NYMEX Light Sweet Crude Oil Future November 2014
Trading Metrics calculated at close of trading on 08-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2014 |
08-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
101.97 |
101.38 |
-0.59 |
-0.6% |
103.14 |
High |
102.04 |
101.95 |
-0.09 |
-0.1% |
103.54 |
Low |
101.20 |
100.89 |
-0.31 |
-0.3% |
101.57 |
Close |
101.50 |
101.18 |
-0.32 |
-0.3% |
101.94 |
Range |
0.84 |
1.06 |
0.22 |
26.2% |
1.97 |
ATR |
0.97 |
0.98 |
0.01 |
0.6% |
0.00 |
Volume |
18,508 |
17,754 |
-754 |
-4.1% |
84,697 |
|
Daily Pivots for day following 08-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.52 |
103.91 |
101.76 |
|
R3 |
103.46 |
102.85 |
101.47 |
|
R2 |
102.40 |
102.40 |
101.37 |
|
R1 |
101.79 |
101.79 |
101.28 |
101.57 |
PP |
101.34 |
101.34 |
101.34 |
101.23 |
S1 |
100.73 |
100.73 |
101.08 |
100.51 |
S2 |
100.28 |
100.28 |
100.99 |
|
S3 |
99.22 |
99.67 |
100.89 |
|
S4 |
98.16 |
98.61 |
100.60 |
|
|
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 |
100.89 |
2.65 |
2.6% |
0.95 |
0.9% |
11% |
False |
True |
21,898 |
10 |
104.44 |
100.89 |
3.55 |
3.5% |
1.01 |
1.0% |
8% |
False |
True |
19,537 |
20 |
104.44 |
100.02 |
4.42 |
4.4% |
0.99 |
1.0% |
26% |
False |
False |
22,394 |
40 |
104.44 |
95.92 |
8.52 |
8.4% |
0.91 |
0.9% |
62% |
False |
False |
16,480 |
60 |
104.44 |
94.76 |
9.68 |
9.6% |
0.88 |
0.9% |
66% |
False |
False |
13,350 |
80 |
104.44 |
93.00 |
11.44 |
11.3% |
0.84 |
0.8% |
72% |
False |
False |
11,312 |
100 |
104.44 |
93.00 |
11.44 |
11.3% |
0.80 |
0.8% |
72% |
False |
False |
10,015 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.46 |
2.618 |
104.73 |
1.618 |
103.67 |
1.000 |
103.01 |
0.618 |
102.61 |
HIGH |
101.95 |
0.618 |
101.55 |
0.500 |
101.42 |
0.382 |
101.29 |
LOW |
100.89 |
0.618 |
100.23 |
1.000 |
99.83 |
1.618 |
99.17 |
2.618 |
98.11 |
4.250 |
96.39 |
|
|
Fisher Pivots for day following 08-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
101.42 |
101.47 |
PP |
101.34 |
101.37 |
S1 |
101.26 |
101.28 |
|