NYMEX Light Sweet Crude Oil Future August 2014
Trading Metrics calculated at close of trading on 07-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2014 |
07-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
104.27 |
103.75 |
-0.52 |
-0.5% |
105.69 |
High |
104.29 |
104.09 |
-0.20 |
-0.2% |
106.09 |
Low |
103.67 |
103.19 |
-0.48 |
-0.5% |
103.67 |
Close |
104.06 |
103.53 |
-0.53 |
-0.5% |
104.06 |
Range |
0.62 |
0.90 |
0.28 |
45.2% |
2.42 |
ATR |
1.25 |
1.22 |
-0.02 |
-2.0% |
0.00 |
Volume |
169,938 |
189,250 |
19,312 |
11.4% |
847,024 |
|
Daily Pivots for day following 07-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.30 |
105.82 |
104.03 |
|
R3 |
105.40 |
104.92 |
103.78 |
|
R2 |
104.50 |
104.50 |
103.70 |
|
R1 |
104.02 |
104.02 |
103.61 |
103.81 |
PP |
103.60 |
103.60 |
103.60 |
103.50 |
S1 |
103.12 |
103.12 |
103.45 |
102.91 |
S2 |
102.70 |
102.70 |
103.37 |
|
S3 |
101.80 |
102.22 |
103.28 |
|
S4 |
100.90 |
101.32 |
103.04 |
|
|
Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.87 |
110.38 |
105.39 |
|
R3 |
109.45 |
107.96 |
104.73 |
|
R2 |
107.03 |
107.03 |
104.50 |
|
R1 |
105.54 |
105.54 |
104.28 |
105.08 |
PP |
104.61 |
104.61 |
104.61 |
104.37 |
S1 |
103.12 |
103.12 |
103.84 |
102.66 |
S2 |
102.19 |
102.19 |
103.62 |
|
S3 |
99.77 |
100.70 |
103.39 |
|
S4 |
97.35 |
98.28 |
102.73 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
106.09 |
103.19 |
2.90 |
2.8% |
1.11 |
1.1% |
12% |
False |
True |
207,254 |
10 |
107.50 |
103.19 |
4.31 |
4.2% |
1.30 |
1.3% |
8% |
False |
True |
196,071 |
20 |
107.50 |
101.89 |
5.61 |
5.4% |
1.29 |
1.2% |
29% |
False |
False |
185,731 |
40 |
107.50 |
98.15 |
9.35 |
9.0% |
1.16 |
1.1% |
58% |
False |
False |
121,645 |
60 |
107.50 |
97.30 |
10.20 |
9.9% |
1.14 |
1.1% |
61% |
False |
False |
91,880 |
80 |
107.50 |
95.06 |
12.44 |
12.0% |
1.15 |
1.1% |
68% |
False |
False |
73,467 |
100 |
107.50 |
95.06 |
12.44 |
12.0% |
1.14 |
1.1% |
68% |
False |
False |
61,458 |
120 |
107.50 |
90.20 |
17.30 |
16.7% |
1.11 |
1.1% |
77% |
False |
False |
52,404 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.92 |
2.618 |
106.45 |
1.618 |
105.55 |
1.000 |
104.99 |
0.618 |
104.65 |
HIGH |
104.09 |
0.618 |
103.75 |
0.500 |
103.64 |
0.382 |
103.53 |
LOW |
103.19 |
0.618 |
102.63 |
1.000 |
102.29 |
1.618 |
101.73 |
2.618 |
100.83 |
4.250 |
99.37 |
|
|
Fisher Pivots for day following 07-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
103.64 |
104.36 |
PP |
103.60 |
104.08 |
S1 |
103.57 |
103.81 |
|