NYMEX Light Sweet Crude Oil Future August 2014
Trading Metrics calculated at close of trading on 10-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2014 |
10-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
103.45 |
101.95 |
-1.50 |
-1.4% |
105.69 |
High |
103.60 |
103.00 |
-0.60 |
-0.6% |
106.09 |
Low |
101.85 |
101.55 |
-0.30 |
-0.3% |
103.67 |
Close |
102.29 |
102.93 |
0.64 |
0.6% |
104.06 |
Range |
1.75 |
1.45 |
-0.30 |
-17.1% |
2.42 |
ATR |
1.26 |
1.27 |
0.01 |
1.1% |
0.00 |
Volume |
250,987 |
238,076 |
-12,911 |
-5.1% |
847,024 |
|
Daily Pivots for day following 10-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.84 |
106.34 |
103.73 |
|
R3 |
105.39 |
104.89 |
103.33 |
|
R2 |
103.94 |
103.94 |
103.20 |
|
R1 |
103.44 |
103.44 |
103.06 |
103.69 |
PP |
102.49 |
102.49 |
102.49 |
102.62 |
S1 |
101.99 |
101.99 |
102.80 |
102.24 |
S2 |
101.04 |
101.04 |
102.66 |
|
S3 |
99.59 |
100.54 |
102.53 |
|
S4 |
98.14 |
99.09 |
102.13 |
|
|
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 |
104.29 |
101.55 |
2.74 |
2.7% |
1.18 |
1.1% |
50% |
False |
True |
219,525 |
10 |
106.81 |
101.55 |
5.26 |
5.1% |
1.26 |
1.2% |
26% |
False |
True |
209,941 |
20 |
107.50 |
101.55 |
5.95 |
5.8% |
1.33 |
1.3% |
23% |
False |
True |
205,441 |
40 |
107.50 |
100.04 |
7.46 |
7.2% |
1.18 |
1.1% |
39% |
False |
False |
137,064 |
60 |
107.50 |
97.30 |
10.20 |
9.9% |
1.16 |
1.1% |
55% |
False |
False |
102,613 |
80 |
107.50 |
95.30 |
12.20 |
11.9% |
1.16 |
1.1% |
63% |
False |
False |
81,745 |
100 |
107.50 |
95.06 |
12.44 |
12.1% |
1.16 |
1.1% |
63% |
False |
False |
68,562 |
120 |
107.50 |
91.21 |
16.29 |
15.8% |
1.13 |
1.1% |
72% |
False |
False |
58,309 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.16 |
2.618 |
106.80 |
1.618 |
105.35 |
1.000 |
104.45 |
0.618 |
103.90 |
HIGH |
103.00 |
0.618 |
102.45 |
0.500 |
102.28 |
0.382 |
102.10 |
LOW |
101.55 |
0.618 |
100.65 |
1.000 |
100.10 |
1.618 |
99.20 |
2.618 |
97.75 |
4.250 |
95.39 |
|
|
Fisher Pivots for day following 10-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
102.71 |
102.91 |
PP |
102.49 |
102.89 |
S1 |
102.28 |
102.88 |
|