NYMEX Light Sweet Crude Oil Future August 2014
| Trading Metrics calculated at close of trading on 06-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2014 |
06-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
101.67 |
101.75 |
0.08 |
0.1% |
102.10 |
| High |
101.99 |
102.39 |
0.40 |
0.4% |
102.94 |
| Low |
100.93 |
101.60 |
0.67 |
0.7% |
100.93 |
| Close |
101.81 |
101.94 |
0.13 |
0.1% |
101.94 |
| Range |
1.06 |
0.79 |
-0.27 |
-25.5% |
2.01 |
| ATR |
1.10 |
1.08 |
-0.02 |
-2.0% |
0.00 |
| Volume |
71,112 |
63,650 |
-7,462 |
-10.5% |
309,516 |
|
| Daily Pivots for day following 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.35 |
103.93 |
102.37 |
|
| R3 |
103.56 |
103.14 |
102.16 |
|
| R2 |
102.77 |
102.77 |
102.08 |
|
| R1 |
102.35 |
102.35 |
102.01 |
102.56 |
| PP |
101.98 |
101.98 |
101.98 |
102.08 |
| S1 |
101.56 |
101.56 |
101.87 |
101.77 |
| S2 |
101.19 |
101.19 |
101.80 |
|
| S3 |
100.40 |
100.77 |
101.72 |
|
| S4 |
99.61 |
99.98 |
101.51 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.97 |
106.96 |
103.05 |
|
| R3 |
105.96 |
104.95 |
102.49 |
|
| R2 |
103.95 |
103.95 |
102.31 |
|
| R1 |
102.94 |
102.94 |
102.12 |
102.44 |
| PP |
101.94 |
101.94 |
101.94 |
101.69 |
| S1 |
100.93 |
100.93 |
101.76 |
100.43 |
| S2 |
99.93 |
99.93 |
101.57 |
|
| S3 |
97.92 |
98.92 |
101.39 |
|
| S4 |
95.91 |
96.91 |
100.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.94 |
100.93 |
2.01 |
2.0% |
0.99 |
1.0% |
50% |
False |
False |
61,903 |
| 10 |
103.58 |
100.93 |
2.65 |
2.6% |
1.05 |
1.0% |
38% |
False |
False |
63,277 |
| 20 |
103.58 |
98.15 |
5.43 |
5.3% |
1.04 |
1.0% |
70% |
False |
False |
57,559 |
| 40 |
103.58 |
97.30 |
6.28 |
6.2% |
1.06 |
1.0% |
74% |
False |
False |
44,954 |
| 60 |
103.58 |
95.06 |
8.52 |
8.4% |
1.10 |
1.1% |
81% |
False |
False |
36,046 |
| 80 |
103.58 |
95.06 |
8.52 |
8.4% |
1.11 |
1.1% |
81% |
False |
False |
30,390 |
| 100 |
103.58 |
90.20 |
13.38 |
13.1% |
1.07 |
1.1% |
88% |
False |
False |
25,738 |
| 120 |
103.58 |
89.73 |
13.85 |
13.6% |
1.03 |
1.0% |
88% |
False |
False |
22,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.75 |
|
2.618 |
104.46 |
|
1.618 |
103.67 |
|
1.000 |
103.18 |
|
0.618 |
102.88 |
|
HIGH |
102.39 |
|
0.618 |
102.09 |
|
0.500 |
102.00 |
|
0.382 |
101.90 |
|
LOW |
101.60 |
|
0.618 |
101.11 |
|
1.000 |
100.81 |
|
1.618 |
100.32 |
|
2.618 |
99.53 |
|
4.250 |
98.24 |
|
|
| Fisher Pivots for day following 06-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
102.00 |
101.94 |
| PP |
101.98 |
101.94 |
| S1 |
101.96 |
101.94 |
|