NYMEX Light Sweet Crude Oil Future August 2014
| Trading Metrics calculated at close of trading on 02-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2014 |
02-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
105.44 |
105.21 |
-0.23 |
-0.2% |
107.42 |
| High |
106.09 |
105.53 |
-0.56 |
-0.5% |
107.50 |
| Low |
104.60 |
104.10 |
-0.50 |
-0.5% |
105.03 |
| Close |
105.34 |
104.48 |
-0.86 |
-0.8% |
105.74 |
| Range |
1.49 |
1.43 |
-0.06 |
-4.0% |
2.47 |
| ATR |
1.27 |
1.28 |
0.01 |
0.9% |
0.00 |
| Volume |
221,685 |
240,067 |
18,382 |
8.3% |
924,441 |
|
| Daily Pivots for day following 02-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.99 |
108.17 |
105.27 |
|
| R3 |
107.56 |
106.74 |
104.87 |
|
| R2 |
106.13 |
106.13 |
104.74 |
|
| R1 |
105.31 |
105.31 |
104.61 |
105.01 |
| PP |
104.70 |
104.70 |
104.70 |
104.55 |
| S1 |
103.88 |
103.88 |
104.35 |
103.58 |
| S2 |
103.27 |
103.27 |
104.22 |
|
| S3 |
101.84 |
102.45 |
104.09 |
|
| S4 |
100.41 |
101.02 |
103.69 |
|
|
| 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 |
106.81 |
104.10 |
2.71 |
2.6% |
1.33 |
1.3% |
14% |
False |
True |
200,356 |
| 10 |
107.50 |
104.10 |
3.40 |
3.3% |
1.38 |
1.3% |
11% |
False |
True |
212,605 |
| 20 |
107.50 |
100.93 |
6.57 |
6.3% |
1.31 |
1.3% |
54% |
False |
False |
174,510 |
| 40 |
107.50 |
97.92 |
9.58 |
9.2% |
1.18 |
1.1% |
68% |
False |
False |
115,116 |
| 60 |
107.50 |
97.30 |
10.20 |
9.8% |
1.16 |
1.1% |
70% |
False |
False |
87,036 |
| 80 |
107.50 |
95.06 |
12.44 |
11.9% |
1.17 |
1.1% |
76% |
False |
False |
69,575 |
| 100 |
107.50 |
95.06 |
12.44 |
11.9% |
1.14 |
1.1% |
76% |
False |
False |
58,040 |
| 120 |
107.50 |
89.74 |
17.76 |
17.0% |
1.11 |
1.1% |
83% |
False |
False |
49,580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.61 |
|
2.618 |
109.27 |
|
1.618 |
107.84 |
|
1.000 |
106.96 |
|
0.618 |
106.41 |
|
HIGH |
105.53 |
|
0.618 |
104.98 |
|
0.500 |
104.82 |
|
0.382 |
104.65 |
|
LOW |
104.10 |
|
0.618 |
103.22 |
|
1.000 |
102.67 |
|
1.618 |
101.79 |
|
2.618 |
100.36 |
|
4.250 |
98.02 |
|
|
| Fisher Pivots for day following 02-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
104.82 |
105.10 |
| PP |
104.70 |
104.89 |
| S1 |
104.59 |
104.69 |
|