NYMEX Light Sweet Crude Oil Future October 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 |
104.00 |
103.85 |
-0.15 |
-0.1% |
105.20 |
| High |
104.46 |
104.02 |
-0.44 |
-0.4% |
105.55 |
| Low |
103.21 |
102.68 |
-0.53 |
-0.5% |
103.39 |
| Close |
103.86 |
103.09 |
-0.77 |
-0.7% |
104.14 |
| Range |
1.25 |
1.34 |
0.09 |
7.2% |
2.16 |
| ATR |
1.09 |
1.11 |
0.02 |
1.6% |
0.00 |
| Volume |
40,353 |
39,111 |
-1,242 |
-3.1% |
171,011 |
|
| Daily Pivots for day following 02-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.28 |
106.53 |
103.83 |
|
| R3 |
105.94 |
105.19 |
103.46 |
|
| R2 |
104.60 |
104.60 |
103.34 |
|
| R1 |
103.85 |
103.85 |
103.21 |
103.56 |
| PP |
103.26 |
103.26 |
103.26 |
103.12 |
| S1 |
102.51 |
102.51 |
102.97 |
102.22 |
| S2 |
101.92 |
101.92 |
102.84 |
|
| S3 |
100.58 |
101.17 |
102.72 |
|
| S4 |
99.24 |
99.83 |
102.35 |
|
|
| Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.84 |
109.65 |
105.33 |
|
| R3 |
108.68 |
107.49 |
104.73 |
|
| R2 |
106.52 |
106.52 |
104.54 |
|
| R1 |
105.33 |
105.33 |
104.34 |
104.85 |
| PP |
104.36 |
104.36 |
104.36 |
104.12 |
| S1 |
103.17 |
103.17 |
103.94 |
102.69 |
| S2 |
102.20 |
102.20 |
103.74 |
|
| S3 |
100.04 |
101.01 |
103.55 |
|
| S4 |
97.88 |
98.85 |
102.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.93 |
102.68 |
2.25 |
2.2% |
1.15 |
1.1% |
18% |
False |
True |
34,686 |
| 10 |
105.55 |
102.68 |
2.87 |
2.8% |
1.19 |
1.2% |
14% |
False |
True |
35,375 |
| 20 |
105.55 |
99.14 |
6.41 |
6.2% |
1.12 |
1.1% |
62% |
False |
False |
34,071 |
| 40 |
105.55 |
96.10 |
9.45 |
9.2% |
1.00 |
1.0% |
74% |
False |
False |
25,794 |
| 60 |
105.55 |
95.59 |
9.96 |
9.7% |
0.98 |
1.0% |
75% |
False |
False |
20,857 |
| 80 |
105.55 |
93.72 |
11.83 |
11.5% |
0.96 |
0.9% |
79% |
False |
False |
17,338 |
| 100 |
105.55 |
93.72 |
11.83 |
11.5% |
0.93 |
0.9% |
79% |
False |
False |
14,968 |
| 120 |
105.55 |
88.69 |
16.86 |
16.4% |
0.88 |
0.9% |
85% |
False |
False |
12,949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.72 |
|
2.618 |
107.53 |
|
1.618 |
106.19 |
|
1.000 |
105.36 |
|
0.618 |
104.85 |
|
HIGH |
104.02 |
|
0.618 |
103.51 |
|
0.500 |
103.35 |
|
0.382 |
103.19 |
|
LOW |
102.68 |
|
0.618 |
101.85 |
|
1.000 |
101.34 |
|
1.618 |
100.51 |
|
2.618 |
99.17 |
|
4.250 |
96.99 |
|
|
| Fisher Pivots for day following 02-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
103.35 |
103.57 |
| PP |
103.26 |
103.41 |
| S1 |
103.18 |
103.25 |
|