NYMEX Light Sweet Crude Oil Future January 2015
Trading Metrics calculated at close of trading on 10-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2014 |
10-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
99.74 |
98.64 |
-1.10 |
-1.1% |
101.20 |
High |
99.83 |
99.69 |
-0.14 |
-0.1% |
101.87 |
Low |
98.58 |
98.56 |
-0.02 |
0.0% |
100.16 |
Close |
98.98 |
99.67 |
0.69 |
0.7% |
100.50 |
Range |
1.25 |
1.13 |
-0.12 |
-9.6% |
1.71 |
ATR |
0.89 |
0.90 |
0.02 |
2.0% |
0.00 |
Volume |
9,319 |
6,924 |
-2,395 |
-25.7% |
27,943 |
|
Daily Pivots for day following 10-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.70 |
102.31 |
100.29 |
|
R3 |
101.57 |
101.18 |
99.98 |
|
R2 |
100.44 |
100.44 |
99.88 |
|
R1 |
100.05 |
100.05 |
99.77 |
100.25 |
PP |
99.31 |
99.31 |
99.31 |
99.40 |
S1 |
98.92 |
98.92 |
99.57 |
99.12 |
S2 |
98.18 |
98.18 |
99.46 |
|
S3 |
97.05 |
97.79 |
99.36 |
|
S4 |
95.92 |
96.66 |
99.05 |
|
|
Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.97 |
104.95 |
101.44 |
|
R3 |
104.26 |
103.24 |
100.97 |
|
R2 |
102.55 |
102.55 |
100.81 |
|
R1 |
101.53 |
101.53 |
100.66 |
101.19 |
PP |
100.84 |
100.84 |
100.84 |
100.67 |
S1 |
99.82 |
99.82 |
100.34 |
99.48 |
S2 |
99.13 |
99.13 |
100.19 |
|
S3 |
97.42 |
98.11 |
100.03 |
|
S4 |
95.71 |
96.40 |
99.56 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.63 |
98.56 |
2.07 |
2.1% |
0.90 |
0.9% |
54% |
False |
True |
7,402 |
10 |
102.15 |
98.56 |
3.59 |
3.6% |
0.92 |
0.9% |
31% |
False |
True |
7,933 |
20 |
102.53 |
98.56 |
3.97 |
4.0% |
0.92 |
0.9% |
28% |
False |
True |
7,902 |
40 |
102.53 |
95.74 |
6.79 |
6.8% |
0.77 |
0.8% |
58% |
False |
False |
7,019 |
60 |
102.53 |
93.32 |
9.21 |
9.2% |
0.74 |
0.7% |
69% |
False |
False |
5,817 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.49 |
2.618 |
102.65 |
1.618 |
101.52 |
1.000 |
100.82 |
0.618 |
100.39 |
HIGH |
99.69 |
0.618 |
99.26 |
0.500 |
99.13 |
0.382 |
98.99 |
LOW |
98.56 |
0.618 |
97.86 |
1.000 |
97.43 |
1.618 |
96.73 |
2.618 |
95.60 |
4.250 |
93.76 |
|
|
Fisher Pivots for day following 10-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
99.49 |
99.60 |
PP |
99.31 |
99.54 |
S1 |
99.13 |
99.47 |
|