NYMEX Light Sweet Crude Oil Future September 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 |
103.30 |
102.83 |
-0.47 |
-0.5% |
105.02 |
| High |
103.55 |
103.63 |
0.08 |
0.1% |
105.40 |
| Low |
102.69 |
102.45 |
-0.24 |
-0.2% |
103.14 |
| Close |
103.03 |
102.79 |
-0.24 |
-0.2% |
103.28 |
| Range |
0.86 |
1.18 |
0.32 |
37.2% |
2.26 |
| ATR |
1.10 |
1.10 |
0.01 |
0.5% |
0.00 |
| Volume |
73,998 |
119,190 |
45,192 |
61.1% |
368,429 |
|
| Daily Pivots for day following 08-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.50 |
105.82 |
103.44 |
|
| R3 |
105.32 |
104.64 |
103.11 |
|
| R2 |
104.14 |
104.14 |
103.01 |
|
| R1 |
103.46 |
103.46 |
102.90 |
103.21 |
| PP |
102.96 |
102.96 |
102.96 |
102.83 |
| S1 |
102.28 |
102.28 |
102.68 |
102.03 |
| S2 |
101.78 |
101.78 |
102.57 |
|
| S3 |
100.60 |
101.10 |
102.47 |
|
| S4 |
99.42 |
99.92 |
102.14 |
|
|
| 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 |
104.89 |
102.45 |
2.44 |
2.4% |
0.89 |
0.9% |
14% |
False |
True |
88,094 |
| 10 |
106.64 |
102.45 |
4.19 |
4.1% |
1.11 |
1.1% |
8% |
False |
True |
76,309 |
| 20 |
106.64 |
102.40 |
4.24 |
4.1% |
1.15 |
1.1% |
9% |
False |
False |
74,648 |
| 40 |
106.64 |
98.00 |
8.64 |
8.4% |
1.07 |
1.0% |
55% |
False |
False |
57,543 |
| 60 |
106.64 |
96.43 |
10.21 |
9.9% |
1.06 |
1.0% |
62% |
False |
False |
47,841 |
| 80 |
106.64 |
94.34 |
12.30 |
12.0% |
1.07 |
1.0% |
69% |
False |
False |
41,096 |
| 100 |
106.64 |
94.34 |
12.30 |
12.0% |
1.07 |
1.0% |
69% |
False |
False |
36,385 |
| 120 |
106.64 |
90.21 |
16.43 |
16.0% |
1.05 |
1.0% |
77% |
False |
False |
32,217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.65 |
|
2.618 |
106.72 |
|
1.618 |
105.54 |
|
1.000 |
104.81 |
|
0.618 |
104.36 |
|
HIGH |
103.63 |
|
0.618 |
103.18 |
|
0.500 |
103.04 |
|
0.382 |
102.90 |
|
LOW |
102.45 |
|
0.618 |
101.72 |
|
1.000 |
101.27 |
|
1.618 |
100.54 |
|
2.618 |
99.36 |
|
4.250 |
97.44 |
|
|
| Fisher Pivots for day following 08-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
103.04 |
103.04 |
| PP |
102.96 |
102.96 |
| S1 |
102.87 |
102.87 |
|