NYMEX Light Sweet Crude Oil Future September 2014
| Trading Metrics calculated at close of trading on 09-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2014 |
09-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
102.83 |
102.80 |
-0.03 |
0.0% |
105.02 |
| High |
103.63 |
102.90 |
-0.73 |
-0.7% |
105.40 |
| Low |
102.45 |
101.31 |
-1.14 |
-1.1% |
103.14 |
| Close |
102.79 |
101.75 |
-1.04 |
-1.0% |
103.28 |
| Range |
1.18 |
1.59 |
0.41 |
34.7% |
2.26 |
| ATR |
1.10 |
1.14 |
0.03 |
3.2% |
0.00 |
| Volume |
119,190 |
121,587 |
2,397 |
2.0% |
368,429 |
|
| Daily Pivots for day following 09-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.76 |
105.84 |
102.62 |
|
| R3 |
105.17 |
104.25 |
102.19 |
|
| R2 |
103.58 |
103.58 |
102.04 |
|
| R1 |
102.66 |
102.66 |
101.90 |
102.33 |
| PP |
101.99 |
101.99 |
101.99 |
101.82 |
| S1 |
101.07 |
101.07 |
101.60 |
100.74 |
| S2 |
100.40 |
100.40 |
101.46 |
|
| S3 |
98.81 |
99.48 |
101.31 |
|
| S4 |
97.22 |
97.89 |
100.88 |
|
|
| 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 |
103.70 |
101.31 |
2.39 |
2.3% |
0.93 |
0.9% |
18% |
False |
True |
95,383 |
| 10 |
105.99 |
101.31 |
4.68 |
4.6% |
1.09 |
1.1% |
9% |
False |
True |
83,213 |
| 20 |
106.64 |
101.31 |
5.33 |
5.2% |
1.20 |
1.2% |
8% |
False |
True |
76,864 |
| 40 |
106.64 |
99.12 |
7.52 |
7.4% |
1.08 |
1.1% |
35% |
False |
False |
59,886 |
| 60 |
106.64 |
96.43 |
10.21 |
10.0% |
1.07 |
1.1% |
52% |
False |
False |
49,253 |
| 80 |
106.64 |
94.43 |
12.21 |
12.0% |
1.07 |
1.1% |
60% |
False |
False |
42,440 |
| 100 |
106.64 |
94.34 |
12.30 |
12.1% |
1.08 |
1.1% |
60% |
False |
False |
37,502 |
| 120 |
106.64 |
90.40 |
16.24 |
16.0% |
1.06 |
1.0% |
70% |
False |
False |
33,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.66 |
|
2.618 |
107.06 |
|
1.618 |
105.47 |
|
1.000 |
104.49 |
|
0.618 |
103.88 |
|
HIGH |
102.90 |
|
0.618 |
102.29 |
|
0.500 |
102.11 |
|
0.382 |
101.92 |
|
LOW |
101.31 |
|
0.618 |
100.33 |
|
1.000 |
99.72 |
|
1.618 |
98.74 |
|
2.618 |
97.15 |
|
4.250 |
94.55 |
|
|
| Fisher Pivots for day following 09-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
102.11 |
102.47 |
| PP |
101.99 |
102.23 |
| S1 |
101.87 |
101.99 |
|