NYMEX Light Sweet Crude Oil Future October 2014
Trading Metrics calculated at close of trading on 04-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2014 |
04-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
99.89 |
100.13 |
0.24 |
0.2% |
101.16 |
High |
100.21 |
100.92 |
0.71 |
0.7% |
101.27 |
Low |
99.64 |
99.84 |
0.20 |
0.2% |
99.61 |
Close |
100.08 |
100.02 |
-0.06 |
-0.1% |
100.00 |
Range |
0.57 |
1.08 |
0.51 |
89.5% |
1.66 |
ATR |
0.93 |
0.94 |
0.01 |
1.1% |
0.00 |
Volume |
16,990 |
18,555 |
1,565 |
9.2% |
61,422 |
|
Daily Pivots for day following 04-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.50 |
102.84 |
100.61 |
|
R3 |
102.42 |
101.76 |
100.32 |
|
R2 |
101.34 |
101.34 |
100.22 |
|
R1 |
100.68 |
100.68 |
100.12 |
100.47 |
PP |
100.26 |
100.26 |
100.26 |
100.16 |
S1 |
99.60 |
99.60 |
99.92 |
99.39 |
S2 |
99.18 |
99.18 |
99.82 |
|
S3 |
98.10 |
98.52 |
99.72 |
|
S4 |
97.02 |
97.44 |
99.43 |
|
|
Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.27 |
104.30 |
100.91 |
|
R3 |
103.61 |
102.64 |
100.46 |
|
R2 |
101.95 |
101.95 |
100.30 |
|
R1 |
100.98 |
100.98 |
100.15 |
100.64 |
PP |
100.29 |
100.29 |
100.29 |
100.12 |
S1 |
99.32 |
99.32 |
99.85 |
98.98 |
S2 |
98.63 |
98.63 |
99.70 |
|
S3 |
96.97 |
97.66 |
99.54 |
|
S4 |
95.31 |
96.00 |
99.09 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.92 |
99.56 |
1.36 |
1.4% |
0.90 |
0.9% |
34% |
True |
False |
17,502 |
10 |
101.35 |
99.56 |
1.79 |
1.8% |
0.90 |
0.9% |
26% |
False |
False |
17,926 |
20 |
101.35 |
96.10 |
5.25 |
5.2% |
0.88 |
0.9% |
75% |
False |
False |
17,517 |
40 |
101.35 |
95.59 |
5.76 |
5.8% |
0.91 |
0.9% |
77% |
False |
False |
14,251 |
60 |
101.35 |
93.72 |
7.63 |
7.6% |
0.91 |
0.9% |
83% |
False |
False |
11,761 |
80 |
101.35 |
93.72 |
7.63 |
7.6% |
0.88 |
0.9% |
83% |
False |
False |
10,192 |
100 |
101.35 |
88.69 |
12.66 |
12.7% |
0.83 |
0.8% |
89% |
False |
False |
8,725 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.51 |
2.618 |
103.75 |
1.618 |
102.67 |
1.000 |
102.00 |
0.618 |
101.59 |
HIGH |
100.92 |
0.618 |
100.51 |
0.500 |
100.38 |
0.382 |
100.25 |
LOW |
99.84 |
0.618 |
99.17 |
1.000 |
98.76 |
1.618 |
98.09 |
2.618 |
97.01 |
4.250 |
95.25 |
|
|
Fisher Pivots for day following 04-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
100.38 |
100.24 |
PP |
100.26 |
100.17 |
S1 |
100.14 |
100.09 |
|