NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 09-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2014 |
09-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
102.44 |
102.78 |
0.34 |
0.3% |
102.92 |
High |
103.07 |
104.57 |
1.50 |
1.5% |
103.69 |
Low |
102.30 |
102.62 |
0.32 |
0.3% |
101.60 |
Close |
102.66 |
104.41 |
1.75 |
1.7% |
102.66 |
Range |
0.77 |
1.95 |
1.18 |
153.2% |
2.09 |
ATR |
1.15 |
1.20 |
0.06 |
5.0% |
0.00 |
Volume |
197,758 |
246,719 |
48,961 |
24.8% |
925,950 |
|
Daily Pivots for day following 09-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.72 |
109.01 |
105.48 |
|
R3 |
107.77 |
107.06 |
104.95 |
|
R2 |
105.82 |
105.82 |
104.77 |
|
R1 |
105.11 |
105.11 |
104.59 |
105.47 |
PP |
103.87 |
103.87 |
103.87 |
104.04 |
S1 |
103.16 |
103.16 |
104.23 |
103.52 |
S2 |
101.92 |
101.92 |
104.05 |
|
S3 |
99.97 |
101.21 |
103.87 |
|
S4 |
98.02 |
99.26 |
103.34 |
|
|
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 |
104.57 |
101.60 |
2.97 |
2.8% |
1.16 |
1.1% |
95% |
True |
False |
202,725 |
10 |
104.57 |
101.60 |
2.97 |
2.8% |
1.22 |
1.2% |
95% |
True |
False |
196,143 |
20 |
104.57 |
99.26 |
5.31 |
5.1% |
1.14 |
1.1% |
97% |
True |
False |
186,038 |
40 |
104.57 |
98.10 |
6.47 |
6.2% |
1.16 |
1.1% |
98% |
True |
False |
128,833 |
60 |
104.57 |
95.73 |
8.84 |
8.5% |
1.20 |
1.1% |
98% |
True |
False |
98,252 |
80 |
104.57 |
95.73 |
8.84 |
8.5% |
1.22 |
1.2% |
98% |
True |
False |
80,123 |
100 |
104.57 |
91.00 |
13.57 |
13.0% |
1.20 |
1.1% |
99% |
True |
False |
66,955 |
120 |
104.57 |
90.40 |
14.17 |
13.6% |
1.16 |
1.1% |
99% |
True |
False |
57,392 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112.86 |
2.618 |
109.68 |
1.618 |
107.73 |
1.000 |
106.52 |
0.618 |
105.78 |
HIGH |
104.57 |
0.618 |
103.83 |
0.500 |
103.60 |
0.382 |
103.36 |
LOW |
102.62 |
0.618 |
101.41 |
1.000 |
100.67 |
1.618 |
99.46 |
2.618 |
97.51 |
4.250 |
94.33 |
|
|
Fisher Pivots for day following 09-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
104.14 |
103.97 |
PP |
103.87 |
103.53 |
S1 |
103.60 |
103.09 |
|