NYMEX Light Sweet Crude Oil Future January 2015
| Trading Metrics calculated at close of trading on 24-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2014 |
24-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
98.55 |
99.36 |
0.81 |
0.8% |
97.74 |
| High |
99.26 |
99.36 |
0.10 |
0.1% |
99.00 |
| Low |
98.37 |
98.33 |
-0.04 |
0.0% |
97.00 |
| Close |
99.24 |
98.47 |
-0.77 |
-0.8% |
98.19 |
| Range |
0.89 |
1.03 |
0.14 |
15.7% |
2.00 |
| ATR |
1.03 |
1.03 |
0.00 |
0.0% |
0.00 |
| Volume |
18,228 |
21,085 |
2,857 |
15.7% |
84,760 |
|
| Daily Pivots for day following 24-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.81 |
101.17 |
99.04 |
|
| R3 |
100.78 |
100.14 |
98.75 |
|
| R2 |
99.75 |
99.75 |
98.66 |
|
| R1 |
99.11 |
99.11 |
98.56 |
98.92 |
| PP |
98.72 |
98.72 |
98.72 |
98.62 |
| S1 |
98.08 |
98.08 |
98.38 |
97.89 |
| S2 |
97.69 |
97.69 |
98.28 |
|
| S3 |
96.66 |
97.05 |
98.19 |
|
| S4 |
95.63 |
96.02 |
97.90 |
|
|
| Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.06 |
103.13 |
99.29 |
|
| R3 |
102.06 |
101.13 |
98.74 |
|
| R2 |
100.06 |
100.06 |
98.56 |
|
| R1 |
99.13 |
99.13 |
98.37 |
99.60 |
| PP |
98.06 |
98.06 |
98.06 |
98.30 |
| S1 |
97.13 |
97.13 |
98.01 |
97.60 |
| S2 |
96.06 |
96.06 |
97.82 |
|
| S3 |
94.06 |
95.13 |
97.64 |
|
| S4 |
92.06 |
93.13 |
97.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.36 |
97.90 |
1.46 |
1.5% |
1.04 |
1.1% |
39% |
True |
False |
21,433 |
| 10 |
99.45 |
97.00 |
2.45 |
2.5% |
1.17 |
1.2% |
60% |
False |
False |
16,558 |
| 20 |
102.15 |
97.00 |
5.15 |
5.2% |
1.04 |
1.1% |
29% |
False |
False |
12,245 |
| 40 |
102.53 |
96.55 |
5.98 |
6.1% |
0.93 |
0.9% |
32% |
False |
False |
10,117 |
| 60 |
102.53 |
93.32 |
9.21 |
9.4% |
0.83 |
0.8% |
56% |
False |
False |
8,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.74 |
|
2.618 |
102.06 |
|
1.618 |
101.03 |
|
1.000 |
100.39 |
|
0.618 |
100.00 |
|
HIGH |
99.36 |
|
0.618 |
98.97 |
|
0.500 |
98.85 |
|
0.382 |
98.72 |
|
LOW |
98.33 |
|
0.618 |
97.69 |
|
1.000 |
97.30 |
|
1.618 |
96.66 |
|
2.618 |
95.63 |
|
4.250 |
93.95 |
|
|
| Fisher Pivots for day following 24-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
98.85 |
98.85 |
| PP |
98.72 |
98.72 |
| S1 |
98.60 |
98.60 |
|