NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 04-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2014 |
04-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
102.44 |
102.79 |
0.35 |
0.3% |
104.34 |
High |
102.86 |
103.69 |
0.83 |
0.8% |
104.50 |
Low |
102.23 |
102.34 |
0.11 |
0.1% |
102.40 |
Close |
102.66 |
102.64 |
-0.02 |
0.0% |
102.71 |
Range |
0.63 |
1.35 |
0.72 |
114.3% |
2.10 |
ATR |
1.17 |
1.18 |
0.01 |
1.1% |
0.00 |
Volume |
160,208 |
208,540 |
48,332 |
30.2% |
788,761 |
|
Daily Pivots for day following 04-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.94 |
106.14 |
103.38 |
|
R3 |
105.59 |
104.79 |
103.01 |
|
R2 |
104.24 |
104.24 |
102.89 |
|
R1 |
103.44 |
103.44 |
102.76 |
103.17 |
PP |
102.89 |
102.89 |
102.89 |
102.75 |
S1 |
102.09 |
102.09 |
102.52 |
101.82 |
S2 |
101.54 |
101.54 |
102.39 |
|
S3 |
100.19 |
100.74 |
102.27 |
|
S4 |
98.84 |
99.39 |
101.90 |
|
|
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 |
103.94 |
102.10 |
1.84 |
1.8% |
1.14 |
1.1% |
29% |
False |
False |
180,606 |
10 |
104.50 |
102.10 |
2.40 |
2.3% |
1.14 |
1.1% |
23% |
False |
False |
190,842 |
20 |
104.50 |
98.91 |
5.59 |
5.4% |
1.12 |
1.1% |
67% |
False |
False |
172,659 |
40 |
104.50 |
98.10 |
6.40 |
6.2% |
1.16 |
1.1% |
71% |
False |
False |
117,642 |
60 |
104.50 |
95.73 |
8.77 |
8.5% |
1.20 |
1.2% |
79% |
False |
False |
89,764 |
80 |
104.50 |
95.73 |
8.77 |
8.5% |
1.20 |
1.2% |
79% |
False |
False |
72,868 |
100 |
104.50 |
90.49 |
14.01 |
13.6% |
1.19 |
1.2% |
87% |
False |
False |
60,987 |
120 |
104.50 |
90.40 |
14.10 |
13.7% |
1.15 |
1.1% |
87% |
False |
False |
52,278 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.43 |
2.618 |
107.22 |
1.618 |
105.87 |
1.000 |
105.04 |
0.618 |
104.52 |
HIGH |
103.69 |
0.618 |
103.17 |
0.500 |
103.02 |
0.382 |
102.86 |
LOW |
102.34 |
0.618 |
101.51 |
1.000 |
100.99 |
1.618 |
100.16 |
2.618 |
98.81 |
4.250 |
96.60 |
|
|
Fisher Pivots for day following 04-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
103.02 |
102.90 |
PP |
102.89 |
102.81 |
S1 |
102.77 |
102.73 |
|