NYMEX Light Sweet Crude Oil Future July 2014
| Trading Metrics calculated at close of trading on 17-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2014 |
17-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
106.88 |
106.59 |
-0.29 |
-0.3% |
102.78 |
| High |
107.54 |
107.18 |
-0.36 |
-0.3% |
107.68 |
| Low |
106.57 |
106.01 |
-0.56 |
-0.5% |
102.62 |
| Close |
106.90 |
106.36 |
-0.54 |
-0.5% |
106.91 |
| Range |
0.97 |
1.17 |
0.20 |
20.6% |
5.06 |
| ATR |
1.24 |
1.24 |
-0.01 |
-0.4% |
0.00 |
| Volume |
204,792 |
252,969 |
48,177 |
23.5% |
1,266,939 |
|
| Daily Pivots for day following 17-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.03 |
109.36 |
107.00 |
|
| R3 |
108.86 |
108.19 |
106.68 |
|
| R2 |
107.69 |
107.69 |
106.57 |
|
| R1 |
107.02 |
107.02 |
106.47 |
106.77 |
| PP |
106.52 |
106.52 |
106.52 |
106.39 |
| S1 |
105.85 |
105.85 |
106.25 |
105.60 |
| S2 |
105.35 |
105.35 |
106.15 |
|
| S3 |
104.18 |
104.68 |
106.04 |
|
| S4 |
103.01 |
103.51 |
105.72 |
|
|
| 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 |
104.17 |
3.51 |
3.3% |
1.34 |
1.3% |
62% |
False |
False |
244,476 |
| 10 |
107.68 |
101.60 |
6.08 |
5.7% |
1.29 |
1.2% |
78% |
False |
False |
233,140 |
| 20 |
107.68 |
101.60 |
6.08 |
5.7% |
1.22 |
1.1% |
78% |
False |
False |
214,052 |
| 40 |
107.68 |
98.10 |
9.58 |
9.0% |
1.19 |
1.1% |
86% |
False |
False |
157,698 |
| 60 |
107.68 |
97.28 |
10.40 |
9.8% |
1.19 |
1.1% |
87% |
False |
False |
119,177 |
| 80 |
107.68 |
95.73 |
11.95 |
11.2% |
1.24 |
1.2% |
89% |
False |
False |
96,977 |
| 100 |
107.68 |
92.85 |
14.83 |
13.9% |
1.21 |
1.1% |
91% |
False |
False |
80,956 |
| 120 |
107.68 |
90.40 |
17.28 |
16.2% |
1.19 |
1.1% |
92% |
False |
False |
69,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.15 |
|
2.618 |
110.24 |
|
1.618 |
109.07 |
|
1.000 |
108.35 |
|
0.618 |
107.90 |
|
HIGH |
107.18 |
|
0.618 |
106.73 |
|
0.500 |
106.60 |
|
0.382 |
106.46 |
|
LOW |
106.01 |
|
0.618 |
105.29 |
|
1.000 |
104.84 |
|
1.618 |
104.12 |
|
2.618 |
102.95 |
|
4.250 |
101.04 |
|
|
| Fisher Pivots for day following 17-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
106.60 |
106.85 |
| PP |
106.52 |
106.68 |
| S1 |
106.44 |
106.52 |
|