NYMEX Light Sweet Crude Oil Future August 2014
| Trading Metrics calculated at close of trading on 03-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2014 |
03-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
105.21 |
104.27 |
-0.94 |
-0.9% |
107.42 |
| High |
105.53 |
104.29 |
-1.24 |
-1.2% |
107.50 |
| Low |
104.10 |
103.67 |
-0.43 |
-0.4% |
105.03 |
| Close |
104.48 |
104.06 |
-0.42 |
-0.4% |
105.74 |
| Range |
1.43 |
0.62 |
-0.81 |
-56.6% |
2.47 |
| ATR |
1.28 |
1.25 |
-0.03 |
-2.6% |
0.00 |
| Volume |
240,067 |
169,938 |
-70,129 |
-29.2% |
924,441 |
|
| Daily Pivots for day following 03-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.87 |
105.58 |
104.40 |
|
| R3 |
105.25 |
104.96 |
104.23 |
|
| R2 |
104.63 |
104.63 |
104.17 |
|
| R1 |
104.34 |
104.34 |
104.12 |
104.18 |
| PP |
104.01 |
104.01 |
104.01 |
103.92 |
| S1 |
103.72 |
103.72 |
104.00 |
103.56 |
| S2 |
103.39 |
103.39 |
103.95 |
|
| S3 |
102.77 |
103.10 |
103.89 |
|
| S4 |
102.15 |
102.48 |
103.72 |
|
|
| 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 |
106.19 |
103.67 |
2.52 |
2.4% |
1.10 |
1.1% |
15% |
False |
True |
195,199 |
| 10 |
107.50 |
103.67 |
3.83 |
3.7% |
1.32 |
1.3% |
10% |
False |
True |
198,459 |
| 20 |
107.50 |
101.60 |
5.90 |
5.7% |
1.28 |
1.2% |
42% |
False |
False |
179,451 |
| 40 |
107.50 |
98.15 |
9.35 |
9.0% |
1.17 |
1.1% |
63% |
False |
False |
118,167 |
| 60 |
107.50 |
97.30 |
10.20 |
9.8% |
1.14 |
1.1% |
66% |
False |
False |
89,349 |
| 80 |
107.50 |
95.06 |
12.44 |
12.0% |
1.15 |
1.1% |
72% |
False |
False |
71,445 |
| 100 |
107.50 |
95.06 |
12.44 |
12.0% |
1.14 |
1.1% |
72% |
False |
False |
59,637 |
| 120 |
107.50 |
89.74 |
17.76 |
17.1% |
1.11 |
1.1% |
81% |
False |
False |
50,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.93 |
|
2.618 |
105.91 |
|
1.618 |
105.29 |
|
1.000 |
104.91 |
|
0.618 |
104.67 |
|
HIGH |
104.29 |
|
0.618 |
104.05 |
|
0.500 |
103.98 |
|
0.382 |
103.91 |
|
LOW |
103.67 |
|
0.618 |
103.29 |
|
1.000 |
103.05 |
|
1.618 |
102.67 |
|
2.618 |
102.05 |
|
4.250 |
101.04 |
|
|
| Fisher Pivots for day following 03-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
104.03 |
104.88 |
| PP |
104.01 |
104.61 |
| S1 |
103.98 |
104.33 |
|