NYMEX Light Sweet Crude Oil Future November 2014
Trading Metrics calculated at close of trading on 05-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2014 |
05-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
99.25 |
98.70 |
-0.55 |
-0.6% |
99.87 |
High |
99.86 |
99.16 |
-0.70 |
-0.7% |
100.32 |
Low |
98.88 |
98.25 |
-0.63 |
-0.6% |
98.65 |
Close |
99.05 |
99.07 |
0.02 |
0.0% |
99.00 |
Range |
0.98 |
0.91 |
-0.07 |
-7.1% |
1.67 |
ATR |
0.88 |
0.88 |
0.00 |
0.3% |
0.00 |
Volume |
9,771 |
12,355 |
2,584 |
26.4% |
33,404 |
|
Daily Pivots for day following 05-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.56 |
101.22 |
99.57 |
|
R3 |
100.65 |
100.31 |
99.32 |
|
R2 |
99.74 |
99.74 |
99.24 |
|
R1 |
99.40 |
99.40 |
99.15 |
99.57 |
PP |
98.83 |
98.83 |
98.83 |
98.91 |
S1 |
98.49 |
98.49 |
98.99 |
98.66 |
S2 |
97.92 |
97.92 |
98.90 |
|
S3 |
97.01 |
97.58 |
98.82 |
|
S4 |
96.10 |
96.67 |
98.57 |
|
|
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 |
99.86 |
98.25 |
1.61 |
1.6% |
0.86 |
0.9% |
51% |
False |
True |
9,755 |
10 |
100.32 |
98.25 |
2.07 |
2.1% |
0.80 |
0.8% |
40% |
False |
True |
10,232 |
20 |
100.32 |
95.51 |
4.81 |
4.9% |
0.82 |
0.8% |
74% |
False |
False |
10,167 |
40 |
100.32 |
94.76 |
5.56 |
5.6% |
0.80 |
0.8% |
78% |
False |
False |
8,606 |
60 |
100.32 |
93.00 |
7.32 |
7.4% |
0.77 |
0.8% |
83% |
False |
False |
7,331 |
80 |
100.32 |
93.00 |
7.32 |
7.4% |
0.73 |
0.7% |
83% |
False |
False |
6,617 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.03 |
2.618 |
101.54 |
1.618 |
100.63 |
1.000 |
100.07 |
0.618 |
99.72 |
HIGH |
99.16 |
0.618 |
98.81 |
0.500 |
98.71 |
0.382 |
98.60 |
LOW |
98.25 |
0.618 |
97.69 |
1.000 |
97.34 |
1.618 |
96.78 |
2.618 |
95.87 |
4.250 |
94.38 |
|
|
Fisher Pivots for day following 05-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
98.95 |
99.07 |
PP |
98.83 |
99.06 |
S1 |
98.71 |
99.06 |
|