NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 11-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2014 |
11-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
99.16 |
100.09 |
0.93 |
0.9% |
101.24 |
High |
100.35 |
100.18 |
-0.17 |
-0.2% |
101.30 |
Low |
99.01 |
98.01 |
-1.00 |
-1.0% |
98.01 |
Close |
100.30 |
98.42 |
-1.88 |
-1.9% |
98.42 |
Range |
1.34 |
2.17 |
0.83 |
61.9% |
3.29 |
ATR |
1.06 |
1.15 |
0.09 |
8.3% |
0.00 |
Volume |
60,412 |
74,264 |
13,852 |
22.9% |
289,136 |
|
Daily Pivots for day following 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.38 |
104.07 |
99.61 |
|
R3 |
103.21 |
101.90 |
99.02 |
|
R2 |
101.04 |
101.04 |
98.82 |
|
R1 |
99.73 |
99.73 |
98.62 |
99.30 |
PP |
98.87 |
98.87 |
98.87 |
98.66 |
S1 |
97.56 |
97.56 |
98.22 |
97.13 |
S2 |
96.70 |
96.70 |
98.02 |
|
S3 |
94.53 |
95.39 |
97.82 |
|
S4 |
92.36 |
93.22 |
97.23 |
|
|
Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.11 |
107.06 |
100.23 |
|
R3 |
105.82 |
103.77 |
99.32 |
|
R2 |
102.53 |
102.53 |
99.02 |
|
R1 |
100.48 |
100.48 |
98.72 |
99.86 |
PP |
99.24 |
99.24 |
99.24 |
98.94 |
S1 |
97.19 |
97.19 |
98.12 |
96.57 |
S2 |
95.95 |
95.95 |
97.82 |
|
S3 |
92.66 |
93.90 |
97.52 |
|
S4 |
89.37 |
90.61 |
96.61 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
101.30 |
98.01 |
3.29 |
3.3% |
1.35 |
1.4% |
12% |
False |
True |
57,827 |
10 |
102.72 |
98.01 |
4.71 |
4.8% |
1.11 |
1.1% |
9% |
False |
True |
53,213 |
20 |
103.66 |
98.01 |
5.65 |
5.7% |
1.10 |
1.1% |
7% |
False |
True |
60,173 |
40 |
103.66 |
96.41 |
7.25 |
7.4% |
1.00 |
1.0% |
28% |
False |
False |
52,349 |
60 |
103.66 |
93.98 |
9.68 |
9.8% |
1.01 |
1.0% |
46% |
False |
False |
48,080 |
80 |
103.66 |
92.25 |
11.41 |
11.6% |
1.01 |
1.0% |
54% |
False |
False |
45,146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.40 |
2.618 |
105.86 |
1.618 |
103.69 |
1.000 |
102.35 |
0.618 |
101.52 |
HIGH |
100.18 |
0.618 |
99.35 |
0.500 |
99.10 |
0.382 |
98.84 |
LOW |
98.01 |
0.618 |
96.67 |
1.000 |
95.84 |
1.618 |
94.50 |
2.618 |
92.33 |
4.250 |
88.79 |
|
|
Fisher Pivots for day following 11-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
99.10 |
99.28 |
PP |
98.87 |
98.99 |
S1 |
98.65 |
98.71 |
|