NYMEX Light Sweet Crude Oil Future October 2014
Trading Metrics calculated at close of trading on 11-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2014 |
11-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
101.47 |
101.50 |
0.03 |
0.0% |
100.17 |
High |
102.04 |
101.92 |
-0.12 |
-0.1% |
100.92 |
Low |
101.03 |
101.46 |
0.43 |
0.4% |
99.14 |
Close |
101.42 |
101.66 |
0.24 |
0.2% |
100.07 |
Range |
1.01 |
0.46 |
-0.55 |
-54.5% |
1.78 |
ATR |
0.97 |
0.94 |
-0.03 |
-3.5% |
0.00 |
Volume |
38,691 |
35,100 |
-3,591 |
-9.3% |
98,128 |
|
Daily Pivots for day following 11-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.06 |
102.82 |
101.91 |
|
R3 |
102.60 |
102.36 |
101.79 |
|
R2 |
102.14 |
102.14 |
101.74 |
|
R1 |
101.90 |
101.90 |
101.70 |
102.02 |
PP |
101.68 |
101.68 |
101.68 |
101.74 |
S1 |
101.44 |
101.44 |
101.62 |
101.56 |
S2 |
101.22 |
101.22 |
101.58 |
|
S3 |
100.76 |
100.98 |
101.53 |
|
S4 |
100.30 |
100.52 |
101.41 |
|
|
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 |
102.04 |
99.14 |
2.90 |
2.9% |
0.94 |
0.9% |
87% |
False |
False |
27,671 |
10 |
102.04 |
99.14 |
2.90 |
2.9% |
0.92 |
0.9% |
87% |
False |
False |
22,586 |
20 |
102.04 |
98.17 |
3.87 |
3.8% |
0.86 |
0.9% |
90% |
False |
False |
20,647 |
40 |
102.04 |
95.59 |
6.45 |
6.3% |
0.91 |
0.9% |
94% |
False |
False |
16,464 |
60 |
102.04 |
93.74 |
8.30 |
8.2% |
0.92 |
0.9% |
95% |
False |
False |
13,520 |
80 |
102.04 |
93.72 |
8.32 |
8.2% |
0.90 |
0.9% |
95% |
False |
False |
11,708 |
100 |
102.04 |
89.94 |
12.10 |
11.9% |
0.85 |
0.8% |
97% |
False |
False |
9,961 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.88 |
2.618 |
103.12 |
1.618 |
102.66 |
1.000 |
102.38 |
0.618 |
102.20 |
HIGH |
101.92 |
0.618 |
101.74 |
0.500 |
101.69 |
0.382 |
101.64 |
LOW |
101.46 |
0.618 |
101.18 |
1.000 |
101.00 |
1.618 |
100.72 |
2.618 |
100.26 |
4.250 |
99.51 |
|
|
Fisher Pivots for day following 11-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
101.69 |
101.45 |
PP |
101.68 |
101.24 |
S1 |
101.67 |
101.04 |
|