NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 09-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2014 |
09-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
100.59 |
100.42 |
-0.17 |
-0.2% |
102.37 |
High |
101.15 |
100.54 |
-0.61 |
-0.6% |
102.71 |
Low |
100.09 |
99.18 |
-0.91 |
-0.9% |
100.84 |
Close |
100.42 |
99.60 |
-0.82 |
-0.8% |
101.21 |
Range |
1.06 |
1.36 |
0.30 |
28.3% |
1.87 |
ATR |
1.01 |
1.04 |
0.02 |
2.4% |
0.00 |
Volume |
48,733 |
64,801 |
16,068 |
33.0% |
196,661 |
|
Daily Pivots for day following 09-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.85 |
103.09 |
100.35 |
|
R3 |
102.49 |
101.73 |
99.97 |
|
R2 |
101.13 |
101.13 |
99.85 |
|
R1 |
100.37 |
100.37 |
99.72 |
100.07 |
PP |
99.77 |
99.77 |
99.77 |
99.63 |
S1 |
99.01 |
99.01 |
99.48 |
98.71 |
S2 |
98.41 |
98.41 |
99.35 |
|
S3 |
97.05 |
97.65 |
99.23 |
|
S4 |
95.69 |
96.29 |
98.85 |
|
|
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 |
102.34 |
99.18 |
3.16 |
3.2% |
1.00 |
1.0% |
13% |
False |
True |
53,081 |
10 |
103.66 |
99.18 |
4.48 |
4.5% |
1.06 |
1.1% |
9% |
False |
True |
51,927 |
20 |
103.66 |
99.18 |
4.48 |
4.5% |
1.06 |
1.1% |
9% |
False |
True |
58,827 |
40 |
103.66 |
95.26 |
8.40 |
8.4% |
0.97 |
1.0% |
52% |
False |
False |
50,681 |
60 |
103.66 |
93.98 |
9.68 |
9.7% |
0.98 |
1.0% |
58% |
False |
False |
47,302 |
80 |
103.66 |
92.25 |
11.41 |
11.5% |
0.99 |
1.0% |
64% |
False |
False |
44,167 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.32 |
2.618 |
104.10 |
1.618 |
102.74 |
1.000 |
101.90 |
0.618 |
101.38 |
HIGH |
100.54 |
0.618 |
100.02 |
0.500 |
99.86 |
0.382 |
99.70 |
LOW |
99.18 |
0.618 |
98.34 |
1.000 |
97.82 |
1.618 |
96.98 |
2.618 |
95.62 |
4.250 |
93.40 |
|
|
Fisher Pivots for day following 09-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
99.86 |
100.24 |
PP |
99.77 |
100.03 |
S1 |
99.69 |
99.81 |
|