NYMEX Light Sweet Crude Oil Future July 2014
| Trading Metrics calculated at close of trading on 19-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2014 |
19-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
106.60 |
106.11 |
-0.49 |
-0.5% |
102.78 |
| High |
106.97 |
106.70 |
-0.27 |
-0.3% |
107.68 |
| Low |
105.80 |
105.32 |
-0.48 |
-0.5% |
102.62 |
| Close |
105.97 |
106.43 |
0.46 |
0.4% |
106.91 |
| Range |
1.17 |
1.38 |
0.21 |
17.9% |
5.06 |
| ATR |
1.23 |
1.24 |
0.01 |
0.9% |
0.00 |
| Volume |
176,257 |
123,121 |
-53,136 |
-30.1% |
1,266,939 |
|
| Daily Pivots for day following 19-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.29 |
109.74 |
107.19 |
|
| R3 |
108.91 |
108.36 |
106.81 |
|
| R2 |
107.53 |
107.53 |
106.68 |
|
| R1 |
106.98 |
106.98 |
106.56 |
107.26 |
| PP |
106.15 |
106.15 |
106.15 |
106.29 |
| S1 |
105.60 |
105.60 |
106.30 |
105.88 |
| S2 |
104.77 |
104.77 |
106.18 |
|
| S3 |
103.39 |
104.22 |
106.05 |
|
| S4 |
102.01 |
102.84 |
105.67 |
|
|
| 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 |
105.32 |
2.36 |
2.2% |
1.20 |
1.1% |
47% |
False |
True |
202,506 |
| 10 |
107.68 |
102.30 |
5.38 |
5.1% |
1.30 |
1.2% |
77% |
False |
False |
222,183 |
| 20 |
107.68 |
101.60 |
6.08 |
5.7% |
1.20 |
1.1% |
79% |
False |
False |
202,926 |
| 40 |
107.68 |
98.10 |
9.58 |
9.0% |
1.18 |
1.1% |
87% |
False |
False |
161,882 |
| 60 |
107.68 |
97.30 |
10.38 |
9.8% |
1.20 |
1.1% |
88% |
False |
False |
123,406 |
| 80 |
107.68 |
95.73 |
11.95 |
11.2% |
1.24 |
1.2% |
90% |
False |
False |
100,350 |
| 100 |
107.68 |
92.85 |
14.83 |
13.9% |
1.21 |
1.1% |
92% |
False |
False |
83,642 |
| 120 |
107.68 |
90.40 |
17.28 |
16.2% |
1.20 |
1.1% |
93% |
False |
False |
71,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112.57 |
|
2.618 |
110.31 |
|
1.618 |
108.93 |
|
1.000 |
108.08 |
|
0.618 |
107.55 |
|
HIGH |
106.70 |
|
0.618 |
106.17 |
|
0.500 |
106.01 |
|
0.382 |
105.85 |
|
LOW |
105.32 |
|
0.618 |
104.47 |
|
1.000 |
103.94 |
|
1.618 |
103.09 |
|
2.618 |
101.71 |
|
4.250 |
99.46 |
|
|
| Fisher Pivots for day following 19-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
106.29 |
106.37 |
| PP |
106.15 |
106.31 |
| S1 |
106.01 |
106.25 |
|