NYMEX Light Sweet Crude Oil Future July 2014
| Trading Metrics calculated at close of trading on 02-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2014 |
02-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
103.51 |
102.92 |
-0.59 |
-0.6% |
104.34 |
| High |
103.56 |
103.35 |
-0.21 |
-0.2% |
104.50 |
| Low |
102.40 |
102.10 |
-0.30 |
-0.3% |
102.40 |
| Close |
102.71 |
102.47 |
-0.24 |
-0.2% |
102.71 |
| Range |
1.16 |
1.25 |
0.09 |
7.8% |
2.10 |
| ATR |
1.21 |
1.21 |
0.00 |
0.3% |
0.00 |
| Volume |
169,734 |
159,042 |
-10,692 |
-6.3% |
788,761 |
|
| Daily Pivots for day following 02-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.39 |
105.68 |
103.16 |
|
| R3 |
105.14 |
104.43 |
102.81 |
|
| R2 |
103.89 |
103.89 |
102.70 |
|
| R1 |
103.18 |
103.18 |
102.58 |
102.91 |
| PP |
102.64 |
102.64 |
102.64 |
102.51 |
| S1 |
101.93 |
101.93 |
102.36 |
101.66 |
| S2 |
101.39 |
101.39 |
102.24 |
|
| S3 |
100.14 |
100.68 |
102.13 |
|
| S4 |
98.89 |
99.43 |
101.78 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.50 |
108.21 |
103.87 |
|
| R3 |
107.40 |
106.11 |
103.29 |
|
| R2 |
105.30 |
105.30 |
103.10 |
|
| R1 |
104.01 |
104.01 |
102.90 |
103.61 |
| PP |
103.20 |
103.20 |
103.20 |
103.00 |
| S1 |
101.91 |
101.91 |
102.52 |
101.51 |
| S2 |
101.10 |
101.10 |
102.33 |
|
| S3 |
99.00 |
99.81 |
102.13 |
|
| S4 |
96.90 |
97.71 |
101.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
104.50 |
102.10 |
2.40 |
2.3% |
1.28 |
1.3% |
15% |
False |
True |
189,560 |
| 10 |
104.50 |
101.52 |
2.98 |
2.9% |
1.18 |
1.1% |
32% |
False |
False |
200,792 |
| 20 |
104.50 |
98.18 |
6.32 |
6.2% |
1.15 |
1.1% |
68% |
False |
False |
160,844 |
| 40 |
104.50 |
98.10 |
6.40 |
6.2% |
1.17 |
1.1% |
68% |
False |
False |
110,158 |
| 60 |
104.50 |
95.73 |
8.77 |
8.6% |
1.21 |
1.2% |
77% |
False |
False |
84,544 |
| 80 |
104.50 |
94.50 |
10.00 |
9.8% |
1.22 |
1.2% |
80% |
False |
False |
68,592 |
| 100 |
104.50 |
90.40 |
14.10 |
13.8% |
1.20 |
1.2% |
86% |
False |
False |
57,620 |
| 120 |
104.50 |
90.40 |
14.10 |
13.8% |
1.14 |
1.1% |
86% |
False |
False |
49,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.66 |
|
2.618 |
106.62 |
|
1.618 |
105.37 |
|
1.000 |
104.60 |
|
0.618 |
104.12 |
|
HIGH |
103.35 |
|
0.618 |
102.87 |
|
0.500 |
102.73 |
|
0.382 |
102.58 |
|
LOW |
102.10 |
|
0.618 |
101.33 |
|
1.000 |
100.85 |
|
1.618 |
100.08 |
|
2.618 |
98.83 |
|
4.250 |
96.79 |
|
|
| Fisher Pivots for day following 02-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
102.73 |
103.02 |
| PP |
102.64 |
102.84 |
| S1 |
102.56 |
102.65 |
|