NYMEX Light Sweet Crude Oil Future November 2014
| Trading Metrics calculated at close of trading on 03-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2014 |
03-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
103.11 |
101.87 |
-1.24 |
-1.2% |
104.00 |
| High |
103.12 |
102.04 |
-1.08 |
-1.0% |
104.44 |
| Low |
101.86 |
101.57 |
-0.29 |
-0.3% |
102.55 |
| Close |
102.28 |
101.94 |
-0.34 |
-0.3% |
103.26 |
| Range |
1.26 |
0.47 |
-0.79 |
-62.7% |
1.89 |
| ATR |
1.00 |
0.98 |
-0.02 |
-2.1% |
0.00 |
| Volume |
22,585 |
27,796 |
5,211 |
23.1% |
95,164 |
|
| Daily Pivots for day following 03-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.26 |
103.07 |
102.20 |
|
| R3 |
102.79 |
102.60 |
102.07 |
|
| R2 |
102.32 |
102.32 |
102.03 |
|
| R1 |
102.13 |
102.13 |
101.98 |
102.23 |
| PP |
101.85 |
101.85 |
101.85 |
101.90 |
| S1 |
101.66 |
101.66 |
101.90 |
101.76 |
| S2 |
101.38 |
101.38 |
101.85 |
|
| S3 |
100.91 |
101.19 |
101.81 |
|
| S4 |
100.44 |
100.72 |
101.68 |
|
|
| 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 |
103.57 |
101.57 |
2.00 |
2.0% |
0.89 |
0.9% |
19% |
False |
True |
19,998 |
| 10 |
104.44 |
101.57 |
2.87 |
2.8% |
1.00 |
1.0% |
13% |
False |
True |
20,619 |
| 20 |
104.44 |
98.82 |
5.62 |
5.5% |
1.00 |
1.0% |
56% |
False |
False |
21,981 |
| 40 |
104.44 |
95.51 |
8.93 |
8.8% |
0.91 |
0.9% |
72% |
False |
False |
16,074 |
| 60 |
104.44 |
94.76 |
9.68 |
9.5% |
0.87 |
0.9% |
74% |
False |
False |
13,064 |
| 80 |
104.44 |
93.00 |
11.44 |
11.2% |
0.83 |
0.8% |
78% |
False |
False |
10,994 |
| 100 |
104.44 |
93.00 |
11.44 |
11.2% |
0.79 |
0.8% |
78% |
False |
False |
9,689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.04 |
|
2.618 |
103.27 |
|
1.618 |
102.80 |
|
1.000 |
102.51 |
|
0.618 |
102.33 |
|
HIGH |
102.04 |
|
0.618 |
101.86 |
|
0.500 |
101.81 |
|
0.382 |
101.75 |
|
LOW |
101.57 |
|
0.618 |
101.28 |
|
1.000 |
101.10 |
|
1.618 |
100.81 |
|
2.618 |
100.34 |
|
4.250 |
99.57 |
|
|
| Fisher Pivots for day following 03-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
101.90 |
102.56 |
| PP |
101.85 |
102.35 |
| S1 |
101.81 |
102.15 |
|