NYMEX Light Sweet Crude Oil Future November 2014
Trading Metrics calculated at close of trading on 10-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2014 |
10-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
101.27 |
99.81 |
-1.46 |
-1.4% |
103.14 |
High |
101.27 |
100.99 |
-0.28 |
-0.3% |
103.54 |
Low |
99.88 |
99.70 |
-0.18 |
-0.2% |
101.57 |
Close |
100.28 |
100.97 |
0.69 |
0.7% |
101.94 |
Range |
1.39 |
1.29 |
-0.10 |
-7.2% |
1.97 |
ATR |
1.01 |
1.03 |
0.02 |
2.0% |
0.00 |
Volume |
28,042 |
27,837 |
-205 |
-0.7% |
84,697 |
|
Daily Pivots for day following 10-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.42 |
103.99 |
101.68 |
|
R3 |
103.13 |
102.70 |
101.32 |
|
R2 |
101.84 |
101.84 |
101.21 |
|
R1 |
101.41 |
101.41 |
101.09 |
101.63 |
PP |
100.55 |
100.55 |
100.55 |
100.66 |
S1 |
100.12 |
100.12 |
100.85 |
100.34 |
S2 |
99.26 |
99.26 |
100.73 |
|
S3 |
97.97 |
98.83 |
100.62 |
|
S4 |
96.68 |
97.54 |
100.26 |
|
|
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 |
102.04 |
99.70 |
2.34 |
2.3% |
1.01 |
1.0% |
54% |
False |
True |
23,987 |
10 |
103.82 |
99.70 |
4.12 |
4.1% |
1.03 |
1.0% |
31% |
False |
True |
22,092 |
20 |
104.44 |
99.70 |
4.74 |
4.7% |
1.06 |
1.1% |
27% |
False |
True |
22,759 |
40 |
104.44 |
97.30 |
7.14 |
7.1% |
0.93 |
0.9% |
51% |
False |
False |
17,448 |
60 |
104.44 |
94.76 |
9.68 |
9.6% |
0.90 |
0.9% |
64% |
False |
False |
14,095 |
80 |
104.44 |
93.00 |
11.44 |
11.3% |
0.86 |
0.9% |
70% |
False |
False |
11,912 |
100 |
104.44 |
93.00 |
11.44 |
11.3% |
0.81 |
0.8% |
70% |
False |
False |
10,506 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.47 |
2.618 |
104.37 |
1.618 |
103.08 |
1.000 |
102.28 |
0.618 |
101.79 |
HIGH |
100.99 |
0.618 |
100.50 |
0.500 |
100.35 |
0.382 |
100.19 |
LOW |
99.70 |
0.618 |
98.90 |
1.000 |
98.41 |
1.618 |
97.61 |
2.618 |
96.32 |
4.250 |
94.22 |
|
|
Fisher Pivots for day following 10-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
100.76 |
100.92 |
PP |
100.55 |
100.87 |
S1 |
100.35 |
100.83 |
|