NYMEX Light Sweet Crude Oil Future November 2014
| Trading Metrics calculated at close of trading on 16-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2014 |
16-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
99.37 |
98.52 |
-0.85 |
-0.9% |
101.97 |
| High |
99.45 |
99.55 |
0.10 |
0.1% |
102.04 |
| Low |
97.79 |
98.52 |
0.73 |
0.7% |
98.62 |
| Close |
98.43 |
99.20 |
0.77 |
0.8% |
98.99 |
| Range |
1.66 |
1.03 |
-0.63 |
-38.0% |
3.42 |
| ATR |
1.16 |
1.15 |
0.00 |
-0.2% |
0.00 |
| Volume |
32,877 |
37,033 |
4,156 |
12.6% |
124,829 |
|
| Daily Pivots for day following 16-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.18 |
101.72 |
99.77 |
|
| R3 |
101.15 |
100.69 |
99.48 |
|
| R2 |
100.12 |
100.12 |
99.39 |
|
| R1 |
99.66 |
99.66 |
99.29 |
99.89 |
| PP |
99.09 |
99.09 |
99.09 |
99.21 |
| S1 |
98.63 |
98.63 |
99.11 |
98.86 |
| S2 |
98.06 |
98.06 |
99.01 |
|
| S3 |
97.03 |
97.60 |
98.92 |
|
| S4 |
96.00 |
96.57 |
98.63 |
|
|
| Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.14 |
107.99 |
100.87 |
|
| R3 |
106.72 |
104.57 |
99.93 |
|
| R2 |
103.30 |
103.30 |
99.62 |
|
| R1 |
101.15 |
101.15 |
99.30 |
100.52 |
| PP |
99.88 |
99.88 |
99.88 |
99.57 |
| S1 |
97.73 |
97.73 |
98.68 |
97.10 |
| S2 |
96.46 |
96.46 |
98.36 |
|
| S3 |
93.04 |
94.31 |
98.05 |
|
| S4 |
89.62 |
90.89 |
97.11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.99 |
97.79 |
3.20 |
3.2% |
1.44 |
1.4% |
44% |
False |
False |
33,305 |
| 10 |
103.12 |
97.79 |
5.33 |
5.4% |
1.22 |
1.2% |
26% |
False |
False |
28,121 |
| 20 |
104.44 |
97.79 |
6.65 |
6.7% |
1.11 |
1.1% |
21% |
False |
False |
24,512 |
| 40 |
104.44 |
97.79 |
6.65 |
6.7% |
1.02 |
1.0% |
21% |
False |
False |
19,911 |
| 60 |
104.44 |
94.76 |
9.68 |
9.8% |
0.95 |
1.0% |
46% |
False |
False |
15,996 |
| 80 |
104.44 |
93.88 |
10.56 |
10.6% |
0.90 |
0.9% |
50% |
False |
False |
13,388 |
| 100 |
104.44 |
93.00 |
11.44 |
11.5% |
0.85 |
0.9% |
54% |
False |
False |
11,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.93 |
|
2.618 |
102.25 |
|
1.618 |
101.22 |
|
1.000 |
100.58 |
|
0.618 |
100.19 |
|
HIGH |
99.55 |
|
0.618 |
99.16 |
|
0.500 |
99.04 |
|
0.382 |
98.91 |
|
LOW |
98.52 |
|
0.618 |
97.88 |
|
1.000 |
97.49 |
|
1.618 |
96.85 |
|
2.618 |
95.82 |
|
4.250 |
94.14 |
|
|
| Fisher Pivots for day following 16-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
99.15 |
99.03 |
| PP |
99.09 |
98.87 |
| S1 |
99.04 |
98.70 |
|