NYMEX Light Sweet Crude Oil Future November 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 |
103.14 |
103.18 |
0.04 |
0.0% |
104.00 |
| High |
103.25 |
103.54 |
0.29 |
0.3% |
104.44 |
| Low |
102.38 |
102.40 |
0.02 |
0.0% |
102.55 |
| Close |
102.98 |
103.01 |
0.03 |
0.0% |
103.26 |
| Range |
0.87 |
1.14 |
0.27 |
31.0% |
1.89 |
| ATR |
0.97 |
0.99 |
0.01 |
1.2% |
0.00 |
| Volume |
11,465 |
22,851 |
11,386 |
99.3% |
95,164 |
|
| Daily Pivots for day following 01-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.40 |
105.85 |
103.64 |
|
| R3 |
105.26 |
104.71 |
103.32 |
|
| R2 |
104.12 |
104.12 |
103.22 |
|
| R1 |
103.57 |
103.57 |
103.11 |
103.28 |
| PP |
102.98 |
102.98 |
102.98 |
102.84 |
| S1 |
102.43 |
102.43 |
102.91 |
102.14 |
| S2 |
101.84 |
101.84 |
102.80 |
|
| S3 |
100.70 |
101.29 |
102.70 |
|
| S4 |
99.56 |
100.15 |
102.38 |
|
|
| Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.09 |
108.06 |
104.30 |
|
| R3 |
107.20 |
106.17 |
103.78 |
|
| R2 |
105.31 |
105.31 |
103.61 |
|
| R1 |
104.28 |
104.28 |
103.43 |
103.85 |
| PP |
103.42 |
103.42 |
103.42 |
103.20 |
| S1 |
102.39 |
102.39 |
103.09 |
101.96 |
| S2 |
101.53 |
101.53 |
102.91 |
|
| S3 |
99.64 |
100.50 |
102.74 |
|
| S4 |
97.75 |
98.61 |
102.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.44 |
102.38 |
2.06 |
2.0% |
1.08 |
1.1% |
31% |
False |
False |
18,672 |
| 10 |
104.44 |
102.38 |
2.06 |
2.0% |
0.99 |
1.0% |
31% |
False |
False |
20,903 |
| 20 |
104.44 |
98.25 |
6.19 |
6.0% |
1.01 |
1.0% |
77% |
False |
False |
20,568 |
| 40 |
104.44 |
94.98 |
9.46 |
9.2% |
0.91 |
0.9% |
85% |
False |
False |
15,081 |
| 60 |
104.44 |
94.76 |
9.68 |
9.4% |
0.88 |
0.9% |
85% |
False |
False |
12,455 |
| 80 |
104.44 |
93.00 |
11.44 |
11.1% |
0.82 |
0.8% |
88% |
False |
False |
10,507 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.39 |
|
2.618 |
106.52 |
|
1.618 |
105.38 |
|
1.000 |
104.68 |
|
0.618 |
104.24 |
|
HIGH |
103.54 |
|
0.618 |
103.10 |
|
0.500 |
102.97 |
|
0.382 |
102.84 |
|
LOW |
102.40 |
|
0.618 |
101.70 |
|
1.000 |
101.26 |
|
1.618 |
100.56 |
|
2.618 |
99.42 |
|
4.250 |
97.56 |
|
|
| Fisher Pivots for day following 01-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
103.00 |
103.00 |
| PP |
102.98 |
102.99 |
| S1 |
102.97 |
102.98 |
|