NYMEX Light Sweet Crude Oil Future November 2014
Trading Metrics calculated at close of trading on 03-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2014 |
03-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
99.63 |
99.08 |
-0.55 |
-0.6% |
99.87 |
High |
99.63 |
99.21 |
-0.42 |
-0.4% |
100.32 |
Low |
98.60 |
98.70 |
0.10 |
0.1% |
98.65 |
Close |
98.92 |
99.13 |
0.21 |
0.2% |
99.00 |
Range |
1.03 |
0.51 |
-0.52 |
-50.5% |
1.67 |
ATR |
0.90 |
0.87 |
-0.03 |
-3.1% |
0.00 |
Volume |
6,896 |
11,211 |
4,315 |
62.6% |
33,404 |
|
Daily Pivots for day following 03-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.54 |
100.35 |
99.41 |
|
R3 |
100.03 |
99.84 |
99.27 |
|
R2 |
99.52 |
99.52 |
99.22 |
|
R1 |
99.33 |
99.33 |
99.18 |
99.43 |
PP |
99.01 |
99.01 |
99.01 |
99.06 |
S1 |
98.82 |
98.82 |
99.08 |
98.92 |
S2 |
98.50 |
98.50 |
99.04 |
|
S3 |
97.99 |
98.31 |
98.99 |
|
S4 |
97.48 |
97.80 |
98.85 |
|
|
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 |
100.17 |
98.60 |
1.57 |
1.6% |
0.88 |
0.9% |
34% |
False |
False |
8,776 |
10 |
100.32 |
97.98 |
2.34 |
2.4% |
0.85 |
0.9% |
49% |
False |
False |
10,387 |
20 |
100.32 |
94.98 |
5.34 |
5.4% |
0.80 |
0.8% |
78% |
False |
False |
9,595 |
40 |
100.32 |
94.76 |
5.56 |
5.6% |
0.81 |
0.8% |
79% |
False |
False |
8,398 |
60 |
100.32 |
93.00 |
7.32 |
7.4% |
0.76 |
0.8% |
84% |
False |
False |
7,154 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.38 |
2.618 |
100.55 |
1.618 |
100.04 |
1.000 |
99.72 |
0.618 |
99.53 |
HIGH |
99.21 |
0.618 |
99.02 |
0.500 |
98.96 |
0.382 |
98.89 |
LOW |
98.70 |
0.618 |
98.38 |
1.000 |
98.19 |
1.618 |
97.87 |
2.618 |
97.36 |
4.250 |
96.53 |
|
|
Fisher Pivots for day following 03-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
99.07 |
99.13 |
PP |
99.01 |
99.12 |
S1 |
98.96 |
99.12 |
|