NYMEX Light Sweet Crude Oil Future October 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 |
102.01 |
100.62 |
-1.39 |
-1.4% |
104.07 |
| High |
102.09 |
101.76 |
-0.33 |
-0.3% |
104.46 |
| Low |
100.62 |
100.37 |
-0.25 |
-0.2% |
102.37 |
| Close |
101.04 |
101.70 |
0.66 |
0.7% |
102.74 |
| Range |
1.47 |
1.39 |
-0.08 |
-5.4% |
2.09 |
| ATR |
1.10 |
1.12 |
0.02 |
1.9% |
0.00 |
| Volume |
48,894 |
50,121 |
1,227 |
2.5% |
144,397 |
|
| Daily Pivots for day following 10-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.45 |
104.96 |
102.46 |
|
| R3 |
104.06 |
103.57 |
102.08 |
|
| R2 |
102.67 |
102.67 |
101.95 |
|
| R1 |
102.18 |
102.18 |
101.83 |
102.43 |
| PP |
101.28 |
101.28 |
101.28 |
101.40 |
| S1 |
100.79 |
100.79 |
101.57 |
101.04 |
| S2 |
99.89 |
99.89 |
101.45 |
|
| S3 |
98.50 |
99.40 |
101.32 |
|
| S4 |
97.11 |
98.01 |
100.94 |
|
|
| 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 |
102.86 |
100.37 |
2.49 |
2.4% |
1.07 |
1.1% |
53% |
False |
True |
41,932 |
| 10 |
104.93 |
100.37 |
4.56 |
4.5% |
1.11 |
1.1% |
29% |
False |
True |
38,309 |
| 20 |
105.55 |
100.37 |
5.18 |
5.1% |
1.16 |
1.1% |
26% |
False |
True |
37,636 |
| 40 |
105.55 |
98.17 |
7.38 |
7.3% |
1.01 |
1.0% |
48% |
False |
False |
29,141 |
| 60 |
105.55 |
95.59 |
9.96 |
9.8% |
0.99 |
1.0% |
61% |
False |
False |
23,521 |
| 80 |
105.55 |
93.74 |
11.81 |
11.6% |
0.98 |
1.0% |
67% |
False |
False |
19,549 |
| 100 |
105.55 |
93.72 |
11.83 |
11.6% |
0.95 |
0.9% |
67% |
False |
False |
16,894 |
| 120 |
105.55 |
89.94 |
15.61 |
15.3% |
0.90 |
0.9% |
75% |
False |
False |
14,574 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.67 |
|
2.618 |
105.40 |
|
1.618 |
104.01 |
|
1.000 |
103.15 |
|
0.618 |
102.62 |
|
HIGH |
101.76 |
|
0.618 |
101.23 |
|
0.500 |
101.07 |
|
0.382 |
100.90 |
|
LOW |
100.37 |
|
0.618 |
99.51 |
|
1.000 |
98.98 |
|
1.618 |
98.12 |
|
2.618 |
96.73 |
|
4.250 |
94.46 |
|
|
| Fisher Pivots for day following 10-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
101.49 |
101.67 |
| PP |
101.28 |
101.63 |
| S1 |
101.07 |
101.60 |
|