NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 03-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2014 |
03-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
102.92 |
102.44 |
-0.48 |
-0.5% |
104.34 |
High |
103.35 |
102.86 |
-0.49 |
-0.5% |
104.50 |
Low |
102.10 |
102.23 |
0.13 |
0.1% |
102.40 |
Close |
102.47 |
102.66 |
0.19 |
0.2% |
102.71 |
Range |
1.25 |
0.63 |
-0.62 |
-49.6% |
2.10 |
ATR |
1.21 |
1.17 |
-0.04 |
-3.4% |
0.00 |
Volume |
159,042 |
160,208 |
1,166 |
0.7% |
788,761 |
|
Daily Pivots for day following 03-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.47 |
104.20 |
103.01 |
|
R3 |
103.84 |
103.57 |
102.83 |
|
R2 |
103.21 |
103.21 |
102.78 |
|
R1 |
102.94 |
102.94 |
102.72 |
103.08 |
PP |
102.58 |
102.58 |
102.58 |
102.65 |
S1 |
102.31 |
102.31 |
102.60 |
102.45 |
S2 |
101.95 |
101.95 |
102.54 |
|
S3 |
101.32 |
101.68 |
102.49 |
|
S4 |
100.69 |
101.05 |
102.31 |
|
|
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 |
104.39 |
102.10 |
2.29 |
2.2% |
1.22 |
1.2% |
24% |
False |
False |
186,724 |
10 |
104.50 |
101.69 |
2.81 |
2.7% |
1.14 |
1.1% |
35% |
False |
False |
194,965 |
20 |
104.50 |
98.57 |
5.93 |
5.8% |
1.11 |
1.1% |
69% |
False |
False |
165,232 |
40 |
104.50 |
98.10 |
6.40 |
6.2% |
1.16 |
1.1% |
71% |
False |
False |
113,207 |
60 |
104.50 |
95.73 |
8.77 |
8.5% |
1.21 |
1.2% |
79% |
False |
False |
86,709 |
80 |
104.50 |
94.67 |
9.83 |
9.6% |
1.22 |
1.2% |
81% |
False |
False |
70,455 |
100 |
104.50 |
90.40 |
14.10 |
13.7% |
1.19 |
1.2% |
87% |
False |
False |
59,103 |
120 |
104.50 |
90.40 |
14.10 |
13.7% |
1.14 |
1.1% |
87% |
False |
False |
50,612 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.54 |
2.618 |
104.51 |
1.618 |
103.88 |
1.000 |
103.49 |
0.618 |
103.25 |
HIGH |
102.86 |
0.618 |
102.62 |
0.500 |
102.55 |
0.382 |
102.47 |
LOW |
102.23 |
0.618 |
101.84 |
1.000 |
101.60 |
1.618 |
101.21 |
2.618 |
100.58 |
4.250 |
99.55 |
|
|
Fisher Pivots for day following 03-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
102.62 |
102.83 |
PP |
102.58 |
102.77 |
S1 |
102.55 |
102.72 |
|