NYMEX Light Sweet Crude Oil Future November 2014
| Trading Metrics calculated at close of trading on 02-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2014 |
02-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
103.18 |
103.11 |
-0.07 |
-0.1% |
104.00 |
| High |
103.54 |
103.12 |
-0.42 |
-0.4% |
104.44 |
| Low |
102.40 |
101.86 |
-0.54 |
-0.5% |
102.55 |
| Close |
103.01 |
102.28 |
-0.73 |
-0.7% |
103.26 |
| Range |
1.14 |
1.26 |
0.12 |
10.5% |
1.89 |
| ATR |
0.99 |
1.00 |
0.02 |
2.0% |
0.00 |
| Volume |
22,851 |
22,585 |
-266 |
-1.2% |
95,164 |
|
| Daily Pivots for day following 02-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.20 |
105.50 |
102.97 |
|
| R3 |
104.94 |
104.24 |
102.63 |
|
| R2 |
103.68 |
103.68 |
102.51 |
|
| R1 |
102.98 |
102.98 |
102.40 |
102.70 |
| PP |
102.42 |
102.42 |
102.42 |
102.28 |
| S1 |
101.72 |
101.72 |
102.16 |
101.44 |
| S2 |
101.16 |
101.16 |
102.05 |
|
| S3 |
99.90 |
100.46 |
101.93 |
|
| S4 |
98.64 |
99.20 |
101.59 |
|
|
| 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 |
103.82 |
101.86 |
1.96 |
1.9% |
1.05 |
1.0% |
21% |
False |
True |
20,196 |
| 10 |
104.44 |
101.86 |
2.58 |
2.5% |
1.06 |
1.0% |
16% |
False |
True |
20,852 |
| 20 |
104.44 |
98.25 |
6.19 |
6.1% |
1.03 |
1.0% |
65% |
False |
False |
21,209 |
| 40 |
104.44 |
95.31 |
9.13 |
8.9% |
0.92 |
0.9% |
76% |
False |
False |
15,555 |
| 60 |
104.44 |
94.76 |
9.68 |
9.5% |
0.89 |
0.9% |
78% |
False |
False |
12,726 |
| 80 |
104.44 |
93.00 |
11.44 |
11.2% |
0.83 |
0.8% |
81% |
False |
False |
10,739 |
| 100 |
104.44 |
93.00 |
11.44 |
11.2% |
0.79 |
0.8% |
81% |
False |
False |
9,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.48 |
|
2.618 |
106.42 |
|
1.618 |
105.16 |
|
1.000 |
104.38 |
|
0.618 |
103.90 |
|
HIGH |
103.12 |
|
0.618 |
102.64 |
|
0.500 |
102.49 |
|
0.382 |
102.34 |
|
LOW |
101.86 |
|
0.618 |
101.08 |
|
1.000 |
100.60 |
|
1.618 |
99.82 |
|
2.618 |
98.56 |
|
4.250 |
96.51 |
|
|
| Fisher Pivots for day following 02-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
102.49 |
102.70 |
| PP |
102.42 |
102.56 |
| S1 |
102.35 |
102.42 |
|