NYMEX Light Sweet Crude Oil Future November 2014
Trading Metrics calculated at close of trading on 09-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2014 |
09-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
101.38 |
101.27 |
-0.11 |
-0.1% |
103.14 |
High |
101.95 |
101.27 |
-0.68 |
-0.7% |
103.54 |
Low |
100.89 |
99.88 |
-1.01 |
-1.0% |
101.57 |
Close |
101.18 |
100.28 |
-0.90 |
-0.9% |
101.94 |
Range |
1.06 |
1.39 |
0.33 |
31.1% |
1.97 |
ATR |
0.98 |
1.01 |
0.03 |
3.0% |
0.00 |
Volume |
17,754 |
28,042 |
10,288 |
57.9% |
84,697 |
|
Daily Pivots for day following 09-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.65 |
103.85 |
101.04 |
|
R3 |
103.26 |
102.46 |
100.66 |
|
R2 |
101.87 |
101.87 |
100.53 |
|
R1 |
101.07 |
101.07 |
100.41 |
100.78 |
PP |
100.48 |
100.48 |
100.48 |
100.33 |
S1 |
99.68 |
99.68 |
100.15 |
99.39 |
S2 |
99.09 |
99.09 |
100.03 |
|
S3 |
97.70 |
98.29 |
99.90 |
|
S4 |
96.31 |
96.90 |
99.52 |
|
|
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 |
103.12 |
99.88 |
3.24 |
3.2% |
1.00 |
1.0% |
12% |
False |
True |
22,937 |
10 |
104.44 |
99.88 |
4.56 |
4.5% |
1.04 |
1.0% |
9% |
False |
True |
20,804 |
20 |
104.44 |
99.88 |
4.56 |
4.5% |
1.02 |
1.0% |
9% |
False |
True |
22,604 |
40 |
104.44 |
96.20 |
8.24 |
8.2% |
0.94 |
0.9% |
50% |
False |
False |
16,982 |
60 |
104.44 |
94.76 |
9.68 |
9.7% |
0.89 |
0.9% |
57% |
False |
False |
13,745 |
80 |
104.44 |
93.00 |
11.44 |
11.4% |
0.85 |
0.8% |
64% |
False |
False |
11,605 |
100 |
104.44 |
93.00 |
11.44 |
11.4% |
0.81 |
0.8% |
64% |
False |
False |
10,265 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.18 |
2.618 |
104.91 |
1.618 |
103.52 |
1.000 |
102.66 |
0.618 |
102.13 |
HIGH |
101.27 |
0.618 |
100.74 |
0.500 |
100.58 |
0.382 |
100.41 |
LOW |
99.88 |
0.618 |
99.02 |
1.000 |
98.49 |
1.618 |
97.63 |
2.618 |
96.24 |
4.250 |
93.97 |
|
|
Fisher Pivots for day following 09-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
100.58 |
100.96 |
PP |
100.48 |
100.73 |
S1 |
100.38 |
100.51 |
|