NYMEX Light Sweet Crude Oil Future September 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 |
102.78 |
105.05 |
2.27 |
2.2% |
101.05 |
| High |
105.15 |
105.86 |
0.71 |
0.7% |
105.86 |
| Low |
102.66 |
104.66 |
2.00 |
1.9% |
101.01 |
| Close |
104.82 |
105.07 |
0.25 |
0.2% |
105.07 |
| Range |
2.49 |
1.20 |
-1.29 |
-51.8% |
4.85 |
| ATR |
1.13 |
1.14 |
0.00 |
0.4% |
0.00 |
| Volume |
55,182 |
92,753 |
37,571 |
68.1% |
349,246 |
|
| Daily Pivots for day following 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.80 |
108.13 |
105.73 |
|
| R3 |
107.60 |
106.93 |
105.40 |
|
| R2 |
106.40 |
106.40 |
105.29 |
|
| R1 |
105.73 |
105.73 |
105.18 |
106.07 |
| PP |
105.20 |
105.20 |
105.20 |
105.36 |
| S1 |
104.53 |
104.53 |
104.96 |
104.87 |
| S2 |
104.00 |
104.00 |
104.85 |
|
| S3 |
102.80 |
103.33 |
104.74 |
|
| S4 |
101.60 |
102.13 |
104.41 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.53 |
116.65 |
107.74 |
|
| R3 |
113.68 |
111.80 |
106.40 |
|
| R2 |
108.83 |
108.83 |
105.96 |
|
| R1 |
106.95 |
106.95 |
105.51 |
107.89 |
| PP |
103.98 |
103.98 |
103.98 |
104.45 |
| S1 |
102.10 |
102.10 |
104.63 |
103.04 |
| S2 |
99.13 |
99.13 |
104.18 |
|
| S3 |
94.28 |
97.25 |
103.74 |
|
| S4 |
89.43 |
92.40 |
102.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.86 |
101.01 |
4.85 |
4.6% |
1.40 |
1.3% |
84% |
True |
False |
69,849 |
| 10 |
105.86 |
100.08 |
5.78 |
5.5% |
1.18 |
1.1% |
86% |
True |
False |
53,769 |
| 20 |
105.86 |
99.36 |
6.50 |
6.2% |
1.07 |
1.0% |
88% |
True |
False |
46,673 |
| 40 |
105.86 |
96.43 |
9.43 |
9.0% |
1.05 |
1.0% |
92% |
True |
False |
37,927 |
| 60 |
105.86 |
94.60 |
11.26 |
10.7% |
1.06 |
1.0% |
93% |
True |
False |
32,726 |
| 80 |
105.86 |
94.34 |
11.52 |
11.0% |
1.07 |
1.0% |
93% |
True |
False |
29,144 |
| 100 |
105.86 |
91.15 |
14.71 |
14.0% |
1.04 |
1.0% |
95% |
True |
False |
25,724 |
| 120 |
105.86 |
89.09 |
16.77 |
16.0% |
1.03 |
1.0% |
95% |
True |
False |
22,982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.96 |
|
2.618 |
109.00 |
|
1.618 |
107.80 |
|
1.000 |
107.06 |
|
0.618 |
106.60 |
|
HIGH |
105.86 |
|
0.618 |
105.40 |
|
0.500 |
105.26 |
|
0.382 |
105.12 |
|
LOW |
104.66 |
|
0.618 |
103.92 |
|
1.000 |
103.46 |
|
1.618 |
102.72 |
|
2.618 |
101.52 |
|
4.250 |
99.56 |
|
|
| Fisher Pivots for day following 13-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
105.26 |
104.76 |
| PP |
105.20 |
104.44 |
| S1 |
105.13 |
104.13 |
|