NYMEX Light Sweet Crude Oil Future August 2014
| Trading Metrics calculated at close of trading on 09-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2014 |
09-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
103.39 |
103.45 |
0.06 |
0.1% |
105.69 |
| High |
104.20 |
103.60 |
-0.60 |
-0.6% |
106.09 |
| Low |
103.01 |
101.85 |
-1.16 |
-1.1% |
103.67 |
| Close |
103.40 |
102.29 |
-1.11 |
-1.1% |
104.06 |
| Range |
1.19 |
1.75 |
0.56 |
47.1% |
2.42 |
| ATR |
1.22 |
1.26 |
0.04 |
3.1% |
0.00 |
| Volume |
249,378 |
250,987 |
1,609 |
0.6% |
847,024 |
|
| Daily Pivots for day following 09-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.83 |
106.81 |
103.25 |
|
| R3 |
106.08 |
105.06 |
102.77 |
|
| R2 |
104.33 |
104.33 |
102.61 |
|
| R1 |
103.31 |
103.31 |
102.45 |
102.95 |
| PP |
102.58 |
102.58 |
102.58 |
102.40 |
| S1 |
101.56 |
101.56 |
102.13 |
101.20 |
| S2 |
100.83 |
100.83 |
101.97 |
|
| S3 |
99.08 |
99.81 |
101.81 |
|
| S4 |
97.33 |
98.06 |
101.33 |
|
|
| 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 |
105.53 |
101.85 |
3.68 |
3.6% |
1.18 |
1.2% |
12% |
False |
True |
219,924 |
| 10 |
107.50 |
101.85 |
5.65 |
5.5% |
1.32 |
1.3% |
8% |
False |
True |
211,040 |
| 20 |
107.50 |
101.85 |
5.65 |
5.5% |
1.29 |
1.3% |
8% |
False |
True |
198,198 |
| 40 |
107.50 |
98.86 |
8.64 |
8.4% |
1.18 |
1.2% |
40% |
False |
False |
131,895 |
| 60 |
107.50 |
97.30 |
10.20 |
10.0% |
1.16 |
1.1% |
49% |
False |
False |
99,171 |
| 80 |
107.50 |
95.06 |
12.44 |
12.2% |
1.16 |
1.1% |
58% |
False |
False |
78,922 |
| 100 |
107.50 |
95.06 |
12.44 |
12.2% |
1.15 |
1.1% |
58% |
False |
False |
66,275 |
| 120 |
107.50 |
91.06 |
16.44 |
16.1% |
1.12 |
1.1% |
68% |
False |
False |
56,419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.04 |
|
2.618 |
108.18 |
|
1.618 |
106.43 |
|
1.000 |
105.35 |
|
0.618 |
104.68 |
|
HIGH |
103.60 |
|
0.618 |
102.93 |
|
0.500 |
102.73 |
|
0.382 |
102.52 |
|
LOW |
101.85 |
|
0.618 |
100.77 |
|
1.000 |
100.10 |
|
1.618 |
99.02 |
|
2.618 |
97.27 |
|
4.250 |
94.41 |
|
|
| Fisher Pivots for day following 09-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
102.73 |
103.03 |
| PP |
102.58 |
102.78 |
| S1 |
102.44 |
102.54 |
|