.1% |
61% |
False |
False |
32,537 |
| 80 |
105.55 |
94.61 |
10.94 |
10.8% |
1.05 |
1.0% |
64% |
False |
False |
26,782 |
| 100 |
105.55 |
93.72 |
11.83 |
11.6% |
1.02 |
1.0% |
67% |
False |
False |
22,825 |
| 120 |
105.55 |
90.54 |
15.01 |
14.8% |
0.97 |
1.0% |
74% |
False |
False |
19,689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.96 |
|
2.618 |
104.99 |
|
1.618 |
103.78 |
|
1.000 |
103.03 |
|
0.618 |
102.57 |
|
HIGH |
101.82 |
|
0.618 |
101.36 |
|
0.500 |
101.22 |
|
0.382 |
101.07 |
|
LOW |
100.61 |
|
0.618 |
99.86 |
|
1.000 |
99.40 |
|
1.618 |
98.65 |
|
2.618 |
97.44 |
|
4.250 |
95.47 |
|
|
| Fisher Pivots for day following 23-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
101.51 |
101.55 |
| PP |
101.36 |
101.46 |
| S1 |
101.22 |
101.36 |
|