NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 03-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2014 |
03-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
102.12 |
101.15 |
-0.97 |
-0.9% |
103.50 |
High |
102.34 |
101.34 |
-1.00 |
-1.0% |
103.66 |
Low |
101.07 |
100.84 |
-0.23 |
-0.2% |
101.58 |
Close |
101.54 |
101.21 |
-0.33 |
-0.3% |
102.44 |
Range |
1.27 |
0.50 |
-0.77 |
-60.6% |
2.08 |
ATR |
1.05 |
1.02 |
-0.02 |
-2.4% |
0.00 |
Volume |
55,407 |
55,539 |
132 |
0.2% |
257,821 |
|
Daily Pivots for day following 03-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.63 |
102.42 |
101.49 |
|
R3 |
102.13 |
101.92 |
101.35 |
|
R2 |
101.63 |
101.63 |
101.30 |
|
R1 |
101.42 |
101.42 |
101.26 |
101.53 |
PP |
101.13 |
101.13 |
101.13 |
101.18 |
S1 |
100.92 |
100.92 |
101.16 |
101.03 |
S2 |
100.63 |
100.63 |
101.12 |
|
S3 |
100.13 |
100.42 |
101.07 |
|
S4 |
99.63 |
99.92 |
100.94 |
|
|
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 |
102.72 |
100.84 |
1.88 |
1.9% |
0.88 |
0.9% |
20% |
False |
True |
48,600 |
10 |
103.66 |
100.84 |
2.82 |
2.8% |
1.06 |
1.0% |
13% |
False |
True |
53,844 |
20 |
103.66 |
97.85 |
5.81 |
5.7% |
1.05 |
1.0% |
58% |
False |
False |
58,916 |
40 |
103.66 |
94.56 |
9.10 |
9.0% |
0.96 |
1.0% |
73% |
False |
False |
49,744 |
60 |
103.66 |
93.98 |
9.68 |
9.6% |
0.96 |
1.0% |
75% |
False |
False |
47,193 |
80 |
103.66 |
92.25 |
11.41 |
11.3% |
0.99 |
1.0% |
79% |
False |
False |
43,923 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.47 |
2.618 |
102.65 |
1.618 |
102.15 |
1.000 |
101.84 |
0.618 |
101.65 |
HIGH |
101.34 |
0.618 |
101.15 |
0.500 |
101.09 |
0.382 |
101.03 |
LOW |
100.84 |
0.618 |
100.53 |
1.000 |
100.34 |
1.618 |
100.03 |
2.618 |
99.53 |
4.250 |
98.72 |
|
|
Fisher Pivots for day following 03-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
101.17 |
101.78 |
PP |
101.13 |
101.59 |
S1 |
101.09 |
101.40 |
|