NYMEX Light Sweet Crude Oil Future October 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 |
102.81 |
102.10 |
-0.71 |
-0.7% |
104.07 |
| High |
102.84 |
102.82 |
-0.02 |
0.0% |
104.46 |
| Low |
101.96 |
101.69 |
-0.27 |
-0.3% |
102.37 |
| Close |
102.29 |
102.01 |
-0.28 |
-0.3% |
102.74 |
| Range |
0.88 |
1.13 |
0.25 |
28.4% |
2.09 |
| ATR |
1.07 |
1.07 |
0.00 |
0.4% |
0.00 |
| Volume |
31,824 |
30,314 |
-1,510 |
-4.7% |
144,397 |
|
| Daily Pivots for day following 08-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.56 |
104.92 |
102.63 |
|
| R3 |
104.43 |
103.79 |
102.32 |
|
| R2 |
103.30 |
103.30 |
102.22 |
|
| R1 |
102.66 |
102.66 |
102.11 |
102.42 |
| PP |
102.17 |
102.17 |
102.17 |
102.05 |
| S1 |
101.53 |
101.53 |
101.91 |
101.29 |
| S2 |
101.04 |
101.04 |
101.80 |
|
| S3 |
99.91 |
100.40 |
101.70 |
|
| S4 |
98.78 |
99.27 |
101.39 |
|
|
| Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.46 |
108.19 |
103.89 |
|
| R3 |
107.37 |
106.10 |
103.31 |
|
| R2 |
105.28 |
105.28 |
103.12 |
|
| R1 |
104.01 |
104.01 |
102.93 |
103.60 |
| PP |
103.19 |
103.19 |
103.19 |
102.99 |
| S1 |
101.92 |
101.92 |
102.55 |
101.51 |
| S2 |
101.10 |
101.10 |
102.36 |
|
| S3 |
99.01 |
99.83 |
102.17 |
|
| S4 |
96.92 |
97.74 |
101.59 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.46 |
101.69 |
2.77 |
2.7% |
1.02 |
1.0% |
12% |
False |
True |
38,022 |
| 10 |
105.52 |
101.69 |
3.83 |
3.8% |
1.11 |
1.1% |
8% |
False |
True |
34,118 |
| 20 |
105.55 |
101.03 |
4.52 |
4.4% |
1.09 |
1.1% |
22% |
False |
False |
36,375 |
| 40 |
105.55 |
96.53 |
9.02 |
8.8% |
0.99 |
1.0% |
61% |
False |
False |
27,409 |
| 60 |
105.55 |
95.59 |
9.96 |
9.8% |
0.97 |
1.0% |
64% |
False |
False |
22,125 |
| 80 |
105.55 |
93.72 |
11.83 |
11.6% |
0.96 |
0.9% |
70% |
False |
False |
18,456 |
| 100 |
105.55 |
93.72 |
11.83 |
11.6% |
0.94 |
0.9% |
70% |
False |
False |
15,982 |
| 120 |
105.55 |
89.14 |
16.41 |
16.1% |
0.89 |
0.9% |
78% |
False |
False |
13,799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.62 |
|
2.618 |
105.78 |
|
1.618 |
104.65 |
|
1.000 |
103.95 |
|
0.618 |
103.52 |
|
HIGH |
102.82 |
|
0.618 |
102.39 |
|
0.500 |
102.26 |
|
0.382 |
102.12 |
|
LOW |
101.69 |
|
0.618 |
100.99 |
|
1.000 |
100.56 |
|
1.618 |
99.86 |
|
2.618 |
98.73 |
|
4.250 |
96.89 |
|
|
| Fisher Pivots for day following 08-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
102.26 |
102.28 |
| PP |
102.17 |
102.19 |
| S1 |
102.09 |
102.10 |
|