NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 08-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2014 |
08-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
101.24 |
100.59 |
-0.65 |
-0.6% |
102.37 |
High |
101.30 |
101.15 |
-0.15 |
-0.1% |
102.71 |
Low |
100.48 |
100.09 |
-0.39 |
-0.4% |
100.84 |
Close |
100.78 |
100.42 |
-0.36 |
-0.4% |
101.21 |
Range |
0.82 |
1.06 |
0.24 |
29.3% |
1.87 |
ATR |
1.01 |
1.01 |
0.00 |
0.4% |
0.00 |
Volume |
40,926 |
48,733 |
7,807 |
19.1% |
196,661 |
|
Daily Pivots for day following 08-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.73 |
103.14 |
101.00 |
|
R3 |
102.67 |
102.08 |
100.71 |
|
R2 |
101.61 |
101.61 |
100.61 |
|
R1 |
101.02 |
101.02 |
100.52 |
100.79 |
PP |
100.55 |
100.55 |
100.55 |
100.44 |
S1 |
99.96 |
99.96 |
100.32 |
99.73 |
S2 |
99.49 |
99.49 |
100.23 |
|
S3 |
98.43 |
98.90 |
100.13 |
|
S4 |
97.37 |
97.84 |
99.84 |
|
|
Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.20 |
106.07 |
102.24 |
|
R3 |
105.33 |
104.20 |
101.72 |
|
R2 |
103.46 |
103.46 |
101.55 |
|
R1 |
102.33 |
102.33 |
101.38 |
101.96 |
PP |
101.59 |
101.59 |
101.59 |
101.40 |
S1 |
100.46 |
100.46 |
101.04 |
100.09 |
S2 |
99.72 |
99.72 |
100.87 |
|
S3 |
97.85 |
98.59 |
100.70 |
|
S4 |
95.98 |
96.72 |
100.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
102.71 |
100.09 |
2.62 |
2.6% |
0.95 |
0.9% |
13% |
False |
True |
50,839 |
10 |
103.66 |
100.09 |
3.57 |
3.6% |
1.04 |
1.0% |
9% |
False |
True |
49,228 |
20 |
103.66 |
99.02 |
4.64 |
4.6% |
1.03 |
1.0% |
30% |
False |
False |
59,078 |
40 |
103.66 |
94.79 |
8.87 |
8.8% |
0.96 |
1.0% |
63% |
False |
False |
50,028 |
60 |
103.66 |
93.98 |
9.68 |
9.6% |
0.97 |
1.0% |
67% |
False |
False |
46,736 |
80 |
103.66 |
92.25 |
11.41 |
11.4% |
0.99 |
1.0% |
72% |
False |
False |
43,762 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.66 |
2.618 |
103.93 |
1.618 |
102.87 |
1.000 |
102.21 |
0.618 |
101.81 |
HIGH |
101.15 |
0.618 |
100.75 |
0.500 |
100.62 |
0.382 |
100.49 |
LOW |
100.09 |
0.618 |
99.43 |
1.000 |
99.03 |
1.618 |
98.37 |
2.618 |
97.31 |
4.250 |
95.59 |
|
|
Fisher Pivots for day following 08-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
100.62 |
100.72 |
PP |
100.55 |
100.62 |
S1 |
100.49 |
100.52 |
|