NYMEX Light Sweet Crude Oil Future December 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 |
98.79 |
97.96 |
-0.83 |
-0.8% |
101.24 |
| High |
98.95 |
98.91 |
-0.04 |
0.0% |
101.30 |
| Low |
97.32 |
97.90 |
0.58 |
0.6% |
98.01 |
| Close |
97.93 |
98.55 |
0.62 |
0.6% |
98.42 |
| Range |
1.63 |
1.01 |
-0.62 |
-38.0% |
3.29 |
| ATR |
1.18 |
1.16 |
-0.01 |
-1.0% |
0.00 |
| Volume |
61,939 |
87,124 |
25,185 |
40.7% |
289,136 |
|
| Daily Pivots for day following 16-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.48 |
101.03 |
99.11 |
|
| R3 |
100.47 |
100.02 |
98.83 |
|
| R2 |
99.46 |
99.46 |
98.74 |
|
| R1 |
99.01 |
99.01 |
98.64 |
99.24 |
| PP |
98.45 |
98.45 |
98.45 |
98.57 |
| S1 |
98.00 |
98.00 |
98.46 |
98.23 |
| S2 |
97.44 |
97.44 |
98.36 |
|
| S3 |
96.43 |
96.99 |
98.27 |
|
| S4 |
95.42 |
95.98 |
97.99 |
|
|
| Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.11 |
107.06 |
100.23 |
|
| R3 |
105.82 |
103.77 |
99.32 |
|
| R2 |
102.53 |
102.53 |
99.02 |
|
| R1 |
100.48 |
100.48 |
98.72 |
99.86 |
| PP |
99.24 |
99.24 |
99.24 |
98.94 |
| S1 |
97.19 |
97.19 |
98.12 |
96.57 |
| S2 |
95.95 |
95.95 |
97.82 |
|
| S3 |
92.66 |
93.90 |
97.52 |
|
| S4 |
89.37 |
90.61 |
96.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
100.35 |
97.32 |
3.03 |
3.1% |
1.44 |
1.5% |
41% |
False |
False |
70,642 |
| 10 |
102.34 |
97.32 |
5.02 |
5.1% |
1.22 |
1.2% |
25% |
False |
False |
61,861 |
| 20 |
103.66 |
97.32 |
6.34 |
6.4% |
1.13 |
1.2% |
19% |
False |
False |
59,211 |
| 40 |
103.66 |
97.04 |
6.62 |
6.7% |
1.05 |
1.1% |
23% |
False |
False |
54,457 |
| 60 |
103.66 |
93.98 |
9.68 |
9.8% |
1.03 |
1.0% |
47% |
False |
False |
49,542 |
| 80 |
103.66 |
93.05 |
10.61 |
10.8% |
1.01 |
1.0% |
52% |
False |
False |
46,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.20 |
|
2.618 |
101.55 |
|
1.618 |
100.54 |
|
1.000 |
99.92 |
|
0.618 |
99.53 |
|
HIGH |
98.91 |
|
0.618 |
98.52 |
|
0.500 |
98.41 |
|
0.382 |
98.29 |
|
LOW |
97.90 |
|
0.618 |
97.28 |
|
1.000 |
96.89 |
|
1.618 |
96.27 |
|
2.618 |
95.26 |
|
4.250 |
93.61 |
|
|
| Fisher Pivots for day following 16-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
98.50 |
98.43 |
| PP |
98.45 |
98.31 |
| S1 |
98.41 |
98.20 |
|