NYMEX Light Sweet Crude Oil Future October 2014
| Trading Metrics calculated at close of trading on 29-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2014 |
29-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
100.62 |
100.28 |
-0.34 |
-0.3% |
100.85 |
| High |
100.89 |
100.48 |
-0.41 |
-0.4% |
102.20 |
| Low |
99.64 |
99.22 |
-0.42 |
-0.4% |
99.83 |
| Close |
100.32 |
99.73 |
-0.59 |
-0.6% |
100.87 |
| Range |
1.25 |
1.26 |
0.01 |
0.8% |
2.37 |
| ATR |
1.30 |
1.30 |
0.00 |
-0.2% |
0.00 |
| Volume |
84,084 |
62,955 |
-21,129 |
-25.1% |
416,518 |
|
| Daily Pivots for day following 29-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.59 |
102.92 |
100.42 |
|
| R3 |
102.33 |
101.66 |
100.08 |
|
| R2 |
101.07 |
101.07 |
99.96 |
|
| R1 |
100.40 |
100.40 |
99.85 |
100.11 |
| PP |
99.81 |
99.81 |
99.81 |
99.66 |
| S1 |
99.14 |
99.14 |
99.61 |
98.85 |
| S2 |
98.55 |
98.55 |
99.50 |
|
| S3 |
97.29 |
97.88 |
99.38 |
|
| S4 |
96.03 |
96.62 |
99.04 |
|
|
| 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 |
101.82 |
99.22 |
2.60 |
2.6% |
1.26 |
1.3% |
20% |
False |
True |
82,696 |
| 10 |
102.20 |
99.03 |
3.17 |
3.2% |
1.36 |
1.4% |
22% |
False |
False |
81,469 |
| 20 |
104.46 |
98.23 |
6.23 |
6.2% |
1.34 |
1.3% |
24% |
False |
False |
63,397 |
| 40 |
105.55 |
98.23 |
7.32 |
7.3% |
1.21 |
1.2% |
20% |
False |
False |
47,636 |
| 60 |
105.55 |
95.59 |
9.96 |
10.0% |
1.11 |
1.1% |
42% |
False |
False |
37,314 |
| 80 |
105.55 |
95.59 |
9.96 |
10.0% |
1.06 |
1.1% |
42% |
False |
False |
30,674 |
| 100 |
105.55 |
93.72 |
11.83 |
11.9% |
1.03 |
1.0% |
51% |
False |
False |
25,897 |
| 120 |
105.55 |
92.47 |
13.08 |
13.1% |
0.99 |
1.0% |
56% |
False |
False |
22,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.84 |
|
2.618 |
103.78 |
|
1.618 |
102.52 |
|
1.000 |
101.74 |
|
0.618 |
101.26 |
|
HIGH |
100.48 |
|
0.618 |
100.00 |
|
0.500 |
99.85 |
|
0.382 |
99.70 |
|
LOW |
99.22 |
|
0.618 |
98.44 |
|
1.000 |
97.96 |
|
1.618 |
97.18 |
|
2.618 |
95.92 |
|
4.250 |
93.87 |
|
|
| Fisher Pivots for day following 29-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
99.85 |
100.20 |
| PP |
99.81 |
100.04 |
| S1 |
99.77 |
99.89 |
|