NYMEX Light Sweet Crude Oil Future November 2014
Trading Metrics calculated at close of trading on 02-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2014 |
02-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
99.53 |
99.63 |
0.10 |
0.1% |
99.87 |
High |
99.53 |
99.63 |
0.10 |
0.1% |
100.32 |
Low |
98.65 |
98.60 |
-0.05 |
-0.1% |
98.65 |
Close |
99.00 |
98.92 |
-0.08 |
-0.1% |
99.00 |
Range |
0.88 |
1.03 |
0.15 |
17.0% |
1.67 |
ATR |
0.89 |
0.90 |
0.01 |
1.2% |
0.00 |
Volume |
8,546 |
6,896 |
-1,650 |
-19.3% |
33,404 |
|
Daily Pivots for day following 02-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.14 |
101.56 |
99.49 |
|
R3 |
101.11 |
100.53 |
99.20 |
|
R2 |
100.08 |
100.08 |
99.11 |
|
R1 |
99.50 |
99.50 |
99.01 |
99.28 |
PP |
99.05 |
99.05 |
99.05 |
98.94 |
S1 |
98.47 |
98.47 |
98.83 |
98.25 |
S2 |
98.02 |
98.02 |
98.73 |
|
S3 |
96.99 |
97.44 |
98.64 |
|
S4 |
95.96 |
96.41 |
98.35 |
|
|
Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.33 |
103.34 |
99.92 |
|
R3 |
102.66 |
101.67 |
99.46 |
|
R2 |
100.99 |
100.99 |
99.31 |
|
R1 |
100.00 |
100.00 |
99.15 |
99.66 |
PP |
99.32 |
99.32 |
99.32 |
99.16 |
S1 |
98.33 |
98.33 |
98.85 |
97.99 |
S2 |
97.65 |
97.65 |
98.69 |
|
S3 |
95.98 |
96.66 |
98.54 |
|
S4 |
94.31 |
94.99 |
98.08 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
100.32 |
98.60 |
1.72 |
1.7% |
0.93 |
0.9% |
19% |
False |
True |
8,060 |
10 |
100.32 |
97.98 |
2.34 |
2.4% |
0.84 |
0.9% |
40% |
False |
False |
9,812 |
20 |
100.32 |
94.91 |
5.41 |
5.5% |
0.83 |
0.8% |
74% |
False |
False |
9,311 |
40 |
100.32 |
94.76 |
5.56 |
5.6% |
0.81 |
0.8% |
75% |
False |
False |
8,189 |
60 |
100.32 |
93.00 |
7.32 |
7.4% |
0.76 |
0.8% |
81% |
False |
False |
7,083 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.01 |
2.618 |
102.33 |
1.618 |
101.30 |
1.000 |
100.66 |
0.618 |
100.27 |
HIGH |
99.63 |
0.618 |
99.24 |
0.500 |
99.12 |
0.382 |
98.99 |
LOW |
98.60 |
0.618 |
97.96 |
1.000 |
97.57 |
1.618 |
96.93 |
2.618 |
95.90 |
4.250 |
94.22 |
|
|
Fisher Pivots for day following 02-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
99.12 |
99.24 |
PP |
99.05 |
99.13 |
S1 |
98.99 |
99.03 |
|