NYMEX Light Sweet Crude Oil Future August 2014
| Trading Metrics calculated at close of trading on 16-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2014 |
16-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
106.08 |
106.18 |
0.10 |
0.1% |
102.05 |
| High |
106.84 |
106.79 |
-0.05 |
0.0% |
106.84 |
| Low |
105.64 |
106.02 |
0.38 |
0.4% |
101.89 |
| Close |
106.17 |
106.30 |
0.13 |
0.1% |
106.17 |
| Range |
1.20 |
0.77 |
-0.43 |
-35.8% |
4.95 |
| ATR |
1.20 |
1.17 |
-0.03 |
-2.6% |
0.00 |
| Volume |
144,257 |
140,812 |
-3,445 |
-2.4% |
649,083 |
|
| Daily Pivots for day following 16-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.68 |
108.26 |
106.72 |
|
| R3 |
107.91 |
107.49 |
106.51 |
|
| R2 |
107.14 |
107.14 |
106.44 |
|
| R1 |
106.72 |
106.72 |
106.37 |
106.93 |
| PP |
106.37 |
106.37 |
106.37 |
106.48 |
| S1 |
105.95 |
105.95 |
106.23 |
106.16 |
| S2 |
105.60 |
105.60 |
106.16 |
|
| S3 |
104.83 |
105.18 |
106.09 |
|
| S4 |
104.06 |
104.41 |
105.88 |
|
|
| 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 |
103.12 |
3.72 |
3.5% |
1.25 |
1.2% |
85% |
False |
False |
133,961 |
| 10 |
106.84 |
100.93 |
5.91 |
5.6% |
1.19 |
1.1% |
91% |
False |
False |
104,279 |
| 20 |
106.84 |
100.75 |
6.09 |
5.7% |
1.14 |
1.1% |
91% |
False |
False |
83,449 |
| 40 |
106.84 |
97.30 |
9.54 |
9.0% |
1.11 |
1.0% |
94% |
False |
False |
60,533 |
| 60 |
106.84 |
95.79 |
11.05 |
10.4% |
1.13 |
1.1% |
95% |
False |
False |
46,951 |
| 80 |
106.84 |
95.06 |
11.78 |
11.1% |
1.14 |
1.1% |
95% |
False |
False |
39,517 |
| 100 |
106.84 |
92.02 |
14.82 |
13.9% |
1.10 |
1.0% |
96% |
False |
False |
33,210 |
| 120 |
106.84 |
89.73 |
17.11 |
16.1% |
1.07 |
1.0% |
97% |
False |
False |
28,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.06 |
|
2.618 |
108.81 |
|
1.618 |
108.04 |
|
1.000 |
107.56 |
|
0.618 |
107.27 |
|
HIGH |
106.79 |
|
0.618 |
106.50 |
|
0.500 |
106.41 |
|
0.382 |
106.31 |
|
LOW |
106.02 |
|
0.618 |
105.54 |
|
1.000 |
105.25 |
|
1.618 |
104.77 |
|
2.618 |
104.00 |
|
4.250 |
102.75 |
|
|
| Fisher Pivots for day following 16-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
106.41 |
105.94 |
| PP |
106.37 |
105.58 |
| S1 |
106.34 |
105.22 |
|