NYMEX Light Sweet Crude Oil Future July 2014
Trading Metrics calculated at close of trading on 10-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2014 |
10-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
102.78 |
104.46 |
1.68 |
1.6% |
102.92 |
High |
104.57 |
105.06 |
0.49 |
0.5% |
103.69 |
Low |
102.62 |
103.98 |
1.36 |
1.3% |
101.60 |
Close |
104.41 |
104.35 |
-0.06 |
-0.1% |
102.66 |
Range |
1.95 |
1.08 |
-0.87 |
-44.6% |
2.09 |
ATR |
1.20 |
1.19 |
-0.01 |
-0.7% |
0.00 |
Volume |
246,719 |
255,599 |
8,880 |
3.6% |
925,950 |
|
Daily Pivots for day following 10-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.70 |
107.11 |
104.94 |
|
R3 |
106.62 |
106.03 |
104.65 |
|
R2 |
105.54 |
105.54 |
104.55 |
|
R1 |
104.95 |
104.95 |
104.45 |
104.71 |
PP |
104.46 |
104.46 |
104.46 |
104.34 |
S1 |
103.87 |
103.87 |
104.25 |
103.63 |
S2 |
103.38 |
103.38 |
104.15 |
|
S3 |
102.30 |
102.79 |
104.05 |
|
S4 |
101.22 |
101.71 |
103.76 |
|
|
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 |
105.06 |
101.60 |
3.46 |
3.3% |
1.25 |
1.2% |
79% |
True |
False |
221,803 |
10 |
105.06 |
101.60 |
3.46 |
3.3% |
1.24 |
1.2% |
79% |
True |
False |
204,264 |
20 |
105.06 |
99.72 |
5.34 |
5.1% |
1.14 |
1.1% |
87% |
True |
False |
194,082 |
40 |
105.06 |
98.10 |
6.96 |
6.7% |
1.16 |
1.1% |
90% |
True |
False |
133,795 |
60 |
105.06 |
95.73 |
9.33 |
8.9% |
1.20 |
1.1% |
92% |
True |
False |
101,755 |
80 |
105.06 |
95.73 |
9.33 |
8.9% |
1.22 |
1.2% |
92% |
True |
False |
83,049 |
100 |
105.06 |
91.81 |
13.25 |
12.7% |
1.19 |
1.1% |
95% |
True |
False |
69,304 |
120 |
105.06 |
90.40 |
14.66 |
14.0% |
1.16 |
1.1% |
95% |
True |
False |
59,457 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.65 |
2.618 |
107.89 |
1.618 |
106.81 |
1.000 |
106.14 |
0.618 |
105.73 |
HIGH |
105.06 |
0.618 |
104.65 |
0.500 |
104.52 |
0.382 |
104.39 |
LOW |
103.98 |
0.618 |
103.31 |
1.000 |
102.90 |
1.618 |
102.23 |
2.618 |
101.15 |
4.250 |
99.39 |
|
|
Fisher Pivots for day following 10-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
104.52 |
104.13 |
PP |
104.46 |
103.90 |
S1 |
104.41 |
103.68 |
|