NYMEX Light Sweet Crude Oil Future July 2014
| Trading Metrics calculated at close of trading on 16-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2014 |
16-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
106.84 |
106.88 |
0.04 |
0.0% |
102.78 |
| High |
107.68 |
107.54 |
-0.14 |
-0.1% |
107.68 |
| Low |
106.37 |
106.57 |
0.20 |
0.2% |
102.62 |
| Close |
106.91 |
106.90 |
-0.01 |
0.0% |
106.91 |
| Range |
1.31 |
0.97 |
-0.34 |
-26.0% |
5.06 |
| ATR |
1.26 |
1.24 |
-0.02 |
-1.7% |
0.00 |
| Volume |
255,394 |
204,792 |
-50,602 |
-19.8% |
1,266,939 |
|
| Daily Pivots for day following 16-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.91 |
109.38 |
107.43 |
|
| R3 |
108.94 |
108.41 |
107.17 |
|
| R2 |
107.97 |
107.97 |
107.08 |
|
| R1 |
107.44 |
107.44 |
106.99 |
107.71 |
| PP |
107.00 |
107.00 |
107.00 |
107.14 |
| S1 |
106.47 |
106.47 |
106.81 |
106.74 |
| S2 |
106.03 |
106.03 |
106.72 |
|
| S3 |
105.06 |
105.50 |
106.63 |
|
| S4 |
104.09 |
104.53 |
106.37 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.92 |
118.97 |
109.69 |
|
| R3 |
115.86 |
113.91 |
108.30 |
|
| R2 |
110.80 |
110.80 |
107.84 |
|
| R1 |
108.85 |
108.85 |
107.37 |
109.83 |
| PP |
105.74 |
105.74 |
105.74 |
106.22 |
| S1 |
103.79 |
103.79 |
106.45 |
104.77 |
| S2 |
100.68 |
100.68 |
105.98 |
|
| S3 |
95.62 |
98.73 |
105.52 |
|
| S4 |
90.56 |
93.67 |
104.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.68 |
103.98 |
3.70 |
3.5% |
1.32 |
1.2% |
79% |
False |
False |
245,002 |
| 10 |
107.68 |
101.60 |
6.08 |
5.7% |
1.24 |
1.2% |
87% |
False |
False |
223,863 |
| 20 |
107.68 |
101.52 |
6.16 |
5.8% |
1.21 |
1.1% |
87% |
False |
False |
212,327 |
| 40 |
107.68 |
98.10 |
9.58 |
9.0% |
1.18 |
1.1% |
92% |
False |
False |
152,685 |
| 60 |
107.68 |
96.61 |
11.07 |
10.4% |
1.21 |
1.1% |
93% |
False |
False |
115,648 |
| 80 |
107.68 |
95.73 |
11.95 |
11.2% |
1.24 |
1.2% |
93% |
False |
False |
94,046 |
| 100 |
107.68 |
92.85 |
14.83 |
13.9% |
1.21 |
1.1% |
95% |
False |
False |
78,610 |
| 120 |
107.68 |
90.40 |
17.28 |
16.2% |
1.18 |
1.1% |
95% |
False |
False |
67,297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.66 |
|
2.618 |
110.08 |
|
1.618 |
109.11 |
|
1.000 |
108.51 |
|
0.618 |
108.14 |
|
HIGH |
107.54 |
|
0.618 |
107.17 |
|
0.500 |
107.06 |
|
0.382 |
106.94 |
|
LOW |
106.57 |
|
0.618 |
105.97 |
|
1.000 |
105.60 |
|
1.618 |
105.00 |
|
2.618 |
104.03 |
|
4.250 |
102.45 |
|
|
| Fisher Pivots for day following 16-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
107.06 |
106.61 |
| PP |
107.00 |
106.31 |
| S1 |
106.95 |
106.02 |
|