NYMEX Light Sweet Crude Oil Future October 2014
Trading Metrics calculated at close of trading on 11-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2014 |
11-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
100.62 |
101.53 |
0.91 |
0.9% |
102.81 |
High |
101.76 |
101.60 |
-0.16 |
-0.2% |
102.84 |
Low |
100.37 |
99.26 |
-1.11 |
-1.1% |
99.26 |
Close |
101.70 |
99.64 |
-2.06 |
-2.0% |
99.64 |
Range |
1.39 |
2.34 |
0.95 |
68.3% |
3.58 |
ATR |
1.12 |
1.21 |
0.09 |
8.4% |
0.00 |
Volume |
50,121 |
54,025 |
3,904 |
7.8% |
215,178 |
|
Daily Pivots for day following 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.19 |
105.75 |
100.93 |
|
R3 |
104.85 |
103.41 |
100.28 |
|
R2 |
102.51 |
102.51 |
100.07 |
|
R1 |
101.07 |
101.07 |
99.85 |
100.62 |
PP |
100.17 |
100.17 |
100.17 |
99.94 |
S1 |
98.73 |
98.73 |
99.43 |
98.28 |
S2 |
97.83 |
97.83 |
99.21 |
|
S3 |
95.49 |
96.39 |
99.00 |
|
S4 |
93.15 |
94.05 |
98.35 |
|
|
Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.32 |
109.06 |
101.61 |
|
R3 |
107.74 |
105.48 |
100.62 |
|
R2 |
104.16 |
104.16 |
100.30 |
|
R1 |
101.90 |
101.90 |
99.97 |
101.24 |
PP |
100.58 |
100.58 |
100.58 |
100.25 |
S1 |
98.32 |
98.32 |
99.31 |
97.66 |
S2 |
97.00 |
97.00 |
98.98 |
|
S3 |
93.42 |
94.74 |
98.66 |
|
S4 |
89.84 |
91.16 |
97.67 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
102.84 |
99.26 |
3.58 |
3.6% |
1.44 |
1.4% |
11% |
False |
True |
43,035 |
10 |
104.50 |
99.26 |
5.24 |
5.3% |
1.19 |
1.2% |
7% |
False |
True |
38,905 |
20 |
105.55 |
99.26 |
6.29 |
6.3% |
1.17 |
1.2% |
6% |
False |
True |
38,891 |
40 |
105.55 |
98.17 |
7.38 |
7.4% |
1.05 |
1.1% |
20% |
False |
False |
29,932 |
60 |
105.55 |
95.59 |
9.96 |
10.0% |
1.02 |
1.0% |
41% |
False |
False |
24,256 |
80 |
105.55 |
93.74 |
11.81 |
11.9% |
1.00 |
1.0% |
50% |
False |
False |
20,173 |
100 |
105.55 |
93.72 |
11.83 |
11.9% |
0.96 |
1.0% |
50% |
False |
False |
17,403 |
120 |
105.55 |
90.39 |
15.16 |
15.2% |
0.92 |
0.9% |
61% |
False |
False |
15,008 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.55 |
2.618 |
107.73 |
1.618 |
105.39 |
1.000 |
103.94 |
0.618 |
103.05 |
HIGH |
101.60 |
0.618 |
100.71 |
0.500 |
100.43 |
0.382 |
100.15 |
LOW |
99.26 |
0.618 |
97.81 |
1.000 |
96.92 |
1.618 |
95.47 |
2.618 |
93.13 |
4.250 |
89.32 |
|
|
Fisher Pivots for day following 11-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
100.43 |
100.68 |
PP |
100.17 |
100.33 |
S1 |
99.90 |
99.99 |
|