NYMEX Light Sweet Crude Oil Future December 2014
| Trading Metrics calculated at close of trading on 07-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2014 |
07-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
101.15 |
101.24 |
0.09 |
0.1% |
102.37 |
| High |
101.34 |
101.30 |
-0.04 |
0.0% |
102.71 |
| Low |
100.84 |
100.48 |
-0.36 |
-0.4% |
100.84 |
| Close |
101.21 |
100.78 |
-0.43 |
-0.4% |
101.21 |
| Range |
0.50 |
0.82 |
0.32 |
64.0% |
1.87 |
| ATR |
1.02 |
1.01 |
-0.01 |
-1.4% |
0.00 |
| Volume |
55,539 |
40,926 |
-14,613 |
-26.3% |
196,661 |
|
| Daily Pivots for day following 07-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.31 |
102.87 |
101.23 |
|
| R3 |
102.49 |
102.05 |
101.01 |
|
| R2 |
101.67 |
101.67 |
100.93 |
|
| R1 |
101.23 |
101.23 |
100.86 |
101.04 |
| PP |
100.85 |
100.85 |
100.85 |
100.76 |
| S1 |
100.41 |
100.41 |
100.70 |
100.22 |
| S2 |
100.03 |
100.03 |
100.63 |
|
| S3 |
99.21 |
99.59 |
100.55 |
|
| S4 |
98.39 |
98.77 |
100.33 |
|
|
| Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.20 |
106.07 |
102.24 |
|
| R3 |
105.33 |
104.20 |
101.72 |
|
| R2 |
103.46 |
103.46 |
101.55 |
|
| R1 |
102.33 |
102.33 |
101.38 |
101.96 |
| PP |
101.59 |
101.59 |
101.59 |
101.40 |
| S1 |
100.46 |
100.46 |
101.04 |
100.09 |
| S2 |
99.72 |
99.72 |
100.87 |
|
| S3 |
97.85 |
98.59 |
100.70 |
|
| S4 |
95.98 |
96.72 |
100.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.71 |
100.48 |
2.23 |
2.2% |
0.91 |
0.9% |
13% |
False |
True |
47,517 |
| 10 |
103.66 |
100.48 |
3.18 |
3.2% |
1.07 |
1.1% |
9% |
False |
True |
49,540 |
| 20 |
103.66 |
98.15 |
5.51 |
5.5% |
1.05 |
1.0% |
48% |
False |
False |
58,699 |
| 40 |
103.66 |
94.56 |
9.10 |
9.0% |
0.96 |
1.0% |
68% |
False |
False |
49,630 |
| 60 |
103.66 |
93.98 |
9.68 |
9.6% |
0.96 |
1.0% |
70% |
False |
False |
46,858 |
| 80 |
103.66 |
92.25 |
11.41 |
11.3% |
0.98 |
1.0% |
75% |
False |
False |
43,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.79 |
|
2.618 |
103.45 |
|
1.618 |
102.63 |
|
1.000 |
102.12 |
|
0.618 |
101.81 |
|
HIGH |
101.30 |
|
0.618 |
100.99 |
|
0.500 |
100.89 |
|
0.382 |
100.79 |
|
LOW |
100.48 |
|
0.618 |
99.97 |
|
1.000 |
99.66 |
|
1.618 |
99.15 |
|
2.618 |
98.33 |
|
4.250 |
97.00 |
|
|
| Fisher Pivots for day following 07-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
100.89 |
101.41 |
| PP |
100.85 |
101.20 |
| S1 |
100.82 |
100.99 |
|