NYMEX Light Sweet Crude Oil Future September 2014
| Trading Metrics calculated at close of trading on 02-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2014 |
02-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
104.79 |
104.66 |
-0.13 |
-0.1% |
106.57 |
| High |
105.40 |
104.89 |
-0.51 |
-0.5% |
106.64 |
| Low |
104.04 |
103.52 |
-0.52 |
-0.5% |
104.31 |
| Close |
104.74 |
103.91 |
-0.83 |
-0.8% |
105.04 |
| Range |
1.36 |
1.37 |
0.01 |
0.7% |
2.33 |
| ATR |
1.18 |
1.20 |
0.01 |
1.1% |
0.00 |
| Volume |
88,245 |
85,141 |
-3,104 |
-3.5% |
331,468 |
|
| Daily Pivots for day following 02-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.22 |
107.43 |
104.66 |
|
| R3 |
106.85 |
106.06 |
104.29 |
|
| R2 |
105.48 |
105.48 |
104.16 |
|
| R1 |
104.69 |
104.69 |
104.04 |
104.40 |
| PP |
104.11 |
104.11 |
104.11 |
103.96 |
| S1 |
103.32 |
103.32 |
103.78 |
103.03 |
| S2 |
102.74 |
102.74 |
103.66 |
|
| S3 |
101.37 |
101.95 |
103.53 |
|
| S4 |
100.00 |
100.58 |
103.16 |
|
|
| Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.32 |
111.01 |
106.32 |
|
| R3 |
109.99 |
108.68 |
105.68 |
|
| R2 |
107.66 |
107.66 |
105.47 |
|
| R1 |
106.35 |
106.35 |
105.25 |
105.84 |
| PP |
105.33 |
105.33 |
105.33 |
105.08 |
| S1 |
104.02 |
104.02 |
104.83 |
103.51 |
| S2 |
103.00 |
103.00 |
104.61 |
|
| S3 |
100.67 |
101.69 |
104.40 |
|
| S4 |
98.34 |
99.36 |
103.76 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.99 |
103.52 |
2.47 |
2.4% |
1.24 |
1.2% |
16% |
False |
True |
71,043 |
| 10 |
106.64 |
103.52 |
3.12 |
3.0% |
1.28 |
1.2% |
13% |
False |
True |
70,902 |
| 20 |
106.64 |
100.08 |
6.56 |
6.3% |
1.22 |
1.2% |
58% |
False |
False |
67,334 |
| 40 |
106.64 |
96.98 |
9.66 |
9.3% |
1.10 |
1.1% |
72% |
False |
False |
51,643 |
| 60 |
106.64 |
96.43 |
10.21 |
9.8% |
1.08 |
1.0% |
73% |
False |
False |
44,014 |
| 80 |
106.64 |
94.34 |
12.30 |
11.8% |
1.09 |
1.0% |
78% |
False |
False |
37,807 |
| 100 |
106.64 |
94.34 |
12.30 |
11.8% |
1.07 |
1.0% |
78% |
False |
False |
33,350 |
| 120 |
106.64 |
89.09 |
17.55 |
16.9% |
1.06 |
1.0% |
84% |
False |
False |
29,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.71 |
|
2.618 |
108.48 |
|
1.618 |
107.11 |
|
1.000 |
106.26 |
|
0.618 |
105.74 |
|
HIGH |
104.89 |
|
0.618 |
104.37 |
|
0.500 |
104.21 |
|
0.382 |
104.04 |
|
LOW |
103.52 |
|
0.618 |
102.67 |
|
1.000 |
102.15 |
|
1.618 |
101.30 |
|
2.618 |
99.93 |
|
4.250 |
97.70 |
|
|
| Fisher Pivots for day following 02-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
104.21 |
104.46 |
| PP |
104.11 |
104.28 |
| S1 |
104.01 |
104.09 |
|