NYMEX Light Sweet Crude Oil Future October 2014
Trading Metrics calculated at close of trading on 12-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2014 |
12-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
101.50 |
101.93 |
0.43 |
0.4% |
100.17 |
High |
101.92 |
104.04 |
2.12 |
2.1% |
100.92 |
Low |
101.46 |
101.90 |
0.44 |
0.4% |
99.14 |
Close |
101.66 |
103.70 |
2.04 |
2.0% |
100.07 |
Range |
0.46 |
2.14 |
1.68 |
365.2% |
1.78 |
ATR |
0.94 |
1.04 |
0.10 |
10.9% |
0.00 |
Volume |
35,100 |
28,939 |
-6,161 |
-17.6% |
98,128 |
|
Daily Pivots for day following 12-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109.63 |
108.81 |
104.88 |
|
R3 |
107.49 |
106.67 |
104.29 |
|
R2 |
105.35 |
105.35 |
104.09 |
|
R1 |
104.53 |
104.53 |
103.90 |
104.94 |
PP |
103.21 |
103.21 |
103.21 |
103.42 |
S1 |
102.39 |
102.39 |
103.50 |
102.80 |
S2 |
101.07 |
101.07 |
103.31 |
|
S3 |
98.93 |
100.25 |
103.11 |
|
S4 |
96.79 |
98.11 |
102.52 |
|
|
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 |
104.04 |
99.73 |
4.31 |
4.2% |
1.17 |
1.1% |
92% |
True |
False |
28,055 |
10 |
104.04 |
99.14 |
4.90 |
4.7% |
1.05 |
1.0% |
93% |
True |
False |
23,639 |
20 |
104.04 |
98.17 |
5.87 |
5.7% |
0.94 |
0.9% |
94% |
True |
False |
20,973 |
40 |
104.04 |
95.59 |
8.45 |
8.1% |
0.95 |
0.9% |
96% |
True |
False |
16,939 |
60 |
104.04 |
93.74 |
10.30 |
9.9% |
0.94 |
0.9% |
97% |
True |
False |
13,933 |
80 |
104.04 |
93.72 |
10.32 |
10.0% |
0.91 |
0.9% |
97% |
True |
False |
12,032 |
100 |
104.04 |
90.39 |
13.65 |
13.2% |
0.87 |
0.8% |
98% |
True |
False |
10,232 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113.14 |
2.618 |
109.64 |
1.618 |
107.50 |
1.000 |
106.18 |
0.618 |
105.36 |
HIGH |
104.04 |
0.618 |
103.22 |
0.500 |
102.97 |
0.382 |
102.72 |
LOW |
101.90 |
0.618 |
100.58 |
1.000 |
99.76 |
1.618 |
98.44 |
2.618 |
96.30 |
4.250 |
92.81 |
|
|
Fisher Pivots for day following 12-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
103.46 |
103.31 |
PP |
103.21 |
102.92 |
S1 |
102.97 |
102.54 |
|