NYMEX Light Sweet Crude Oil Future October 2014
Trading Metrics calculated at close of trading on 01-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2014 |
01-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
104.07 |
104.00 |
-0.07 |
-0.1% |
105.20 |
High |
104.14 |
104.46 |
0.32 |
0.3% |
105.55 |
Low |
103.22 |
103.21 |
-0.01 |
0.0% |
103.39 |
Close |
103.85 |
103.86 |
0.01 |
0.0% |
104.14 |
Range |
0.92 |
1.25 |
0.33 |
35.9% |
2.16 |
ATR |
1.08 |
1.09 |
0.01 |
1.1% |
0.00 |
Volume |
16,422 |
40,353 |
23,931 |
145.7% |
171,011 |
|
Daily Pivots for day following 01-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.59 |
106.98 |
104.55 |
|
R3 |
106.34 |
105.73 |
104.20 |
|
R2 |
105.09 |
105.09 |
104.09 |
|
R1 |
104.48 |
104.48 |
103.97 |
104.16 |
PP |
103.84 |
103.84 |
103.84 |
103.69 |
S1 |
103.23 |
103.23 |
103.75 |
102.91 |
S2 |
102.59 |
102.59 |
103.63 |
|
S3 |
101.34 |
101.98 |
103.52 |
|
S4 |
100.09 |
100.73 |
103.17 |
|
|
Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.84 |
109.65 |
105.33 |
|
R3 |
108.68 |
107.49 |
104.73 |
|
R2 |
106.52 |
106.52 |
104.54 |
|
R1 |
105.33 |
105.33 |
104.34 |
104.85 |
PP |
104.36 |
104.36 |
104.36 |
104.12 |
S1 |
103.17 |
103.17 |
103.94 |
102.69 |
S2 |
102.20 |
102.20 |
103.74 |
|
S3 |
100.04 |
101.01 |
103.55 |
|
S4 |
97.88 |
98.85 |
102.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
105.52 |
103.21 |
2.31 |
2.2% |
1.21 |
1.2% |
28% |
False |
True |
33,176 |
10 |
105.55 |
103.21 |
2.34 |
2.3% |
1.14 |
1.1% |
28% |
False |
True |
34,802 |
20 |
105.55 |
99.14 |
6.41 |
6.2% |
1.11 |
1.1% |
74% |
False |
False |
33,043 |
40 |
105.55 |
95.82 |
9.73 |
9.4% |
0.99 |
1.0% |
83% |
False |
False |
25,006 |
60 |
105.55 |
95.59 |
9.96 |
9.6% |
0.97 |
0.9% |
83% |
False |
False |
20,344 |
80 |
105.55 |
93.72 |
11.83 |
11.4% |
0.96 |
0.9% |
86% |
False |
False |
16,920 |
100 |
105.55 |
93.16 |
12.39 |
11.9% |
0.93 |
0.9% |
86% |
False |
False |
14,605 |
120 |
105.55 |
88.69 |
16.86 |
16.2% |
0.88 |
0.8% |
90% |
False |
False |
12,648 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.77 |
2.618 |
107.73 |
1.618 |
106.48 |
1.000 |
105.71 |
0.618 |
105.23 |
HIGH |
104.46 |
0.618 |
103.98 |
0.500 |
103.84 |
0.382 |
103.69 |
LOW |
103.21 |
0.618 |
102.44 |
1.000 |
101.96 |
1.618 |
101.19 |
2.618 |
99.94 |
4.250 |
97.90 |
|
|
Fisher Pivots for day following 01-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
103.85 |
103.86 |
PP |
103.84 |
103.86 |
S1 |
103.84 |
103.86 |
|