NYMEX Light Sweet Crude Oil Future July 2014
| Trading Metrics calculated at close of trading on 05-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2014 |
05-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
102.79 |
102.37 |
-0.42 |
-0.4% |
104.34 |
| High |
103.69 |
102.69 |
-1.00 |
-1.0% |
104.50 |
| Low |
102.34 |
101.60 |
-0.74 |
-0.7% |
102.40 |
| Close |
102.64 |
102.48 |
-0.16 |
-0.2% |
102.71 |
| Range |
1.35 |
1.09 |
-0.26 |
-19.3% |
2.10 |
| ATR |
1.18 |
1.17 |
-0.01 |
-0.5% |
0.00 |
| Volume |
208,540 |
200,402 |
-8,138 |
-3.9% |
788,761 |
|
| Daily Pivots for day following 05-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.53 |
105.09 |
103.08 |
|
| R3 |
104.44 |
104.00 |
102.78 |
|
| R2 |
103.35 |
103.35 |
102.68 |
|
| R1 |
102.91 |
102.91 |
102.58 |
103.13 |
| PP |
102.26 |
102.26 |
102.26 |
102.37 |
| S1 |
101.82 |
101.82 |
102.38 |
102.04 |
| S2 |
101.17 |
101.17 |
102.28 |
|
| S3 |
100.08 |
100.73 |
102.18 |
|
| S4 |
98.99 |
99.64 |
101.88 |
|
|
| 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 |
103.69 |
101.60 |
2.09 |
2.0% |
1.10 |
1.1% |
42% |
False |
True |
179,585 |
| 10 |
104.50 |
101.60 |
2.90 |
2.8% |
1.10 |
1.1% |
30% |
False |
True |
183,669 |
| 20 |
104.50 |
99.04 |
5.46 |
5.3% |
1.12 |
1.1% |
63% |
False |
False |
176,252 |
| 40 |
104.50 |
98.10 |
6.40 |
6.2% |
1.14 |
1.1% |
68% |
False |
False |
121,268 |
| 60 |
104.50 |
95.73 |
8.77 |
8.6% |
1.19 |
1.2% |
77% |
False |
False |
92,585 |
| 80 |
104.50 |
95.73 |
8.77 |
8.6% |
1.21 |
1.2% |
77% |
False |
False |
75,099 |
| 100 |
104.50 |
90.49 |
14.01 |
13.7% |
1.19 |
1.2% |
86% |
False |
False |
62,805 |
| 120 |
104.50 |
90.40 |
14.10 |
13.8% |
1.15 |
1.1% |
86% |
False |
False |
53,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.32 |
|
2.618 |
105.54 |
|
1.618 |
104.45 |
|
1.000 |
103.78 |
|
0.618 |
103.36 |
|
HIGH |
102.69 |
|
0.618 |
102.27 |
|
0.500 |
102.15 |
|
0.382 |
102.02 |
|
LOW |
101.60 |
|
0.618 |
100.93 |
|
1.000 |
100.51 |
|
1.618 |
99.84 |
|
2.618 |
98.75 |
|
4.250 |
96.97 |
|
|
| Fisher Pivots for day following 05-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
102.37 |
102.65 |
| PP |
102.26 |
102.59 |
| S1 |
102.15 |
102.54 |
|