NYMEX Light Sweet Crude Oil Future November 2014
| Trading Metrics calculated at close of trading on 07-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2014 |
07-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
101.87 |
101.97 |
0.10 |
0.1% |
103.14 |
| High |
102.04 |
102.04 |
0.00 |
0.0% |
103.54 |
| Low |
101.57 |
101.20 |
-0.37 |
-0.4% |
101.57 |
| Close |
101.94 |
101.50 |
-0.44 |
-0.4% |
101.94 |
| Range |
0.47 |
0.84 |
0.37 |
78.7% |
1.97 |
| ATR |
0.98 |
0.97 |
-0.01 |
-1.0% |
0.00 |
| Volume |
27,796 |
18,508 |
-9,288 |
-33.4% |
84,697 |
|
| Daily Pivots for day following 07-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.10 |
103.64 |
101.96 |
|
| R3 |
103.26 |
102.80 |
101.73 |
|
| R2 |
102.42 |
102.42 |
101.65 |
|
| R1 |
101.96 |
101.96 |
101.58 |
101.77 |
| PP |
101.58 |
101.58 |
101.58 |
101.49 |
| S1 |
101.12 |
101.12 |
101.42 |
100.93 |
| S2 |
100.74 |
100.74 |
101.35 |
|
| S3 |
99.90 |
100.28 |
101.27 |
|
| S4 |
99.06 |
99.44 |
101.04 |
|
|
| Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.26 |
107.07 |
103.02 |
|
| R3 |
106.29 |
105.10 |
102.48 |
|
| R2 |
104.32 |
104.32 |
102.30 |
|
| R1 |
103.13 |
103.13 |
102.12 |
102.74 |
| PP |
102.35 |
102.35 |
102.35 |
102.16 |
| S1 |
101.16 |
101.16 |
101.76 |
100.77 |
| S2 |
100.38 |
100.38 |
101.58 |
|
| S3 |
98.41 |
99.19 |
101.40 |
|
| S4 |
96.44 |
97.22 |
100.86 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.54 |
101.20 |
2.34 |
2.3% |
0.92 |
0.9% |
13% |
False |
True |
20,641 |
| 10 |
104.44 |
101.20 |
3.24 |
3.2% |
1.01 |
1.0% |
9% |
False |
True |
19,836 |
| 20 |
104.44 |
99.08 |
5.36 |
5.3% |
1.01 |
1.0% |
45% |
False |
False |
22,370 |
| 40 |
104.44 |
95.56 |
8.88 |
8.7% |
0.91 |
0.9% |
67% |
False |
False |
16,276 |
| 60 |
104.44 |
94.76 |
9.68 |
9.5% |
0.87 |
0.9% |
70% |
False |
False |
13,217 |
| 80 |
104.44 |
93.00 |
11.44 |
11.3% |
0.83 |
0.8% |
74% |
False |
False |
11,173 |
| 100 |
104.44 |
93.00 |
11.44 |
11.3% |
0.80 |
0.8% |
74% |
False |
False |
9,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.61 |
|
2.618 |
104.24 |
|
1.618 |
103.40 |
|
1.000 |
102.88 |
|
0.618 |
102.56 |
|
HIGH |
102.04 |
|
0.618 |
101.72 |
|
0.500 |
101.62 |
|
0.382 |
101.52 |
|
LOW |
101.20 |
|
0.618 |
100.68 |
|
1.000 |
100.36 |
|
1.618 |
99.84 |
|
2.618 |
99.00 |
|
4.250 |
97.63 |
|
|
| Fisher Pivots for day following 07-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
101.62 |
102.16 |
| PP |
101.58 |
101.94 |
| S1 |
101.54 |
101.72 |
|