NYMEX Light Sweet Crude Oil Future October 2014
| Trading Metrics calculated at close of trading on 23-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2014 |
23-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
104.35 |
105.20 |
0.85 |
0.8% |
103.84 |
| High |
104.92 |
105.55 |
0.63 |
0.6% |
104.92 |
| Low |
104.09 |
104.12 |
0.03 |
0.0% |
103.45 |
| Close |
104.90 |
104.38 |
-0.52 |
-0.5% |
104.90 |
| Range |
0.83 |
1.43 |
0.60 |
72.3% |
1.47 |
| ATR |
1.00 |
1.03 |
0.03 |
3.0% |
0.00 |
| Volume |
43,918 |
36,360 |
-7,558 |
-17.2% |
193,991 |
|
| Daily Pivots for day following 23-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.97 |
108.11 |
105.17 |
|
| R3 |
107.54 |
106.68 |
104.77 |
|
| R2 |
106.11 |
106.11 |
104.64 |
|
| R1 |
105.25 |
105.25 |
104.51 |
104.97 |
| PP |
104.68 |
104.68 |
104.68 |
104.54 |
| S1 |
103.82 |
103.82 |
104.25 |
103.54 |
| S2 |
103.25 |
103.25 |
104.12 |
|
| S3 |
101.82 |
102.39 |
103.99 |
|
| S4 |
100.39 |
100.96 |
103.59 |
|
|
| Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.83 |
108.34 |
105.71 |
|
| R3 |
107.36 |
106.87 |
105.30 |
|
| R2 |
105.89 |
105.89 |
105.17 |
|
| R1 |
105.40 |
105.40 |
105.03 |
105.65 |
| PP |
104.42 |
104.42 |
104.42 |
104.55 |
| S1 |
103.93 |
103.93 |
104.77 |
104.18 |
| S2 |
102.95 |
102.95 |
104.63 |
|
| S3 |
101.48 |
102.46 |
104.50 |
|
| S4 |
100.01 |
100.99 |
104.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.55 |
103.45 |
2.10 |
2.0% |
1.06 |
1.0% |
44% |
True |
False |
38,074 |
| 10 |
105.55 |
101.03 |
4.52 |
4.3% |
1.06 |
1.0% |
74% |
True |
False |
38,632 |
| 20 |
105.55 |
99.14 |
6.41 |
6.1% |
1.02 |
1.0% |
82% |
True |
False |
28,241 |
| 40 |
105.55 |
95.59 |
9.96 |
9.5% |
0.96 |
0.9% |
88% |
True |
False |
22,141 |
| 60 |
105.55 |
94.61 |
10.94 |
10.5% |
0.95 |
0.9% |
89% |
True |
False |
17,861 |
| 80 |
105.55 |
93.72 |
11.83 |
11.3% |
0.94 |
0.9% |
90% |
True |
False |
15,092 |
| 100 |
105.55 |
90.54 |
15.01 |
14.4% |
0.90 |
0.9% |
92% |
True |
False |
12,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.63 |
|
2.618 |
109.29 |
|
1.618 |
107.86 |
|
1.000 |
106.98 |
|
0.618 |
106.43 |
|
HIGH |
105.55 |
|
0.618 |
105.00 |
|
0.500 |
104.84 |
|
0.382 |
104.67 |
|
LOW |
104.12 |
|
0.618 |
103.24 |
|
1.000 |
102.69 |
|
1.618 |
101.81 |
|
2.618 |
100.38 |
|
4.250 |
98.04 |
|
|
| Fisher Pivots for day following 23-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
104.84 |
104.56 |
| PP |
104.68 |
104.50 |
| S1 |
104.53 |
104.44 |
|