NYMEX Light Sweet Crude Oil Future July 2014
| Trading Metrics calculated at close of trading on 12-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2014 |
12-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
104.30 |
104.47 |
0.17 |
0.2% |
102.92 |
| High |
104.81 |
106.95 |
2.14 |
2.0% |
103.69 |
| Low |
104.17 |
104.35 |
0.18 |
0.2% |
101.60 |
| Close |
104.40 |
106.53 |
2.13 |
2.0% |
102.66 |
| Range |
0.64 |
2.60 |
1.96 |
306.3% |
2.09 |
| ATR |
1.15 |
1.26 |
0.10 |
8.9% |
0.00 |
| Volume |
187,728 |
321,499 |
133,771 |
71.3% |
925,950 |
|
| Daily Pivots for day following 12-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.74 |
112.74 |
107.96 |
|
| R3 |
111.14 |
110.14 |
107.25 |
|
| R2 |
108.54 |
108.54 |
107.01 |
|
| R1 |
107.54 |
107.54 |
106.77 |
108.04 |
| PP |
105.94 |
105.94 |
105.94 |
106.20 |
| S1 |
104.94 |
104.94 |
106.29 |
105.44 |
| S2 |
103.34 |
103.34 |
106.05 |
|
| S3 |
100.74 |
102.34 |
105.82 |
|
| S4 |
98.14 |
99.74 |
105.10 |
|
|
| 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 |
106.95 |
102.30 |
4.65 |
4.4% |
1.41 |
1.3% |
91% |
True |
False |
241,860 |
| 10 |
106.95 |
101.60 |
5.35 |
5.0% |
1.25 |
1.2% |
92% |
True |
False |
210,722 |
| 20 |
106.95 |
100.82 |
6.13 |
5.8% |
1.18 |
1.1% |
93% |
True |
False |
206,887 |
| 40 |
106.95 |
98.10 |
8.85 |
8.3% |
1.19 |
1.1% |
95% |
True |
False |
143,751 |
| 60 |
106.95 |
96.37 |
10.58 |
9.9% |
1.20 |
1.1% |
96% |
True |
False |
109,353 |
| 80 |
106.95 |
95.73 |
11.22 |
10.5% |
1.23 |
1.2% |
96% |
True |
False |
88,963 |
| 100 |
106.95 |
92.12 |
14.83 |
13.9% |
1.21 |
1.1% |
97% |
True |
False |
74,145 |
| 120 |
106.95 |
90.40 |
16.55 |
15.5% |
1.17 |
1.1% |
97% |
True |
False |
63,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118.00 |
|
2.618 |
113.76 |
|
1.618 |
111.16 |
|
1.000 |
109.55 |
|
0.618 |
108.56 |
|
HIGH |
106.95 |
|
0.618 |
105.96 |
|
0.500 |
105.65 |
|
0.382 |
105.34 |
|
LOW |
104.35 |
|
0.618 |
102.74 |
|
1.000 |
101.75 |
|
1.618 |
100.14 |
|
2.618 |
97.54 |
|
4.250 |
93.30 |
|
|
| Fisher Pivots for day following 12-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
106.24 |
106.18 |
| PP |
105.94 |
105.82 |
| S1 |
105.65 |
105.47 |
|