NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 02-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2014 |
02-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
102.20 |
102.12 |
-0.08 |
-0.1% |
103.50 |
High |
102.71 |
102.34 |
-0.37 |
-0.4% |
103.66 |
Low |
101.62 |
101.07 |
-0.55 |
-0.5% |
101.58 |
Close |
102.25 |
101.54 |
-0.71 |
-0.7% |
102.44 |
Range |
1.09 |
1.27 |
0.18 |
16.5% |
2.08 |
ATR |
1.03 |
1.05 |
0.02 |
1.7% |
0.00 |
Volume |
53,591 |
55,407 |
1,816 |
3.4% |
257,821 |
|
Daily Pivots for day following 02-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.46 |
104.77 |
102.24 |
|
R3 |
104.19 |
103.50 |
101.89 |
|
R2 |
102.92 |
102.92 |
101.77 |
|
R1 |
102.23 |
102.23 |
101.66 |
101.94 |
PP |
101.65 |
101.65 |
101.65 |
101.51 |
S1 |
100.96 |
100.96 |
101.42 |
100.67 |
S2 |
100.38 |
100.38 |
101.31 |
|
S3 |
99.11 |
99.69 |
101.19 |
|
S4 |
97.84 |
98.42 |
100.84 |
|
|
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 |
103.07 |
101.07 |
2.00 |
2.0% |
1.06 |
1.0% |
24% |
False |
True |
53,524 |
10 |
103.66 |
101.07 |
2.59 |
2.6% |
1.11 |
1.1% |
18% |
False |
True |
56,182 |
20 |
103.66 |
97.38 |
6.28 |
6.2% |
1.07 |
1.1% |
66% |
False |
False |
58,722 |
40 |
103.66 |
94.31 |
9.35 |
9.2% |
0.98 |
1.0% |
77% |
False |
False |
49,327 |
60 |
103.66 |
93.98 |
9.68 |
9.5% |
0.98 |
1.0% |
78% |
False |
False |
46,902 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.74 |
2.618 |
105.66 |
1.618 |
104.39 |
1.000 |
103.61 |
0.618 |
103.12 |
HIGH |
102.34 |
0.618 |
101.85 |
0.500 |
101.71 |
0.382 |
101.56 |
LOW |
101.07 |
0.618 |
100.29 |
1.000 |
99.80 |
1.618 |
99.02 |
2.618 |
97.75 |
4.250 |
95.67 |
|
|
Fisher Pivots for day following 02-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
101.71 |
101.89 |
PP |
101.65 |
101.77 |
S1 |
101.60 |
101.66 |
|