NYMEX Light Sweet Crude Oil Future September 2014
| Trading Metrics calculated at close of trading on 26-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2014 |
26-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
105.39 |
105.95 |
0.56 |
0.5% |
105.07 |
| High |
106.64 |
105.99 |
-0.65 |
-0.6% |
106.01 |
| Low |
104.79 |
104.31 |
-0.48 |
-0.5% |
104.46 |
| Close |
105.72 |
105.11 |
-0.61 |
-0.6% |
105.97 |
| Range |
1.85 |
1.68 |
-0.17 |
-9.2% |
1.55 |
| ATR |
1.17 |
1.21 |
0.04 |
3.1% |
0.00 |
| Volume |
52,547 |
93,469 |
40,922 |
77.9% |
374,678 |
|
| Daily Pivots for day following 26-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.18 |
109.32 |
106.03 |
|
| R3 |
108.50 |
107.64 |
105.57 |
|
| R2 |
106.82 |
106.82 |
105.42 |
|
| R1 |
105.96 |
105.96 |
105.26 |
105.55 |
| PP |
105.14 |
105.14 |
105.14 |
104.93 |
| S1 |
104.28 |
104.28 |
104.96 |
103.87 |
| S2 |
103.46 |
103.46 |
104.80 |
|
| S3 |
101.78 |
102.60 |
104.65 |
|
| S4 |
100.10 |
100.92 |
104.19 |
|
|
| Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.13 |
109.60 |
106.82 |
|
| R3 |
108.58 |
108.05 |
106.40 |
|
| R2 |
107.03 |
107.03 |
106.25 |
|
| R1 |
106.50 |
106.50 |
106.11 |
106.77 |
| PP |
105.48 |
105.48 |
105.48 |
105.61 |
| S1 |
104.95 |
104.95 |
105.83 |
105.22 |
| S2 |
103.93 |
103.93 |
105.69 |
|
| S3 |
102.38 |
103.40 |
105.54 |
|
| S4 |
100.83 |
101.85 |
105.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.64 |
104.31 |
2.33 |
2.2% |
1.42 |
1.4% |
34% |
False |
True |
73,768 |
| 10 |
106.64 |
104.31 |
2.33 |
2.2% |
1.23 |
1.2% |
34% |
False |
True |
74,344 |
| 20 |
106.64 |
100.08 |
6.56 |
6.2% |
1.19 |
1.1% |
77% |
False |
False |
61,256 |
| 40 |
106.64 |
96.43 |
10.21 |
9.7% |
1.08 |
1.0% |
85% |
False |
False |
47,826 |
| 60 |
106.64 |
95.51 |
11.13 |
10.6% |
1.07 |
1.0% |
86% |
False |
False |
40,934 |
| 80 |
106.64 |
94.34 |
12.30 |
11.7% |
1.09 |
1.0% |
88% |
False |
False |
35,556 |
| 100 |
106.64 |
91.49 |
15.15 |
14.4% |
1.07 |
1.0% |
90% |
False |
False |
31,175 |
| 120 |
106.64 |
89.09 |
17.55 |
16.7% |
1.05 |
1.0% |
91% |
False |
False |
27,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.13 |
|
2.618 |
110.39 |
|
1.618 |
108.71 |
|
1.000 |
107.67 |
|
0.618 |
107.03 |
|
HIGH |
105.99 |
|
0.618 |
105.35 |
|
0.500 |
105.15 |
|
0.382 |
104.95 |
|
LOW |
104.31 |
|
0.618 |
103.27 |
|
1.000 |
102.63 |
|
1.618 |
101.59 |
|
2.618 |
99.91 |
|
4.250 |
97.17 |
|
|
| Fisher Pivots for day following 26-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
105.15 |
105.48 |
| PP |
105.14 |
105.35 |
| S1 |
105.12 |
105.23 |
|