NYMEX Light Sweet Crude Oil Future December 2014
| Trading Metrics calculated at close of trading on 31-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2014 |
31-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
98.24 |
96.85 |
-1.39 |
-1.4% |
98.90 |
| High |
98.67 |
97.34 |
-1.33 |
-1.3% |
100.35 |
| Low |
96.88 |
95.58 |
-1.30 |
-1.3% |
98.34 |
| Close |
97.56 |
96.21 |
-1.35 |
-1.4% |
99.37 |
| Range |
1.79 |
1.76 |
-0.03 |
-1.7% |
2.01 |
| ATR |
1.25 |
1.30 |
0.05 |
4.2% |
0.00 |
| Volume |
63,412 |
58,321 |
-5,091 |
-8.0% |
297,309 |
|
| Daily Pivots for day following 31-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.66 |
100.69 |
97.18 |
|
| R3 |
99.90 |
98.93 |
96.69 |
|
| R2 |
98.14 |
98.14 |
96.53 |
|
| R1 |
97.17 |
97.17 |
96.37 |
96.78 |
| PP |
96.38 |
96.38 |
96.38 |
96.18 |
| S1 |
95.41 |
95.41 |
96.05 |
95.02 |
| S2 |
94.62 |
94.62 |
95.89 |
|
| S3 |
92.86 |
93.65 |
95.73 |
|
| S4 |
91.10 |
91.89 |
95.24 |
|
|
| Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.38 |
104.39 |
100.48 |
|
| R3 |
103.37 |
102.38 |
99.92 |
|
| R2 |
101.36 |
101.36 |
99.74 |
|
| R1 |
100.37 |
100.37 |
99.55 |
100.87 |
| PP |
99.35 |
99.35 |
99.35 |
99.60 |
| S1 |
98.36 |
98.36 |
99.19 |
98.86 |
| S2 |
97.34 |
97.34 |
99.00 |
|
| S3 |
95.33 |
96.35 |
98.82 |
|
| S4 |
93.32 |
94.34 |
98.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.51 |
95.58 |
3.93 |
4.1% |
1.43 |
1.5% |
16% |
False |
True |
55,792 |
| 10 |
100.35 |
95.58 |
4.77 |
5.0% |
1.33 |
1.4% |
13% |
False |
True |
67,151 |
| 20 |
101.34 |
95.58 |
5.76 |
6.0% |
1.29 |
1.3% |
11% |
False |
True |
64,963 |
| 40 |
103.66 |
95.58 |
8.08 |
8.4% |
1.18 |
1.2% |
8% |
False |
True |
61,843 |
| 60 |
103.66 |
94.31 |
9.35 |
9.7% |
1.08 |
1.1% |
20% |
False |
False |
54,539 |
| 80 |
103.66 |
93.98 |
9.68 |
10.1% |
1.06 |
1.1% |
23% |
False |
False |
51,418 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.82 |
|
2.618 |
101.95 |
|
1.618 |
100.19 |
|
1.000 |
99.10 |
|
0.618 |
98.43 |
|
HIGH |
97.34 |
|
0.618 |
96.67 |
|
0.500 |
96.46 |
|
0.382 |
96.25 |
|
LOW |
95.58 |
|
0.618 |
94.49 |
|
1.000 |
93.82 |
|
1.618 |
92.73 |
|
2.618 |
90.97 |
|
4.250 |
88.10 |
|
|
| Fisher Pivots for day following 31-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
96.46 |
97.25 |
| PP |
96.38 |
96.90 |
| S1 |
96.29 |
96.56 |
|