NYMEX Light Sweet Crude Oil Future August 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 |
101.95 |
102.86 |
0.91 |
0.9% |
103.75 |
| High |
103.00 |
102.92 |
-0.08 |
-0.1% |
104.20 |
| Low |
101.55 |
100.44 |
-1.11 |
-1.1% |
100.44 |
| Close |
102.93 |
100.83 |
-2.10 |
-2.0% |
100.83 |
| Range |
1.45 |
2.48 |
1.03 |
71.0% |
3.76 |
| ATR |
1.27 |
1.36 |
0.09 |
6.8% |
0.00 |
| Volume |
238,076 |
272,550 |
34,474 |
14.5% |
1,200,241 |
|
| Daily Pivots for day following 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.84 |
107.31 |
102.19 |
|
| R3 |
106.36 |
104.83 |
101.51 |
|
| R2 |
103.88 |
103.88 |
101.28 |
|
| R1 |
102.35 |
102.35 |
101.06 |
101.88 |
| PP |
101.40 |
101.40 |
101.40 |
101.16 |
| S1 |
99.87 |
99.87 |
100.60 |
99.40 |
| S2 |
98.92 |
98.92 |
100.38 |
|
| S3 |
96.44 |
97.39 |
100.15 |
|
| S4 |
93.96 |
94.91 |
99.47 |
|
|
| Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.10 |
110.73 |
102.90 |
|
| R3 |
109.34 |
106.97 |
101.86 |
|
| R2 |
105.58 |
105.58 |
101.52 |
|
| R1 |
103.21 |
103.21 |
101.17 |
102.52 |
| PP |
101.82 |
101.82 |
101.82 |
101.48 |
| S1 |
99.45 |
99.45 |
100.49 |
98.76 |
| S2 |
98.06 |
98.06 |
100.14 |
|
| S3 |
94.30 |
95.69 |
99.80 |
|
| S4 |
90.54 |
91.93 |
98.76 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.20 |
100.44 |
3.76 |
3.7% |
1.55 |
1.5% |
10% |
False |
True |
240,048 |
| 10 |
106.19 |
100.44 |
5.75 |
5.7% |
1.33 |
1.3% |
7% |
False |
True |
217,624 |
| 20 |
107.50 |
100.44 |
7.06 |
7.0% |
1.33 |
1.3% |
6% |
False |
True |
211,039 |
| 40 |
107.50 |
100.04 |
7.46 |
7.4% |
1.22 |
1.2% |
11% |
False |
False |
142,813 |
| 60 |
107.50 |
97.30 |
10.20 |
10.1% |
1.19 |
1.2% |
35% |
False |
False |
106,796 |
| 80 |
107.50 |
95.50 |
12.00 |
11.9% |
1.18 |
1.2% |
44% |
False |
False |
84,995 |
| 100 |
107.50 |
95.06 |
12.44 |
12.3% |
1.17 |
1.2% |
46% |
False |
False |
71,233 |
| 120 |
107.50 |
91.27 |
16.23 |
16.1% |
1.14 |
1.1% |
59% |
False |
False |
60,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.46 |
|
2.618 |
109.41 |
|
1.618 |
106.93 |
|
1.000 |
105.40 |
|
0.618 |
104.45 |
|
HIGH |
102.92 |
|
0.618 |
101.97 |
|
0.500 |
101.68 |
|
0.382 |
101.39 |
|
LOW |
100.44 |
|
0.618 |
98.91 |
|
1.000 |
97.96 |
|
1.618 |
96.43 |
|
2.618 |
93.95 |
|
4.250 |
89.90 |
|
|
| Fisher Pivots for day following 11-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
101.68 |
102.02 |
| PP |
101.40 |
101.62 |
| S1 |
101.11 |
101.23 |
|