NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 06-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2014 |
06-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
102.37 |
102.44 |
0.07 |
0.1% |
102.92 |
High |
102.69 |
103.07 |
0.38 |
0.4% |
103.69 |
Low |
101.60 |
102.30 |
0.70 |
0.7% |
101.60 |
Close |
102.48 |
102.66 |
0.18 |
0.2% |
102.66 |
Range |
1.09 |
0.77 |
-0.32 |
-29.4% |
2.09 |
ATR |
1.17 |
1.15 |
-0.03 |
-2.5% |
0.00 |
Volume |
200,402 |
197,758 |
-2,644 |
-1.3% |
925,950 |
|
Daily Pivots for day following 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.99 |
104.59 |
103.08 |
|
R3 |
104.22 |
103.82 |
102.87 |
|
R2 |
103.45 |
103.45 |
102.80 |
|
R1 |
103.05 |
103.05 |
102.73 |
103.25 |
PP |
102.68 |
102.68 |
102.68 |
102.78 |
S1 |
102.28 |
102.28 |
102.59 |
102.48 |
S2 |
101.91 |
101.91 |
102.52 |
|
S3 |
101.14 |
101.51 |
102.45 |
|
S4 |
100.37 |
100.74 |
102.24 |
|
|
Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.92 |
107.88 |
103.81 |
|
R3 |
106.83 |
105.79 |
103.23 |
|
R2 |
104.74 |
104.74 |
103.04 |
|
R1 |
103.70 |
103.70 |
102.85 |
103.18 |
PP |
102.65 |
102.65 |
102.65 |
102.39 |
S1 |
101.61 |
101.61 |
102.47 |
101.09 |
S2 |
100.56 |
100.56 |
102.28 |
|
S3 |
98.47 |
99.52 |
102.09 |
|
S4 |
96.38 |
97.43 |
101.51 |
|
|
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% |
1.02 |
1.0% |
51% |
False |
False |
185,190 |
10 |
104.50 |
101.60 |
2.90 |
2.8% |
1.11 |
1.1% |
37% |
False |
False |
187,527 |
20 |
104.50 |
99.04 |
5.46 |
5.3% |
1.11 |
1.1% |
66% |
False |
False |
179,562 |
40 |
104.50 |
98.10 |
6.40 |
6.2% |
1.13 |
1.1% |
71% |
False |
False |
124,665 |
60 |
104.50 |
95.73 |
8.77 |
8.5% |
1.18 |
1.1% |
79% |
False |
False |
95,188 |
80 |
104.50 |
95.73 |
8.77 |
8.5% |
1.21 |
1.2% |
79% |
False |
False |
77,303 |
100 |
104.50 |
90.62 |
13.88 |
13.5% |
1.19 |
1.2% |
87% |
False |
False |
64,624 |
120 |
104.50 |
90.40 |
14.10 |
13.7% |
1.15 |
1.1% |
87% |
False |
False |
55,383 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.34 |
2.618 |
105.09 |
1.618 |
104.32 |
1.000 |
103.84 |
0.618 |
103.55 |
HIGH |
103.07 |
0.618 |
102.78 |
0.500 |
102.69 |
0.382 |
102.59 |
LOW |
102.30 |
0.618 |
101.82 |
1.000 |
101.53 |
1.618 |
101.05 |
2.618 |
100.28 |
4.250 |
99.03 |
|
|
Fisher Pivots for day following 06-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
102.69 |
102.66 |
PP |
102.68 |
102.65 |
S1 |
102.67 |
102.65 |
|