NYMEX Light Sweet Crude Oil Future October 2014
Trading Metrics calculated at close of trading on 09-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2014 |
09-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
99.89 |
100.05 |
0.16 |
0.2% |
100.17 |
High |
100.46 |
101.56 |
1.10 |
1.1% |
100.92 |
Low |
99.73 |
100.03 |
0.30 |
0.3% |
99.14 |
Close |
100.07 |
101.51 |
1.44 |
1.4% |
100.07 |
Range |
0.73 |
1.53 |
0.80 |
109.6% |
1.78 |
ATR |
0.93 |
0.97 |
0.04 |
4.6% |
0.00 |
Volume |
18,587 |
18,962 |
375 |
2.0% |
98,128 |
|
Daily Pivots for day following 09-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.62 |
105.10 |
102.35 |
|
R3 |
104.09 |
103.57 |
101.93 |
|
R2 |
102.56 |
102.56 |
101.79 |
|
R1 |
102.04 |
102.04 |
101.65 |
102.30 |
PP |
101.03 |
101.03 |
101.03 |
101.17 |
S1 |
100.51 |
100.51 |
101.37 |
100.77 |
S2 |
99.50 |
99.50 |
101.23 |
|
S3 |
97.97 |
98.98 |
101.09 |
|
S4 |
96.44 |
97.45 |
100.67 |
|
|
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 |
101.56 |
99.14 |
2.42 |
2.4% |
0.98 |
1.0% |
98% |
True |
False |
20,021 |
10 |
101.56 |
99.14 |
2.42 |
2.4% |
0.97 |
1.0% |
98% |
True |
False |
17,851 |
20 |
101.56 |
96.53 |
5.03 |
5.0% |
0.90 |
0.9% |
99% |
True |
False |
18,443 |
40 |
101.56 |
95.59 |
5.97 |
5.9% |
0.91 |
0.9% |
99% |
True |
False |
15,000 |
60 |
101.56 |
93.72 |
7.84 |
7.7% |
0.92 |
0.9% |
99% |
True |
False |
12,483 |
80 |
101.56 |
93.72 |
7.84 |
7.7% |
0.90 |
0.9% |
99% |
True |
False |
10,884 |
100 |
101.56 |
89.14 |
12.42 |
12.2% |
0.85 |
0.8% |
100% |
True |
False |
9,284 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.06 |
2.618 |
105.57 |
1.618 |
104.04 |
1.000 |
103.09 |
0.618 |
102.51 |
HIGH |
101.56 |
0.618 |
100.98 |
0.500 |
100.80 |
0.382 |
100.61 |
LOW |
100.03 |
0.618 |
99.08 |
1.000 |
98.50 |
1.618 |
97.55 |
2.618 |
96.02 |
4.250 |
93.53 |
|
|
Fisher Pivots for day following 09-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
101.27 |
101.12 |
PP |
101.03 |
100.74 |
S1 |
100.80 |
100.35 |
|