NYMEX Light Sweet Crude Oil Future September 2014
| Trading Metrics calculated at close of trading on 07-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jul-2014 |
07-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
103.55 |
103.30 |
-0.25 |
-0.2% |
105.02 |
| High |
103.60 |
103.55 |
-0.05 |
0.0% |
105.40 |
| Low |
103.14 |
102.69 |
-0.45 |
-0.4% |
103.14 |
| Close |
103.28 |
103.03 |
-0.25 |
-0.2% |
103.28 |
| Range |
0.46 |
0.86 |
0.40 |
87.0% |
2.26 |
| ATR |
1.11 |
1.10 |
-0.02 |
-1.6% |
0.00 |
| Volume |
90,795 |
73,998 |
-16,797 |
-18.5% |
368,429 |
|
| Daily Pivots for day following 07-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.67 |
105.21 |
103.50 |
|
| R3 |
104.81 |
104.35 |
103.27 |
|
| R2 |
103.95 |
103.95 |
103.19 |
|
| R1 |
103.49 |
103.49 |
103.11 |
103.29 |
| PP |
103.09 |
103.09 |
103.09 |
102.99 |
| S1 |
102.63 |
102.63 |
102.95 |
102.43 |
| S2 |
102.23 |
102.23 |
102.87 |
|
| S3 |
101.37 |
101.77 |
102.79 |
|
| S4 |
100.51 |
100.91 |
102.56 |
|
|
| Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.72 |
109.26 |
104.52 |
|
| R3 |
108.46 |
107.00 |
103.90 |
|
| R2 |
106.20 |
106.20 |
103.69 |
|
| R1 |
104.74 |
104.74 |
103.49 |
104.34 |
| PP |
103.94 |
103.94 |
103.94 |
103.74 |
| S1 |
102.48 |
102.48 |
103.07 |
102.08 |
| S2 |
101.68 |
101.68 |
102.87 |
|
| S3 |
99.42 |
100.22 |
102.66 |
|
| S4 |
97.16 |
97.96 |
102.04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.40 |
102.69 |
2.71 |
2.6% |
0.92 |
0.9% |
13% |
False |
True |
81,905 |
| 10 |
106.64 |
102.69 |
3.95 |
3.8% |
1.11 |
1.1% |
9% |
False |
True |
70,306 |
| 20 |
106.64 |
102.11 |
4.53 |
4.4% |
1.14 |
1.1% |
20% |
False |
False |
72,587 |
| 40 |
106.64 |
97.46 |
9.18 |
8.9% |
1.07 |
1.0% |
61% |
False |
False |
55,256 |
| 60 |
106.64 |
96.43 |
10.21 |
9.9% |
1.06 |
1.0% |
65% |
False |
False |
46,279 |
| 80 |
106.64 |
94.34 |
12.30 |
11.9% |
1.06 |
1.0% |
71% |
False |
False |
39,893 |
| 100 |
106.64 |
94.34 |
12.30 |
11.9% |
1.07 |
1.0% |
71% |
False |
False |
35,343 |
| 120 |
106.64 |
89.58 |
17.06 |
16.6% |
1.05 |
1.0% |
79% |
False |
False |
31,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.21 |
|
2.618 |
105.80 |
|
1.618 |
104.94 |
|
1.000 |
104.41 |
|
0.618 |
104.08 |
|
HIGH |
103.55 |
|
0.618 |
103.22 |
|
0.500 |
103.12 |
|
0.382 |
103.02 |
|
LOW |
102.69 |
|
0.618 |
102.16 |
|
1.000 |
101.83 |
|
1.618 |
101.30 |
|
2.618 |
100.44 |
|
4.250 |
99.04 |
|
|
| Fisher Pivots for day following 07-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
103.12 |
103.20 |
| PP |
103.09 |
103.14 |
| S1 |
103.06 |
103.09 |
|