NYMEX Light Sweet Crude Oil Future November 2014
Trading Metrics calculated at close of trading on 04-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2014 |
04-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
99.08 |
99.25 |
0.17 |
0.2% |
99.87 |
High |
99.21 |
99.86 |
0.65 |
0.7% |
100.32 |
Low |
98.70 |
98.88 |
0.18 |
0.2% |
98.65 |
Close |
99.13 |
99.05 |
-0.08 |
-0.1% |
99.00 |
Range |
0.51 |
0.98 |
0.47 |
92.2% |
1.67 |
ATR |
0.87 |
0.88 |
0.01 |
0.9% |
0.00 |
Volume |
11,211 |
9,771 |
-1,440 |
-12.8% |
33,404 |
|
Daily Pivots for day following 04-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.20 |
101.61 |
99.59 |
|
R3 |
101.22 |
100.63 |
99.32 |
|
R2 |
100.24 |
100.24 |
99.23 |
|
R1 |
99.65 |
99.65 |
99.14 |
99.46 |
PP |
99.26 |
99.26 |
99.26 |
99.17 |
S1 |
98.67 |
98.67 |
98.96 |
98.48 |
S2 |
98.28 |
98.28 |
98.87 |
|
S3 |
97.30 |
97.69 |
98.78 |
|
S4 |
96.32 |
96.71 |
98.51 |
|
|
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 |
99.87 |
98.60 |
1.27 |
1.3% |
0.84 |
0.9% |
35% |
False |
False |
9,143 |
10 |
100.32 |
98.60 |
1.72 |
1.7% |
0.84 |
0.8% |
26% |
False |
False |
10,372 |
20 |
100.32 |
95.31 |
5.01 |
5.1% |
0.82 |
0.8% |
75% |
False |
False |
9,902 |
40 |
100.32 |
94.76 |
5.56 |
5.6% |
0.82 |
0.8% |
77% |
False |
False |
8,484 |
60 |
100.32 |
93.00 |
7.32 |
7.4% |
0.76 |
0.8% |
83% |
False |
False |
7,250 |
80 |
100.32 |
93.00 |
7.32 |
7.4% |
0.73 |
0.7% |
83% |
False |
False |
6,507 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.03 |
2.618 |
102.43 |
1.618 |
101.45 |
1.000 |
100.84 |
0.618 |
100.47 |
HIGH |
99.86 |
0.618 |
99.49 |
0.500 |
99.37 |
0.382 |
99.25 |
LOW |
98.88 |
0.618 |
98.27 |
1.000 |
97.90 |
1.618 |
97.29 |
2.618 |
96.31 |
4.250 |
94.72 |
|
|
Fisher Pivots for day following 04-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
99.37 |
99.23 |
PP |
99.26 |
99.17 |
S1 |
99.16 |
99.11 |
|