NYMEX Light Sweet Crude Oil Future September 2014
| Trading Metrics calculated at close of trading on 30-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2014 |
30-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
104.85 |
105.02 |
0.17 |
0.2% |
106.57 |
| High |
105.45 |
105.05 |
-0.40 |
-0.4% |
106.64 |
| Low |
104.64 |
104.07 |
-0.57 |
-0.5% |
104.31 |
| Close |
105.04 |
104.73 |
-0.31 |
-0.3% |
105.04 |
| Range |
0.81 |
0.98 |
0.17 |
21.0% |
2.33 |
| ATR |
1.18 |
1.17 |
-0.01 |
-1.2% |
0.00 |
| Volume |
55,459 |
32,902 |
-22,557 |
-40.7% |
331,468 |
|
| Daily Pivots for day following 30-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.56 |
107.12 |
105.27 |
|
| R3 |
106.58 |
106.14 |
105.00 |
|
| R2 |
105.60 |
105.60 |
104.91 |
|
| R1 |
105.16 |
105.16 |
104.82 |
104.89 |
| PP |
104.62 |
104.62 |
104.62 |
104.48 |
| S1 |
104.18 |
104.18 |
104.64 |
103.91 |
| S2 |
103.64 |
103.64 |
104.55 |
|
| S3 |
102.66 |
103.20 |
104.46 |
|
| S4 |
101.68 |
102.22 |
104.19 |
|
|
| Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.32 |
111.01 |
106.32 |
|
| R3 |
109.99 |
108.68 |
105.68 |
|
| R2 |
107.66 |
107.66 |
105.47 |
|
| R1 |
106.35 |
106.35 |
105.25 |
105.84 |
| PP |
105.33 |
105.33 |
105.33 |
105.08 |
| S1 |
104.02 |
104.02 |
104.83 |
103.51 |
| S2 |
103.00 |
103.00 |
104.61 |
|
| S3 |
100.67 |
101.69 |
104.40 |
|
| S4 |
98.34 |
99.36 |
103.76 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.64 |
104.07 |
2.57 |
2.5% |
1.30 |
1.2% |
26% |
False |
True |
58,707 |
| 10 |
106.64 |
104.07 |
2.57 |
2.5% |
1.22 |
1.2% |
26% |
False |
True |
66,750 |
| 20 |
106.64 |
100.08 |
6.56 |
6.3% |
1.18 |
1.1% |
71% |
False |
False |
62,308 |
| 40 |
106.64 |
96.43 |
10.21 |
9.7% |
1.08 |
1.0% |
81% |
False |
False |
48,292 |
| 60 |
106.64 |
96.43 |
10.21 |
9.7% |
1.07 |
1.0% |
81% |
False |
False |
41,720 |
| 80 |
106.64 |
94.34 |
12.30 |
11.7% |
1.08 |
1.0% |
84% |
False |
False |
36,129 |
| 100 |
106.64 |
92.83 |
13.81 |
13.2% |
1.07 |
1.0% |
86% |
False |
False |
31,825 |
| 120 |
106.64 |
89.09 |
17.55 |
16.8% |
1.06 |
1.0% |
89% |
False |
False |
28,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.22 |
|
2.618 |
107.62 |
|
1.618 |
106.64 |
|
1.000 |
106.03 |
|
0.618 |
105.66 |
|
HIGH |
105.05 |
|
0.618 |
104.68 |
|
0.500 |
104.56 |
|
0.382 |
104.44 |
|
LOW |
104.07 |
|
0.618 |
103.46 |
|
1.000 |
103.09 |
|
1.618 |
102.48 |
|
2.618 |
101.50 |
|
4.250 |
99.91 |
|
|
| Fisher Pivots for day following 30-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
104.67 |
105.03 |
| PP |
104.62 |
104.93 |
| S1 |
104.56 |
104.83 |
|