NYMEX Light Sweet Crude Oil Future August 2014
| Trading Metrics calculated at close of trading on 01-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2014 |
01-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
105.69 |
105.44 |
-0.25 |
-0.2% |
107.42 |
| High |
105.76 |
106.09 |
0.33 |
0.3% |
107.50 |
| Low |
104.66 |
104.60 |
-0.06 |
-0.1% |
105.03 |
| Close |
105.37 |
105.34 |
-0.03 |
0.0% |
105.74 |
| Range |
1.10 |
1.49 |
0.39 |
35.5% |
2.47 |
| ATR |
1.25 |
1.27 |
0.02 |
1.3% |
0.00 |
| Volume |
215,334 |
221,685 |
6,351 |
2.9% |
924,441 |
|
| Daily Pivots for day following 01-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.81 |
109.07 |
106.16 |
|
| R3 |
108.32 |
107.58 |
105.75 |
|
| R2 |
106.83 |
106.83 |
105.61 |
|
| R1 |
106.09 |
106.09 |
105.48 |
105.72 |
| PP |
105.34 |
105.34 |
105.34 |
105.16 |
| S1 |
104.60 |
104.60 |
105.20 |
104.23 |
| S2 |
103.85 |
103.85 |
105.07 |
|
| S3 |
102.36 |
103.11 |
104.93 |
|
| S4 |
100.87 |
101.62 |
104.52 |
|
|
| Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.50 |
112.09 |
107.10 |
|
| R3 |
111.03 |
109.62 |
106.42 |
|
| R2 |
108.56 |
108.56 |
106.19 |
|
| R1 |
107.15 |
107.15 |
105.97 |
106.62 |
| PP |
106.09 |
106.09 |
106.09 |
105.83 |
| S1 |
104.68 |
104.68 |
105.51 |
104.15 |
| S2 |
103.62 |
103.62 |
105.29 |
|
| S3 |
101.15 |
102.21 |
105.06 |
|
| S4 |
98.68 |
99.74 |
104.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.50 |
104.60 |
2.90 |
2.8% |
1.45 |
1.4% |
26% |
False |
True |
202,156 |
| 10 |
107.50 |
104.60 |
2.90 |
2.8% |
1.35 |
1.3% |
26% |
False |
True |
212,176 |
| 20 |
107.50 |
100.93 |
6.57 |
6.2% |
1.30 |
1.2% |
67% |
False |
False |
165,367 |
| 40 |
107.50 |
97.67 |
9.83 |
9.3% |
1.17 |
1.1% |
78% |
False |
False |
109,882 |
| 60 |
107.50 |
97.30 |
10.20 |
9.7% |
1.15 |
1.1% |
79% |
False |
False |
83,303 |
| 80 |
107.50 |
95.06 |
12.44 |
11.8% |
1.17 |
1.1% |
83% |
False |
False |
66,787 |
| 100 |
107.50 |
93.99 |
13.51 |
12.8% |
1.15 |
1.1% |
84% |
False |
False |
55,719 |
| 120 |
107.50 |
89.73 |
17.77 |
16.9% |
1.11 |
1.1% |
88% |
False |
False |
47,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.42 |
|
2.618 |
109.99 |
|
1.618 |
108.50 |
|
1.000 |
107.58 |
|
0.618 |
107.01 |
|
HIGH |
106.09 |
|
0.618 |
105.52 |
|
0.500 |
105.35 |
|
0.382 |
105.17 |
|
LOW |
104.60 |
|
0.618 |
103.68 |
|
1.000 |
103.11 |
|
1.618 |
102.19 |
|
2.618 |
100.70 |
|
4.250 |
98.27 |
|
|
| Fisher Pivots for day following 01-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
105.35 |
105.40 |
| PP |
105.34 |
105.38 |
| S1 |
105.34 |
105.36 |
|