NYMEX Light Sweet Crude Oil Future October 2014
| Trading Metrics calculated at close of trading on 28-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2014 |
28-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
100.75 |
100.62 |
-0.13 |
-0.1% |
100.85 |
| High |
101.18 |
100.89 |
-0.29 |
-0.3% |
102.20 |
| Low |
99.83 |
99.64 |
-0.19 |
-0.2% |
99.83 |
| Close |
100.87 |
100.32 |
-0.55 |
-0.5% |
100.87 |
| Range |
1.35 |
1.25 |
-0.10 |
-7.4% |
2.37 |
| ATR |
1.30 |
1.30 |
0.00 |
-0.3% |
0.00 |
| Volume |
71,721 |
84,084 |
12,363 |
17.2% |
416,518 |
|
| Daily Pivots for day following 28-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.03 |
103.43 |
101.01 |
|
| R3 |
102.78 |
102.18 |
100.66 |
|
| R2 |
101.53 |
101.53 |
100.55 |
|
| R1 |
100.93 |
100.93 |
100.43 |
100.61 |
| PP |
100.28 |
100.28 |
100.28 |
100.12 |
| S1 |
99.68 |
99.68 |
100.21 |
99.36 |
| S2 |
99.03 |
99.03 |
100.09 |
|
| S3 |
97.78 |
98.43 |
99.98 |
|
| S4 |
96.53 |
97.18 |
99.63 |
|
|
| Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.08 |
106.84 |
102.17 |
|
| R3 |
105.71 |
104.47 |
101.52 |
|
| R2 |
103.34 |
103.34 |
101.30 |
|
| R1 |
102.10 |
102.10 |
101.09 |
102.72 |
| PP |
100.97 |
100.97 |
100.97 |
101.28 |
| S1 |
99.73 |
99.73 |
100.65 |
100.35 |
| S2 |
98.60 |
98.60 |
100.44 |
|
| S3 |
96.23 |
97.36 |
100.22 |
|
| S4 |
93.86 |
94.99 |
99.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.20 |
99.64 |
2.56 |
2.6% |
1.29 |
1.3% |
27% |
False |
True |
85,443 |
| 10 |
102.20 |
98.23 |
3.97 |
4.0% |
1.41 |
1.4% |
53% |
False |
False |
80,831 |
| 20 |
104.46 |
98.23 |
6.23 |
6.2% |
1.32 |
1.3% |
34% |
False |
False |
61,070 |
| 40 |
105.55 |
98.23 |
7.32 |
7.3% |
1.20 |
1.2% |
29% |
False |
False |
46,487 |
| 60 |
105.55 |
95.59 |
9.96 |
9.9% |
1.10 |
1.1% |
47% |
False |
False |
36,540 |
| 80 |
105.55 |
94.94 |
10.61 |
10.6% |
1.06 |
1.1% |
51% |
False |
False |
29,979 |
| 100 |
105.55 |
93.72 |
11.83 |
11.8% |
1.02 |
1.0% |
56% |
False |
False |
25,364 |
| 120 |
105.55 |
91.38 |
14.17 |
14.1% |
0.98 |
1.0% |
63% |
False |
False |
21,926 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.20 |
|
2.618 |
104.16 |
|
1.618 |
102.91 |
|
1.000 |
102.14 |
|
0.618 |
101.66 |
|
HIGH |
100.89 |
|
0.618 |
100.41 |
|
0.500 |
100.27 |
|
0.382 |
100.12 |
|
LOW |
99.64 |
|
0.618 |
98.87 |
|
1.000 |
98.39 |
|
1.618 |
97.62 |
|
2.618 |
96.37 |
|
4.250 |
94.33 |
|
|
| Fisher Pivots for day following 28-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
100.30 |
100.72 |
| PP |
100.28 |
100.59 |
| S1 |
100.27 |
100.45 |
|