NYMEX Light Sweet Crude Oil Future December 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 |
100.42 |
99.16 |
-1.26 |
-1.3% |
102.37 |
| High |
100.54 |
100.35 |
-0.19 |
-0.2% |
102.71 |
| Low |
99.18 |
99.01 |
-0.17 |
-0.2% |
100.84 |
| Close |
99.60 |
100.30 |
0.70 |
0.7% |
101.21 |
| Range |
1.36 |
1.34 |
-0.02 |
-1.5% |
1.87 |
| ATR |
1.04 |
1.06 |
0.02 |
2.1% |
0.00 |
| Volume |
64,801 |
60,412 |
-4,389 |
-6.8% |
196,661 |
|
| Daily Pivots for day following 10-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.91 |
103.44 |
101.04 |
|
| R3 |
102.57 |
102.10 |
100.67 |
|
| R2 |
101.23 |
101.23 |
100.55 |
|
| R1 |
100.76 |
100.76 |
100.42 |
101.00 |
| PP |
99.89 |
99.89 |
99.89 |
100.00 |
| S1 |
99.42 |
99.42 |
100.18 |
99.66 |
| S2 |
98.55 |
98.55 |
100.05 |
|
| S3 |
97.21 |
98.08 |
99.93 |
|
| S4 |
95.87 |
96.74 |
99.56 |
|
|
| 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 |
101.34 |
99.01 |
2.33 |
2.3% |
1.02 |
1.0% |
55% |
False |
True |
54,082 |
| 10 |
103.07 |
99.01 |
4.06 |
4.0% |
1.04 |
1.0% |
32% |
False |
True |
53,803 |
| 20 |
103.66 |
99.01 |
4.65 |
4.6% |
1.10 |
1.1% |
28% |
False |
True |
58,764 |
| 40 |
103.66 |
96.41 |
7.25 |
7.2% |
0.97 |
1.0% |
54% |
False |
False |
51,480 |
| 60 |
103.66 |
93.98 |
9.68 |
9.7% |
0.99 |
1.0% |
65% |
False |
False |
47,553 |
| 80 |
103.66 |
92.25 |
11.41 |
11.4% |
0.99 |
1.0% |
71% |
False |
False |
44,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.05 |
|
2.618 |
103.86 |
|
1.618 |
102.52 |
|
1.000 |
101.69 |
|
0.618 |
101.18 |
|
HIGH |
100.35 |
|
0.618 |
99.84 |
|
0.500 |
99.68 |
|
0.382 |
99.52 |
|
LOW |
99.01 |
|
0.618 |
98.18 |
|
1.000 |
97.67 |
|
1.618 |
96.84 |
|
2.618 |
95.50 |
|
4.250 |
93.32 |
|
|
| Fisher Pivots for day following 10-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
100.09 |
100.23 |
| PP |
99.89 |
100.15 |
| S1 |
99.68 |
100.08 |
|