NYMEX Light Sweet Crude Oil Future August 2014
| Trading Metrics calculated at close of trading on 27-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2014 |
27-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
106.71 |
105.64 |
-1.07 |
-1.0% |
107.42 |
| High |
106.81 |
106.19 |
-0.62 |
-0.6% |
107.50 |
| Low |
105.03 |
105.33 |
0.30 |
0.3% |
105.03 |
| Close |
105.84 |
105.74 |
-0.10 |
-0.1% |
105.74 |
| Range |
1.78 |
0.86 |
-0.92 |
-51.7% |
2.47 |
| ATR |
1.30 |
1.27 |
-0.03 |
-2.4% |
0.00 |
| Volume |
195,723 |
128,975 |
-66,748 |
-34.1% |
924,441 |
|
| Daily Pivots for day following 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.33 |
107.90 |
106.21 |
|
| R3 |
107.47 |
107.04 |
105.98 |
|
| R2 |
106.61 |
106.61 |
105.90 |
|
| R1 |
106.18 |
106.18 |
105.82 |
106.40 |
| PP |
105.75 |
105.75 |
105.75 |
105.86 |
| S1 |
105.32 |
105.32 |
105.66 |
105.54 |
| S2 |
104.89 |
104.89 |
105.58 |
|
| S3 |
104.03 |
104.46 |
105.50 |
|
| S4 |
103.17 |
103.60 |
105.27 |
|
|
| Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.50 |
112.09 |
107.10 |
|
| R3 |
111.03 |
109.62 |
106.42 |
|
| R2 |
108.56 |
108.56 |
106.19 |
|
| R1 |
107.15 |
107.15 |
105.97 |
106.62 |
| PP |
106.09 |
106.09 |
106.09 |
105.83 |
| S1 |
104.68 |
104.68 |
105.51 |
104.15 |
| S2 |
103.62 |
103.62 |
105.29 |
|
| S3 |
101.15 |
102.21 |
105.06 |
|
| S4 |
98.68 |
99.74 |
104.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.50 |
105.03 |
2.47 |
2.3% |
1.48 |
1.4% |
29% |
False |
False |
184,888 |
| 10 |
107.50 |
105.03 |
2.47 |
2.3% |
1.29 |
1.2% |
29% |
False |
False |
202,927 |
| 20 |
107.50 |
100.93 |
6.57 |
6.2% |
1.26 |
1.2% |
73% |
False |
False |
149,393 |
| 40 |
107.50 |
97.30 |
10.20 |
9.6% |
1.16 |
1.1% |
83% |
False |
False |
100,898 |
| 60 |
107.50 |
96.65 |
10.85 |
10.3% |
1.15 |
1.1% |
84% |
False |
False |
76,530 |
| 80 |
107.50 |
95.06 |
12.44 |
11.8% |
1.16 |
1.1% |
86% |
False |
False |
61,847 |
| 100 |
107.50 |
92.97 |
14.53 |
13.7% |
1.14 |
1.1% |
88% |
False |
False |
51,466 |
| 120 |
107.50 |
89.73 |
17.77 |
16.8% |
1.11 |
1.0% |
90% |
False |
False |
44,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.85 |
|
2.618 |
108.44 |
|
1.618 |
107.58 |
|
1.000 |
107.05 |
|
0.618 |
106.72 |
|
HIGH |
106.19 |
|
0.618 |
105.86 |
|
0.500 |
105.76 |
|
0.382 |
105.66 |
|
LOW |
105.33 |
|
0.618 |
104.80 |
|
1.000 |
104.47 |
|
1.618 |
103.94 |
|
2.618 |
103.08 |
|
4.250 |
101.68 |
|
|
| Fisher Pivots for day following 27-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
105.76 |
106.27 |
| PP |
105.75 |
106.09 |
| S1 |
105.75 |
105.92 |
|