NYMEX Light Sweet Crude Oil Future July 2014
| Trading Metrics calculated at close of trading on 18-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2014 |
18-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
106.59 |
106.60 |
0.01 |
0.0% |
102.78 |
| High |
107.18 |
106.97 |
-0.21 |
-0.2% |
107.68 |
| Low |
106.01 |
105.80 |
-0.21 |
-0.2% |
102.62 |
| Close |
106.36 |
105.97 |
-0.39 |
-0.4% |
106.91 |
| Range |
1.17 |
1.17 |
0.00 |
0.0% |
5.06 |
| ATR |
1.24 |
1.23 |
0.00 |
-0.4% |
0.00 |
| Volume |
252,969 |
176,257 |
-76,712 |
-30.3% |
1,266,939 |
|
| Daily Pivots for day following 18-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.76 |
109.03 |
106.61 |
|
| R3 |
108.59 |
107.86 |
106.29 |
|
| R2 |
107.42 |
107.42 |
106.18 |
|
| R1 |
106.69 |
106.69 |
106.08 |
106.47 |
| PP |
106.25 |
106.25 |
106.25 |
106.14 |
| S1 |
105.52 |
105.52 |
105.86 |
105.30 |
| S2 |
105.08 |
105.08 |
105.76 |
|
| S3 |
103.91 |
104.35 |
105.65 |
|
| S4 |
102.74 |
103.18 |
105.33 |
|
|
| 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 |
104.35 |
3.33 |
3.1% |
1.44 |
1.4% |
49% |
False |
False |
242,182 |
| 10 |
107.68 |
101.60 |
6.08 |
5.7% |
1.28 |
1.2% |
72% |
False |
False |
229,911 |
| 20 |
107.68 |
101.60 |
6.08 |
5.7% |
1.21 |
1.1% |
72% |
False |
False |
210,376 |
| 40 |
107.68 |
98.10 |
9.58 |
9.0% |
1.17 |
1.1% |
82% |
False |
False |
161,260 |
| 60 |
107.68 |
97.28 |
10.40 |
9.8% |
1.20 |
1.1% |
84% |
False |
False |
121,689 |
| 80 |
107.68 |
95.73 |
11.95 |
11.3% |
1.24 |
1.2% |
86% |
False |
False |
98,992 |
| 100 |
107.68 |
92.85 |
14.83 |
14.0% |
1.21 |
1.1% |
88% |
False |
False |
82,512 |
| 120 |
107.68 |
90.40 |
17.28 |
16.3% |
1.19 |
1.1% |
90% |
False |
False |
70,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.94 |
|
2.618 |
110.03 |
|
1.618 |
108.86 |
|
1.000 |
108.14 |
|
0.618 |
107.69 |
|
HIGH |
106.97 |
|
0.618 |
106.52 |
|
0.500 |
106.39 |
|
0.382 |
106.25 |
|
LOW |
105.80 |
|
0.618 |
105.08 |
|
1.000 |
104.63 |
|
1.618 |
103.91 |
|
2.618 |
102.74 |
|
4.250 |
100.83 |
|
|
| Fisher Pivots for day following 18-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
106.39 |
106.67 |
| PP |
106.25 |
106.44 |
| S1 |
106.11 |
106.20 |
|