NYMEX Light Sweet Crude Oil Future August 2014
| Trading Metrics calculated at close of trading on 23-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2014 |
23-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
106.10 |
107.42 |
1.32 |
1.2% |
106.18 |
| High |
106.93 |
107.45 |
0.52 |
0.5% |
106.93 |
| Low |
105.81 |
105.91 |
0.10 |
0.1% |
105.11 |
| Close |
106.83 |
106.17 |
-0.66 |
-0.6% |
106.83 |
| Range |
1.12 |
1.54 |
0.42 |
37.5% |
1.82 |
| ATR |
1.17 |
1.20 |
0.03 |
2.2% |
0.00 |
| Volume |
213,130 |
175,473 |
-37,657 |
-17.7% |
1,104,833 |
|
| Daily Pivots for day following 23-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.13 |
110.19 |
107.02 |
|
| R3 |
109.59 |
108.65 |
106.59 |
|
| R2 |
108.05 |
108.05 |
106.45 |
|
| R1 |
107.11 |
107.11 |
106.31 |
106.81 |
| PP |
106.51 |
106.51 |
106.51 |
106.36 |
| S1 |
105.57 |
105.57 |
106.03 |
105.27 |
| S2 |
104.97 |
104.97 |
105.89 |
|
| S3 |
103.43 |
104.03 |
105.75 |
|
| S4 |
101.89 |
102.49 |
105.32 |
|
|
| Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.75 |
111.11 |
107.83 |
|
| R3 |
109.93 |
109.29 |
107.33 |
|
| R2 |
108.11 |
108.11 |
107.16 |
|
| R1 |
107.47 |
107.47 |
107.00 |
107.79 |
| PP |
106.29 |
106.29 |
106.29 |
106.45 |
| S1 |
105.65 |
105.65 |
106.66 |
105.97 |
| S2 |
104.47 |
104.47 |
106.50 |
|
| S3 |
102.65 |
103.83 |
106.33 |
|
| S4 |
100.83 |
102.01 |
105.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.45 |
105.11 |
2.34 |
2.2% |
1.26 |
1.2% |
45% |
True |
False |
227,898 |
| 10 |
107.45 |
103.12 |
4.33 |
4.1% |
1.26 |
1.2% |
70% |
True |
False |
180,929 |
| 20 |
107.45 |
100.93 |
6.52 |
6.1% |
1.20 |
1.1% |
80% |
True |
False |
125,140 |
| 40 |
107.45 |
97.30 |
10.15 |
9.6% |
1.13 |
1.1% |
87% |
True |
False |
85,528 |
| 60 |
107.45 |
96.40 |
11.05 |
10.4% |
1.13 |
1.1% |
88% |
True |
False |
64,911 |
| 80 |
107.45 |
95.06 |
12.39 |
11.7% |
1.16 |
1.1% |
90% |
True |
False |
53,180 |
| 100 |
107.45 |
92.02 |
15.43 |
14.5% |
1.12 |
1.1% |
92% |
True |
False |
44,243 |
| 120 |
107.45 |
89.73 |
17.72 |
16.7% |
1.10 |
1.0% |
93% |
True |
False |
37,989 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.00 |
|
2.618 |
111.48 |
|
1.618 |
109.94 |
|
1.000 |
108.99 |
|
0.618 |
108.40 |
|
HIGH |
107.45 |
|
0.618 |
106.86 |
|
0.500 |
106.68 |
|
0.382 |
106.50 |
|
LOW |
105.91 |
|
0.618 |
104.96 |
|
1.000 |
104.37 |
|
1.618 |
103.42 |
|
2.618 |
101.88 |
|
4.250 |
99.37 |
|
|
| Fisher Pivots for day following 23-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
106.68 |
106.28 |
| PP |
106.51 |
106.24 |
| S1 |
106.34 |
106.21 |
|