NYMEX Light Sweet Crude Oil Future December 2014
| Trading Metrics calculated at close of trading on 01-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2014 |
01-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
102.37 |
102.20 |
-0.17 |
-0.2% |
103.50 |
| High |
102.43 |
102.71 |
0.28 |
0.3% |
103.66 |
| Low |
101.57 |
101.62 |
0.05 |
0.0% |
101.58 |
| Close |
102.18 |
102.25 |
0.07 |
0.1% |
102.44 |
| Range |
0.86 |
1.09 |
0.23 |
26.7% |
2.08 |
| ATR |
1.03 |
1.03 |
0.00 |
0.4% |
0.00 |
| Volume |
32,124 |
53,591 |
21,467 |
66.8% |
257,821 |
|
| Daily Pivots for day following 01-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.46 |
104.95 |
102.85 |
|
| R3 |
104.37 |
103.86 |
102.55 |
|
| R2 |
103.28 |
103.28 |
102.45 |
|
| R1 |
102.77 |
102.77 |
102.35 |
103.03 |
| PP |
102.19 |
102.19 |
102.19 |
102.32 |
| S1 |
101.68 |
101.68 |
102.15 |
101.94 |
| S2 |
101.10 |
101.10 |
102.05 |
|
| S3 |
100.01 |
100.59 |
101.95 |
|
| S4 |
98.92 |
99.50 |
101.65 |
|
|
| Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.80 |
107.70 |
103.58 |
|
| R3 |
106.72 |
105.62 |
103.01 |
|
| R2 |
104.64 |
104.64 |
102.82 |
|
| R1 |
103.54 |
103.54 |
102.63 |
103.05 |
| PP |
102.56 |
102.56 |
102.56 |
102.32 |
| S1 |
101.46 |
101.46 |
102.25 |
100.97 |
| S2 |
100.48 |
100.48 |
102.06 |
|
| S3 |
98.40 |
99.38 |
101.87 |
|
| S4 |
96.32 |
97.30 |
101.30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.66 |
101.57 |
2.09 |
2.0% |
1.11 |
1.1% |
33% |
False |
False |
50,773 |
| 10 |
103.66 |
101.57 |
2.09 |
2.0% |
1.05 |
1.0% |
33% |
False |
False |
56,560 |
| 20 |
103.66 |
97.38 |
6.28 |
6.1% |
1.06 |
1.0% |
78% |
False |
False |
57,836 |
| 40 |
103.66 |
94.20 |
9.46 |
9.3% |
0.97 |
0.9% |
85% |
False |
False |
48,566 |
| 60 |
103.66 |
93.98 |
9.68 |
9.5% |
0.98 |
1.0% |
85% |
False |
False |
46,670 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.34 |
|
2.618 |
105.56 |
|
1.618 |
104.47 |
|
1.000 |
103.80 |
|
0.618 |
103.38 |
|
HIGH |
102.71 |
|
0.618 |
102.29 |
|
0.500 |
102.17 |
|
0.382 |
102.04 |
|
LOW |
101.62 |
|
0.618 |
100.95 |
|
1.000 |
100.53 |
|
1.618 |
99.86 |
|
2.618 |
98.77 |
|
4.250 |
96.99 |
|
|
| Fisher Pivots for day following 01-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
102.22 |
102.22 |
| PP |
102.19 |
102.18 |
| S1 |
102.17 |
102.15 |
|