NYMEX Light Sweet Crude Oil Future September 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 |
101.41 |
102.36 |
0.95 |
0.9% |
103.30 |
| High |
102.47 |
102.36 |
-0.11 |
-0.1% |
103.63 |
| Low |
101.02 |
99.91 |
-1.11 |
-1.1% |
99.91 |
| Close |
102.40 |
100.30 |
-2.10 |
-2.1% |
100.30 |
| Range |
1.45 |
2.45 |
1.00 |
69.0% |
3.72 |
| ATR |
1.16 |
1.25 |
0.10 |
8.2% |
0.00 |
| Volume |
124,029 |
122,745 |
-1,284 |
-1.0% |
561,549 |
|
| Daily Pivots for day following 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.21 |
106.70 |
101.65 |
|
| R3 |
105.76 |
104.25 |
100.97 |
|
| R2 |
103.31 |
103.31 |
100.75 |
|
| R1 |
101.80 |
101.80 |
100.52 |
101.33 |
| PP |
100.86 |
100.86 |
100.86 |
100.62 |
| S1 |
99.35 |
99.35 |
100.08 |
98.88 |
| S2 |
98.41 |
98.41 |
99.85 |
|
| S3 |
95.96 |
96.90 |
99.63 |
|
| S4 |
93.51 |
94.45 |
98.95 |
|
|
| Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.44 |
110.09 |
102.35 |
|
| R3 |
108.72 |
106.37 |
101.32 |
|
| R2 |
105.00 |
105.00 |
100.98 |
|
| R1 |
102.65 |
102.65 |
100.64 |
101.97 |
| PP |
101.28 |
101.28 |
101.28 |
100.94 |
| S1 |
98.93 |
98.93 |
99.96 |
98.25 |
| S2 |
97.56 |
97.56 |
99.62 |
|
| S3 |
93.84 |
95.21 |
99.28 |
|
| S4 |
90.12 |
91.49 |
98.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.63 |
99.91 |
3.72 |
3.7% |
1.51 |
1.5% |
10% |
False |
True |
112,309 |
| 10 |
105.40 |
99.91 |
5.49 |
5.5% |
1.23 |
1.2% |
7% |
False |
True |
92,997 |
| 20 |
106.64 |
99.91 |
6.73 |
6.7% |
1.21 |
1.2% |
6% |
False |
True |
81,806 |
| 40 |
106.64 |
99.36 |
7.28 |
7.3% |
1.14 |
1.1% |
13% |
False |
False |
64,239 |
| 60 |
106.64 |
96.43 |
10.21 |
10.2% |
1.10 |
1.1% |
38% |
False |
False |
52,553 |
| 80 |
106.64 |
94.60 |
12.04 |
12.0% |
1.10 |
1.1% |
47% |
False |
False |
44,996 |
| 100 |
106.64 |
94.34 |
12.30 |
12.3% |
1.10 |
1.1% |
48% |
False |
False |
39,676 |
| 120 |
106.64 |
91.15 |
15.49 |
15.4% |
1.07 |
1.1% |
59% |
False |
False |
35,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.77 |
|
2.618 |
108.77 |
|
1.618 |
106.32 |
|
1.000 |
104.81 |
|
0.618 |
103.87 |
|
HIGH |
102.36 |
|
0.618 |
101.42 |
|
0.500 |
101.14 |
|
0.382 |
100.85 |
|
LOW |
99.91 |
|
0.618 |
98.40 |
|
1.000 |
97.46 |
|
1.618 |
95.95 |
|
2.618 |
93.50 |
|
4.250 |
89.50 |
|
|
| Fisher Pivots for day following 11-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
101.14 |
101.41 |
| PP |
100.86 |
101.04 |
| S1 |
100.58 |
100.67 |
|