NYMEX Light Sweet Crude Oil Future August 2014
| Trading Metrics calculated at close of trading on 13-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2014 |
13-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
103.74 |
106.08 |
2.34 |
2.3% |
102.05 |
| High |
106.20 |
106.84 |
0.64 |
0.6% |
106.84 |
| Low |
103.59 |
105.64 |
2.05 |
2.0% |
101.89 |
| Close |
105.78 |
106.17 |
0.39 |
0.4% |
106.17 |
| Range |
2.61 |
1.20 |
-1.41 |
-54.0% |
4.95 |
| ATR |
1.20 |
1.20 |
0.00 |
0.0% |
0.00 |
| Volume |
160,583 |
144,257 |
-16,326 |
-10.2% |
649,083 |
|
| Daily Pivots for day following 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.82 |
109.19 |
106.83 |
|
| R3 |
108.62 |
107.99 |
106.50 |
|
| R2 |
107.42 |
107.42 |
106.39 |
|
| R1 |
106.79 |
106.79 |
106.28 |
107.11 |
| PP |
106.22 |
106.22 |
106.22 |
106.37 |
| S1 |
105.59 |
105.59 |
106.06 |
105.91 |
| S2 |
105.02 |
105.02 |
105.95 |
|
| S3 |
103.82 |
104.39 |
105.84 |
|
| S4 |
102.62 |
103.19 |
105.51 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.82 |
117.94 |
108.89 |
|
| R3 |
114.87 |
112.99 |
107.53 |
|
| R2 |
109.92 |
109.92 |
107.08 |
|
| R1 |
108.04 |
108.04 |
106.62 |
108.98 |
| PP |
104.97 |
104.97 |
104.97 |
105.44 |
| S1 |
103.09 |
103.09 |
105.72 |
104.03 |
| S2 |
100.02 |
100.02 |
105.26 |
|
| S3 |
95.07 |
98.14 |
104.81 |
|
| S4 |
90.12 |
93.19 |
103.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.84 |
101.89 |
4.95 |
4.7% |
1.46 |
1.4% |
86% |
True |
False |
129,816 |
| 10 |
106.84 |
100.93 |
5.91 |
5.6% |
1.23 |
1.2% |
89% |
True |
False |
95,859 |
| 20 |
106.84 |
100.23 |
6.61 |
6.2% |
1.13 |
1.1% |
90% |
True |
False |
79,860 |
| 40 |
106.84 |
97.30 |
9.54 |
9.0% |
1.12 |
1.1% |
93% |
True |
False |
57,768 |
| 60 |
106.84 |
95.50 |
11.34 |
10.7% |
1.13 |
1.1% |
94% |
True |
False |
45,009 |
| 80 |
106.84 |
95.06 |
11.78 |
11.1% |
1.14 |
1.1% |
94% |
True |
False |
37,946 |
| 100 |
106.84 |
92.02 |
14.82 |
14.0% |
1.10 |
1.0% |
95% |
True |
False |
31,844 |
| 120 |
106.84 |
89.73 |
17.11 |
16.1% |
1.06 |
1.0% |
96% |
True |
False |
27,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.94 |
|
2.618 |
109.98 |
|
1.618 |
108.78 |
|
1.000 |
108.04 |
|
0.618 |
107.58 |
|
HIGH |
106.84 |
|
0.618 |
106.38 |
|
0.500 |
106.24 |
|
0.382 |
106.10 |
|
LOW |
105.64 |
|
0.618 |
104.90 |
|
1.000 |
104.44 |
|
1.618 |
103.70 |
|
2.618 |
102.50 |
|
4.250 |
100.54 |
|
|
| Fisher Pivots for day following 13-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
106.24 |
105.82 |
| PP |
106.22 |
105.47 |
| S1 |
106.19 |
105.13 |
|