NYMEX Light Sweet Crude Oil Future October 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 |
102.70 |
102.81 |
0.11 |
0.1% |
104.07 |
| High |
102.86 |
102.84 |
-0.02 |
0.0% |
104.46 |
| Low |
102.37 |
101.96 |
-0.41 |
-0.4% |
102.37 |
| Close |
102.74 |
102.29 |
-0.45 |
-0.4% |
102.74 |
| Range |
0.49 |
0.88 |
0.39 |
79.6% |
2.09 |
| ATR |
1.08 |
1.07 |
-0.01 |
-1.3% |
0.00 |
| Volume |
48,511 |
31,824 |
-16,687 |
-34.4% |
144,397 |
|
| Daily Pivots for day following 07-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.00 |
104.53 |
102.77 |
|
| R3 |
104.12 |
103.65 |
102.53 |
|
| R2 |
103.24 |
103.24 |
102.45 |
|
| R1 |
102.77 |
102.77 |
102.37 |
102.57 |
| PP |
102.36 |
102.36 |
102.36 |
102.26 |
| S1 |
101.89 |
101.89 |
102.21 |
101.69 |
| S2 |
101.48 |
101.48 |
102.13 |
|
| S3 |
100.60 |
101.01 |
102.05 |
|
| S4 |
99.72 |
100.13 |
101.81 |
|
|
| Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.46 |
108.19 |
103.89 |
|
| R3 |
107.37 |
106.10 |
103.31 |
|
| R2 |
105.28 |
105.28 |
103.12 |
|
| R1 |
104.01 |
104.01 |
102.93 |
103.60 |
| PP |
103.19 |
103.19 |
103.19 |
102.99 |
| S1 |
101.92 |
101.92 |
102.55 |
101.51 |
| S2 |
101.10 |
101.10 |
102.36 |
|
| S3 |
99.01 |
99.83 |
102.17 |
|
| S4 |
96.92 |
97.74 |
101.59 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.46 |
101.96 |
2.50 |
2.4% |
0.98 |
1.0% |
13% |
False |
True |
35,244 |
| 10 |
105.55 |
101.96 |
3.59 |
3.5% |
1.14 |
1.1% |
9% |
False |
True |
34,723 |
| 20 |
105.55 |
100.03 |
5.52 |
5.4% |
1.11 |
1.1% |
41% |
False |
False |
35,807 |
| 40 |
105.55 |
96.37 |
9.18 |
9.0% |
0.99 |
1.0% |
64% |
False |
False |
27,069 |
| 60 |
105.55 |
95.59 |
9.96 |
9.7% |
0.96 |
0.9% |
67% |
False |
False |
21,800 |
| 80 |
105.55 |
93.72 |
11.83 |
11.6% |
0.96 |
0.9% |
72% |
False |
False |
18,208 |
| 100 |
105.55 |
93.72 |
11.83 |
11.6% |
0.93 |
0.9% |
72% |
False |
False |
15,711 |
| 120 |
105.55 |
88.78 |
16.77 |
16.4% |
0.88 |
0.9% |
81% |
False |
False |
13,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.58 |
|
2.618 |
105.14 |
|
1.618 |
104.26 |
|
1.000 |
103.72 |
|
0.618 |
103.38 |
|
HIGH |
102.84 |
|
0.618 |
102.50 |
|
0.500 |
102.40 |
|
0.382 |
102.30 |
|
LOW |
101.96 |
|
0.618 |
101.42 |
|
1.000 |
101.08 |
|
1.618 |
100.54 |
|
2.618 |
99.66 |
|
4.250 |
98.22 |
|
|
| Fisher Pivots for day following 07-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
102.40 |
102.99 |
| PP |
102.36 |
102.76 |
| S1 |
102.33 |
102.52 |
|