NYMEX Light Sweet Crude Oil Future July 2014
| Trading Metrics calculated at close of trading on 20-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2014 |
20-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
106.11 |
106.60 |
0.49 |
0.5% |
106.88 |
| High |
106.70 |
107.73 |
1.03 |
1.0% |
107.73 |
| Low |
105.32 |
106.33 |
1.01 |
1.0% |
105.32 |
| Close |
106.43 |
107.26 |
0.83 |
0.8% |
107.26 |
| Range |
1.38 |
1.40 |
0.02 |
1.4% |
2.41 |
| ATR |
1.24 |
1.25 |
0.01 |
0.9% |
0.00 |
| Volume |
123,121 |
28,823 |
-94,298 |
-76.6% |
785,962 |
|
| Daily Pivots for day following 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.31 |
110.68 |
108.03 |
|
| R3 |
109.91 |
109.28 |
107.65 |
|
| R2 |
108.51 |
108.51 |
107.52 |
|
| R1 |
107.88 |
107.88 |
107.39 |
108.20 |
| PP |
107.11 |
107.11 |
107.11 |
107.26 |
| S1 |
106.48 |
106.48 |
107.13 |
106.80 |
| S2 |
105.71 |
105.71 |
107.00 |
|
| S3 |
104.31 |
105.08 |
106.88 |
|
| S4 |
102.91 |
103.68 |
106.49 |
|
|
| Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.00 |
113.04 |
108.59 |
|
| R3 |
111.59 |
110.63 |
107.92 |
|
| R2 |
109.18 |
109.18 |
107.70 |
|
| R1 |
108.22 |
108.22 |
107.48 |
108.70 |
| PP |
106.77 |
106.77 |
106.77 |
107.01 |
| S1 |
105.81 |
105.81 |
107.04 |
106.29 |
| S2 |
104.36 |
104.36 |
106.82 |
|
| S3 |
101.95 |
103.40 |
106.60 |
|
| S4 |
99.54 |
100.99 |
105.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.73 |
105.32 |
2.41 |
2.2% |
1.22 |
1.1% |
80% |
True |
False |
157,192 |
| 10 |
107.73 |
102.62 |
5.11 |
4.8% |
1.37 |
1.3% |
91% |
True |
False |
205,290 |
| 20 |
107.73 |
101.60 |
6.13 |
5.7% |
1.24 |
1.2% |
92% |
True |
False |
196,408 |
| 40 |
107.73 |
98.10 |
9.63 |
9.0% |
1.20 |
1.1% |
95% |
True |
False |
160,708 |
| 60 |
107.73 |
97.30 |
10.43 |
9.7% |
1.20 |
1.1% |
95% |
True |
False |
123,440 |
| 80 |
107.73 |
95.73 |
12.00 |
11.2% |
1.24 |
1.2% |
96% |
True |
False |
100,509 |
| 100 |
107.73 |
92.85 |
14.88 |
13.9% |
1.21 |
1.1% |
97% |
True |
False |
83,823 |
| 120 |
107.73 |
90.40 |
17.33 |
16.2% |
1.20 |
1.1% |
97% |
True |
False |
71,946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.68 |
|
2.618 |
111.40 |
|
1.618 |
110.00 |
|
1.000 |
109.13 |
|
0.618 |
108.60 |
|
HIGH |
107.73 |
|
0.618 |
107.20 |
|
0.500 |
107.03 |
|
0.382 |
106.86 |
|
LOW |
106.33 |
|
0.618 |
105.46 |
|
1.000 |
104.93 |
|
1.618 |
104.06 |
|
2.618 |
102.66 |
|
4.250 |
100.38 |
|
|
| Fisher Pivots for day following 20-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
107.18 |
107.02 |
| PP |
107.11 |
106.77 |
| S1 |
107.03 |
106.53 |
|