NYMEX Light Sweet Crude Oil Future September 2014
| Trading Metrics calculated at close of trading on 10-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2014 |
10-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
102.80 |
101.41 |
-1.39 |
-1.4% |
105.02 |
| High |
102.90 |
102.47 |
-0.43 |
-0.4% |
105.40 |
| Low |
101.31 |
101.02 |
-0.29 |
-0.3% |
103.14 |
| Close |
101.75 |
102.40 |
0.65 |
0.6% |
103.28 |
| Range |
1.59 |
1.45 |
-0.14 |
-8.8% |
2.26 |
| ATR |
1.14 |
1.16 |
0.02 |
2.0% |
0.00 |
| Volume |
121,587 |
124,029 |
2,442 |
2.0% |
368,429 |
|
| Daily Pivots for day following 10-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.31 |
105.81 |
103.20 |
|
| R3 |
104.86 |
104.36 |
102.80 |
|
| R2 |
103.41 |
103.41 |
102.67 |
|
| R1 |
102.91 |
102.91 |
102.53 |
103.16 |
| PP |
101.96 |
101.96 |
101.96 |
102.09 |
| S1 |
101.46 |
101.46 |
102.27 |
101.71 |
| S2 |
100.51 |
100.51 |
102.13 |
|
| S3 |
99.06 |
100.01 |
102.00 |
|
| S4 |
97.61 |
98.56 |
101.60 |
|
|
| 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 |
103.63 |
101.02 |
2.61 |
2.5% |
1.11 |
1.1% |
53% |
False |
True |
105,919 |
| 10 |
105.45 |
101.02 |
4.43 |
4.3% |
1.06 |
1.0% |
31% |
False |
True |
86,269 |
| 20 |
106.64 |
101.02 |
5.62 |
5.5% |
1.15 |
1.1% |
25% |
False |
True |
80,306 |
| 40 |
106.64 |
99.12 |
7.52 |
7.3% |
1.10 |
1.1% |
44% |
False |
False |
62,208 |
| 60 |
106.64 |
96.43 |
10.21 |
10.0% |
1.08 |
1.1% |
58% |
False |
False |
50,882 |
| 80 |
106.64 |
94.60 |
12.04 |
11.8% |
1.08 |
1.0% |
65% |
False |
False |
43,804 |
| 100 |
106.64 |
94.34 |
12.30 |
12.0% |
1.08 |
1.1% |
66% |
False |
False |
38,640 |
| 120 |
106.64 |
90.40 |
16.24 |
15.9% |
1.06 |
1.0% |
74% |
False |
False |
34,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.63 |
|
2.618 |
106.27 |
|
1.618 |
104.82 |
|
1.000 |
103.92 |
|
0.618 |
103.37 |
|
HIGH |
102.47 |
|
0.618 |
101.92 |
|
0.500 |
101.75 |
|
0.382 |
101.57 |
|
LOW |
101.02 |
|
0.618 |
100.12 |
|
1.000 |
99.57 |
|
1.618 |
98.67 |
|
2.618 |
97.22 |
|
4.250 |
94.86 |
|
|
| Fisher Pivots for day following 10-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
102.18 |
102.38 |
| PP |
101.96 |
102.35 |
| S1 |
101.75 |
102.33 |
|