NYMEX Light Sweet Crude Oil Future October 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 |
102.10 |
102.01 |
-0.09 |
-0.1% |
104.07 |
High |
102.82 |
102.09 |
-0.73 |
-0.7% |
104.46 |
Low |
101.69 |
100.62 |
-1.07 |
-1.1% |
102.37 |
Close |
102.01 |
101.04 |
-0.97 |
-1.0% |
102.74 |
Range |
1.13 |
1.47 |
0.34 |
30.1% |
2.09 |
ATR |
1.07 |
1.10 |
0.03 |
2.7% |
0.00 |
Volume |
30,314 |
48,894 |
18,580 |
61.3% |
144,397 |
|
Daily Pivots for day following 09-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.66 |
104.82 |
101.85 |
|
R3 |
104.19 |
103.35 |
101.44 |
|
R2 |
102.72 |
102.72 |
101.31 |
|
R1 |
101.88 |
101.88 |
101.17 |
101.57 |
PP |
101.25 |
101.25 |
101.25 |
101.09 |
S1 |
100.41 |
100.41 |
100.91 |
100.10 |
S2 |
99.78 |
99.78 |
100.77 |
|
S3 |
98.31 |
98.94 |
100.64 |
|
S4 |
96.84 |
97.47 |
100.23 |
|
|
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 |
104.02 |
100.62 |
3.40 |
3.4% |
1.06 |
1.1% |
12% |
False |
True |
39,730 |
10 |
105.52 |
100.62 |
4.90 |
4.8% |
1.14 |
1.1% |
9% |
False |
True |
36,453 |
20 |
105.55 |
100.62 |
4.93 |
4.9% |
1.11 |
1.1% |
9% |
False |
True |
36,885 |
40 |
105.55 |
97.10 |
8.45 |
8.4% |
1.01 |
1.0% |
47% |
False |
False |
28,274 |
60 |
105.55 |
95.59 |
9.96 |
9.9% |
0.98 |
1.0% |
55% |
False |
False |
22,829 |
80 |
105.55 |
93.72 |
11.83 |
11.7% |
0.97 |
1.0% |
62% |
False |
False |
19,002 |
100 |
105.55 |
93.72 |
11.83 |
11.7% |
0.95 |
0.9% |
62% |
False |
False |
16,425 |
120 |
105.55 |
89.65 |
15.90 |
15.7% |
0.89 |
0.9% |
72% |
False |
False |
14,181 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.34 |
2.618 |
105.94 |
1.618 |
104.47 |
1.000 |
103.56 |
0.618 |
103.00 |
HIGH |
102.09 |
0.618 |
101.53 |
0.500 |
101.36 |
0.382 |
101.18 |
LOW |
100.62 |
0.618 |
99.71 |
1.000 |
99.15 |
1.618 |
98.24 |
2.618 |
96.77 |
4.250 |
94.37 |
|
|
Fisher Pivots for day following 09-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
101.36 |
101.73 |
PP |
101.25 |
101.50 |
S1 |
101.15 |
101.27 |
|