NYMEX Light Sweet Crude Oil Future October 2014
Trading Metrics calculated at close of trading on 06-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2014 |
06-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
99.62 |
99.89 |
0.27 |
0.3% |
100.17 |
High |
100.13 |
100.46 |
0.33 |
0.3% |
100.92 |
Low |
99.14 |
99.73 |
0.59 |
0.6% |
99.14 |
Close |
99.99 |
100.07 |
0.08 |
0.1% |
100.07 |
Range |
0.99 |
0.73 |
-0.26 |
-26.3% |
1.78 |
ATR |
0.94 |
0.93 |
-0.02 |
-1.6% |
0.00 |
Volume |
27,015 |
18,587 |
-8,428 |
-31.2% |
98,128 |
|
Daily Pivots for day following 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.28 |
101.90 |
100.47 |
|
R3 |
101.55 |
101.17 |
100.27 |
|
R2 |
100.82 |
100.82 |
100.20 |
|
R1 |
100.44 |
100.44 |
100.14 |
100.63 |
PP |
100.09 |
100.09 |
100.09 |
100.18 |
S1 |
99.71 |
99.71 |
100.00 |
99.90 |
S2 |
99.36 |
99.36 |
99.94 |
|
S3 |
98.63 |
98.98 |
99.87 |
|
S4 |
97.90 |
98.25 |
99.67 |
|
|
Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.38 |
104.51 |
101.05 |
|
R3 |
103.60 |
102.73 |
100.56 |
|
R2 |
101.82 |
101.82 |
100.40 |
|
R1 |
100.95 |
100.95 |
100.23 |
100.50 |
PP |
100.04 |
100.04 |
100.04 |
99.82 |
S1 |
99.17 |
99.17 |
99.91 |
98.72 |
S2 |
98.26 |
98.26 |
99.74 |
|
S3 |
96.48 |
97.39 |
99.58 |
|
S4 |
94.70 |
95.61 |
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 |
99.14 |
1.78 |
1.8% |
0.88 |
0.9% |
52% |
False |
False |
19,625 |
10 |
101.35 |
99.14 |
2.21 |
2.2% |
0.89 |
0.9% |
42% |
False |
False |
17,703 |
20 |
101.35 |
96.37 |
4.98 |
5.0% |
0.88 |
0.9% |
74% |
False |
False |
18,331 |
40 |
101.35 |
95.59 |
5.76 |
5.8% |
0.89 |
0.9% |
78% |
False |
False |
14,796 |
60 |
101.35 |
93.72 |
7.63 |
7.6% |
0.91 |
0.9% |
83% |
False |
False |
12,341 |
80 |
101.35 |
93.72 |
7.63 |
7.6% |
0.89 |
0.9% |
83% |
False |
False |
10,687 |
100 |
101.35 |
88.78 |
12.57 |
12.6% |
0.84 |
0.8% |
90% |
False |
False |
9,122 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.56 |
2.618 |
102.37 |
1.618 |
101.64 |
1.000 |
101.19 |
0.618 |
100.91 |
HIGH |
100.46 |
0.618 |
100.18 |
0.500 |
100.10 |
0.382 |
100.01 |
LOW |
99.73 |
0.618 |
99.28 |
1.000 |
99.00 |
1.618 |
98.55 |
2.618 |
97.82 |
4.250 |
96.63 |
|
|
Fisher Pivots for day following 06-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
100.10 |
100.06 |
PP |
100.09 |
100.04 |
S1 |
100.08 |
100.03 |
|