NYMEX Light Sweet Crude Oil Future October 2014
Trading Metrics calculated at close of trading on 30-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2014 |
30-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
103.94 |
104.07 |
0.13 |
0.1% |
105.20 |
High |
104.50 |
104.14 |
-0.36 |
-0.3% |
105.55 |
Low |
103.79 |
103.22 |
-0.57 |
-0.5% |
103.39 |
Close |
104.14 |
103.85 |
-0.29 |
-0.3% |
104.14 |
Range |
0.71 |
0.92 |
0.21 |
29.6% |
2.16 |
ATR |
1.09 |
1.08 |
-0.01 |
-1.1% |
0.00 |
Volume |
29,484 |
16,422 |
-13,062 |
-44.3% |
171,011 |
|
Daily Pivots for day following 30-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.50 |
106.09 |
104.36 |
|
R3 |
105.58 |
105.17 |
104.10 |
|
R2 |
104.66 |
104.66 |
104.02 |
|
R1 |
104.25 |
104.25 |
103.93 |
104.00 |
PP |
103.74 |
103.74 |
103.74 |
103.61 |
S1 |
103.33 |
103.33 |
103.77 |
103.08 |
S2 |
102.82 |
102.82 |
103.68 |
|
S3 |
101.90 |
102.41 |
103.60 |
|
S4 |
100.98 |
101.49 |
103.34 |
|
|
Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110.84 |
109.65 |
105.33 |
|
R3 |
108.68 |
107.49 |
104.73 |
|
R2 |
106.52 |
106.52 |
104.54 |
|
R1 |
105.33 |
105.33 |
104.34 |
104.85 |
PP |
104.36 |
104.36 |
104.36 |
104.12 |
S1 |
103.17 |
103.17 |
103.94 |
102.69 |
S2 |
102.20 |
102.20 |
103.74 |
|
S3 |
100.04 |
101.01 |
103.55 |
|
S4 |
97.88 |
98.85 |
102.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
105.52 |
103.22 |
2.30 |
2.2% |
1.20 |
1.2% |
27% |
False |
True |
30,214 |
10 |
105.55 |
103.22 |
2.33 |
2.2% |
1.13 |
1.1% |
27% |
False |
True |
34,144 |
20 |
105.55 |
99.14 |
6.41 |
6.2% |
1.08 |
1.0% |
73% |
False |
False |
31,875 |
40 |
105.55 |
95.59 |
9.96 |
9.6% |
0.99 |
1.0% |
83% |
False |
False |
24,272 |
60 |
105.55 |
95.59 |
9.96 |
9.6% |
0.96 |
0.9% |
83% |
False |
False |
19,766 |
80 |
105.55 |
93.72 |
11.83 |
11.4% |
0.95 |
0.9% |
86% |
False |
False |
16,522 |
100 |
105.55 |
92.47 |
13.08 |
12.6% |
0.92 |
0.9% |
87% |
False |
False |
14,237 |
120 |
105.55 |
88.69 |
16.86 |
16.2% |
0.87 |
0.8% |
90% |
False |
False |
12,333 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.05 |
2.618 |
106.55 |
1.618 |
105.63 |
1.000 |
105.06 |
0.618 |
104.71 |
HIGH |
104.14 |
0.618 |
103.79 |
0.500 |
103.68 |
0.382 |
103.57 |
LOW |
103.22 |
0.618 |
102.65 |
1.000 |
102.30 |
1.618 |
101.73 |
2.618 |
100.81 |
4.250 |
99.31 |
|
|
Fisher Pivots for day following 30-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
103.79 |
104.08 |
PP |
103.74 |
104.00 |
S1 |
103.68 |
103.93 |
|