NYMEX Light Sweet Crude Oil Future November 2014
| Trading Metrics calculated at close of trading on 11-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2014 |
11-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
99.81 |
100.77 |
0.96 |
1.0% |
101.97 |
| High |
100.99 |
100.77 |
-0.22 |
-0.2% |
102.04 |
| Low |
99.70 |
98.62 |
-1.08 |
-1.1% |
98.62 |
| Close |
100.97 |
98.99 |
-1.98 |
-2.0% |
98.99 |
| Range |
1.29 |
2.15 |
0.86 |
66.7% |
3.42 |
| ATR |
1.03 |
1.12 |
0.09 |
9.2% |
0.00 |
| Volume |
27,837 |
32,688 |
4,851 |
17.4% |
124,829 |
|
| Daily Pivots for day following 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.91 |
104.60 |
100.17 |
|
| R3 |
103.76 |
102.45 |
99.58 |
|
| R2 |
101.61 |
101.61 |
99.38 |
|
| R1 |
100.30 |
100.30 |
99.19 |
99.88 |
| PP |
99.46 |
99.46 |
99.46 |
99.25 |
| S1 |
98.15 |
98.15 |
98.79 |
97.73 |
| S2 |
97.31 |
97.31 |
98.60 |
|
| S3 |
95.16 |
96.00 |
98.40 |
|
| S4 |
93.01 |
93.85 |
97.81 |
|
|
| Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.14 |
107.99 |
100.87 |
|
| R3 |
106.72 |
104.57 |
99.93 |
|
| R2 |
103.30 |
103.30 |
99.62 |
|
| R1 |
101.15 |
101.15 |
99.30 |
100.52 |
| PP |
99.88 |
99.88 |
99.88 |
99.57 |
| S1 |
97.73 |
97.73 |
98.68 |
97.10 |
| S2 |
96.46 |
96.46 |
98.36 |
|
| S3 |
93.04 |
94.31 |
98.05 |
|
| S4 |
89.62 |
90.89 |
97.11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.04 |
98.62 |
3.42 |
3.5% |
1.35 |
1.4% |
11% |
False |
True |
24,965 |
| 10 |
103.57 |
98.62 |
4.95 |
5.0% |
1.12 |
1.1% |
7% |
False |
True |
22,482 |
| 20 |
104.44 |
98.62 |
5.82 |
5.9% |
1.06 |
1.1% |
6% |
False |
True |
23,508 |
| 40 |
104.44 |
97.30 |
7.14 |
7.2% |
0.97 |
1.0% |
24% |
False |
False |
18,017 |
| 60 |
104.44 |
94.76 |
9.68 |
9.8% |
0.93 |
0.9% |
44% |
False |
False |
14,525 |
| 80 |
104.44 |
93.00 |
11.44 |
11.6% |
0.88 |
0.9% |
52% |
False |
False |
12,275 |
| 100 |
104.44 |
93.00 |
11.44 |
11.6% |
0.82 |
0.8% |
52% |
False |
False |
10,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.91 |
|
2.618 |
106.40 |
|
1.618 |
104.25 |
|
1.000 |
102.92 |
|
0.618 |
102.10 |
|
HIGH |
100.77 |
|
0.618 |
99.95 |
|
0.500 |
99.70 |
|
0.382 |
99.44 |
|
LOW |
98.62 |
|
0.618 |
97.29 |
|
1.000 |
96.47 |
|
1.618 |
95.14 |
|
2.618 |
92.99 |
|
4.250 |
89.48 |
|
|
| Fisher Pivots for day following 11-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
99.70 |
99.95 |
| PP |
99.46 |
99.63 |
| S1 |
99.23 |
99.31 |
|