NYMEX Light Sweet Crude Oil Future August 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 |
103.75 |
103.39 |
-0.36 |
-0.3% |
105.69 |
| High |
104.09 |
104.20 |
0.11 |
0.1% |
106.09 |
| Low |
103.19 |
103.01 |
-0.18 |
-0.2% |
103.67 |
| Close |
103.53 |
103.40 |
-0.13 |
-0.1% |
104.06 |
| Range |
0.90 |
1.19 |
0.29 |
32.2% |
2.42 |
| ATR |
1.22 |
1.22 |
0.00 |
-0.2% |
0.00 |
| Volume |
189,250 |
249,378 |
60,128 |
31.8% |
847,024 |
|
| Daily Pivots for day following 08-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.11 |
106.44 |
104.05 |
|
| R3 |
105.92 |
105.25 |
103.73 |
|
| R2 |
104.73 |
104.73 |
103.62 |
|
| R1 |
104.06 |
104.06 |
103.51 |
104.40 |
| PP |
103.54 |
103.54 |
103.54 |
103.70 |
| S1 |
102.87 |
102.87 |
103.29 |
103.21 |
| S2 |
102.35 |
102.35 |
103.18 |
|
| S3 |
101.16 |
101.68 |
103.07 |
|
| S4 |
99.97 |
100.49 |
102.75 |
|
|
| Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.87 |
110.38 |
105.39 |
|
| R3 |
109.45 |
107.96 |
104.73 |
|
| R2 |
107.03 |
107.03 |
104.50 |
|
| R1 |
105.54 |
105.54 |
104.28 |
105.08 |
| PP |
104.61 |
104.61 |
104.61 |
104.37 |
| S1 |
103.12 |
103.12 |
103.84 |
102.66 |
| S2 |
102.19 |
102.19 |
103.62 |
|
| S3 |
99.77 |
100.70 |
103.39 |
|
| S4 |
97.35 |
98.28 |
102.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.09 |
103.01 |
3.08 |
3.0% |
1.13 |
1.1% |
13% |
False |
True |
214,063 |
| 10 |
107.50 |
103.01 |
4.49 |
4.3% |
1.26 |
1.2% |
9% |
False |
True |
203,462 |
| 20 |
107.50 |
103.01 |
4.49 |
4.3% |
1.26 |
1.2% |
9% |
False |
True |
192,195 |
| 40 |
107.50 |
98.41 |
9.09 |
8.8% |
1.16 |
1.1% |
55% |
False |
False |
126,594 |
| 60 |
107.50 |
97.30 |
10.20 |
9.9% |
1.14 |
1.1% |
60% |
False |
False |
95,433 |
| 80 |
107.50 |
95.06 |
12.44 |
12.0% |
1.15 |
1.1% |
67% |
False |
False |
76,075 |
| 100 |
107.50 |
95.06 |
12.44 |
12.0% |
1.15 |
1.1% |
67% |
False |
False |
63,864 |
| 120 |
107.50 |
90.47 |
17.03 |
16.5% |
1.12 |
1.1% |
76% |
False |
False |
54,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.26 |
|
2.618 |
107.32 |
|
1.618 |
106.13 |
|
1.000 |
105.39 |
|
0.618 |
104.94 |
|
HIGH |
104.20 |
|
0.618 |
103.75 |
|
0.500 |
103.61 |
|
0.382 |
103.46 |
|
LOW |
103.01 |
|
0.618 |
102.27 |
|
1.000 |
101.82 |
|
1.618 |
101.08 |
|
2.618 |
99.89 |
|
4.250 |
97.95 |
|
|
| Fisher Pivots for day following 08-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
103.61 |
103.65 |
| PP |
103.54 |
103.57 |
| S1 |
103.47 |
103.48 |
|