NYMEX Light Sweet Crude Oil Future September 2014
| Trading Metrics calculated at close of trading on 10-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2014 |
10-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
101.05 |
102.65 |
1.60 |
1.6% |
101.11 |
| High |
102.67 |
103.18 |
0.51 |
0.5% |
101.98 |
| Low |
101.01 |
102.11 |
1.10 |
1.1% |
100.08 |
| Close |
102.60 |
102.49 |
-0.11 |
-0.1% |
101.05 |
| Range |
1.66 |
1.07 |
-0.59 |
-35.5% |
1.90 |
| ATR |
1.06 |
1.06 |
0.00 |
0.1% |
0.00 |
| Volume |
46,077 |
77,955 |
31,878 |
69.2% |
188,445 |
|
| Daily Pivots for day following 10-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.80 |
105.22 |
103.08 |
|
| R3 |
104.73 |
104.15 |
102.78 |
|
| R2 |
103.66 |
103.66 |
102.69 |
|
| R1 |
103.08 |
103.08 |
102.59 |
102.84 |
| PP |
102.59 |
102.59 |
102.59 |
102.47 |
| S1 |
102.01 |
102.01 |
102.39 |
101.77 |
| S2 |
101.52 |
101.52 |
102.29 |
|
| S3 |
100.45 |
100.94 |
102.20 |
|
| S4 |
99.38 |
99.87 |
101.90 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.74 |
105.79 |
102.10 |
|
| R3 |
104.84 |
103.89 |
101.57 |
|
| R2 |
102.94 |
102.94 |
101.40 |
|
| R1 |
101.99 |
101.99 |
101.22 |
101.52 |
| PP |
101.04 |
101.04 |
101.04 |
100.80 |
| S1 |
100.09 |
100.09 |
100.88 |
99.62 |
| S2 |
99.14 |
99.14 |
100.70 |
|
| S3 |
97.24 |
98.19 |
100.53 |
|
| S4 |
95.34 |
96.29 |
100.01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.18 |
100.08 |
3.10 |
3.0% |
1.15 |
1.1% |
78% |
True |
False |
48,772 |
| 10 |
103.18 |
100.08 |
3.10 |
3.0% |
1.11 |
1.1% |
78% |
True |
False |
42,429 |
| 20 |
103.18 |
98.00 |
5.18 |
5.1% |
1.00 |
1.0% |
87% |
True |
False |
40,437 |
| 40 |
103.18 |
96.43 |
6.75 |
6.6% |
1.02 |
1.0% |
90% |
True |
False |
34,438 |
| 60 |
103.18 |
94.34 |
8.84 |
8.6% |
1.04 |
1.0% |
92% |
True |
False |
29,913 |
| 80 |
103.18 |
94.34 |
8.84 |
8.6% |
1.05 |
1.0% |
92% |
True |
False |
26,819 |
| 100 |
103.18 |
90.21 |
12.97 |
12.7% |
1.03 |
1.0% |
95% |
True |
False |
23,730 |
| 120 |
103.18 |
89.09 |
14.09 |
13.7% |
1.01 |
1.0% |
95% |
True |
False |
21,293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.73 |
|
2.618 |
105.98 |
|
1.618 |
104.91 |
|
1.000 |
104.25 |
|
0.618 |
103.84 |
|
HIGH |
103.18 |
|
0.618 |
102.77 |
|
0.500 |
102.65 |
|
0.382 |
102.52 |
|
LOW |
102.11 |
|
0.618 |
101.45 |
|
1.000 |
101.04 |
|
1.618 |
100.38 |
|
2.618 |
99.31 |
|
4.250 |
97.56 |
|
|
| Fisher Pivots for day following 10-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
102.65 |
102.31 |
| PP |
102.59 |
102.12 |
| S1 |
102.54 |
101.94 |
|