NYMEX Light Sweet Crude Oil Future November 2014
Trading Metrics calculated at close of trading on 06-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2014 |
06-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
98.70 |
99.03 |
0.33 |
0.3% |
99.63 |
High |
99.16 |
99.48 |
0.32 |
0.3% |
99.86 |
Low |
98.25 |
98.82 |
0.57 |
0.6% |
98.25 |
Close |
99.07 |
99.11 |
0.04 |
0.0% |
99.11 |
Range |
0.91 |
0.66 |
-0.25 |
-27.5% |
1.61 |
ATR |
0.88 |
0.86 |
-0.02 |
-1.8% |
0.00 |
Volume |
12,355 |
10,719 |
-1,636 |
-13.2% |
50,952 |
|
Daily Pivots for day following 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.12 |
100.77 |
99.47 |
|
R3 |
100.46 |
100.11 |
99.29 |
|
R2 |
99.80 |
99.80 |
99.23 |
|
R1 |
99.45 |
99.45 |
99.17 |
99.63 |
PP |
99.14 |
99.14 |
99.14 |
99.22 |
S1 |
98.79 |
98.79 |
99.05 |
98.97 |
S2 |
98.48 |
98.48 |
98.99 |
|
S3 |
97.82 |
98.13 |
98.93 |
|
S4 |
97.16 |
97.47 |
98.75 |
|
|
Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.90 |
103.12 |
100.00 |
|
R3 |
102.29 |
101.51 |
99.55 |
|
R2 |
100.68 |
100.68 |
99.41 |
|
R1 |
99.90 |
99.90 |
99.26 |
99.49 |
PP |
99.07 |
99.07 |
99.07 |
98.87 |
S1 |
98.29 |
98.29 |
98.96 |
97.88 |
S2 |
97.46 |
97.46 |
98.81 |
|
S3 |
95.85 |
96.68 |
98.67 |
|
S4 |
94.24 |
95.07 |
98.22 |
|
|
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% |
0.82 |
0.8% |
53% |
False |
False |
10,190 |
10 |
100.32 |
98.25 |
2.07 |
2.1% |
0.84 |
0.8% |
42% |
False |
False |
9,494 |
20 |
100.32 |
95.56 |
4.76 |
4.8% |
0.81 |
0.8% |
75% |
False |
False |
10,182 |
40 |
100.32 |
94.76 |
5.56 |
5.6% |
0.80 |
0.8% |
78% |
False |
False |
8,640 |
60 |
100.32 |
93.00 |
7.32 |
7.4% |
0.77 |
0.8% |
83% |
False |
False |
7,441 |
80 |
100.32 |
93.00 |
7.32 |
7.4% |
0.74 |
0.7% |
83% |
False |
False |
6,725 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.29 |
2.618 |
101.21 |
1.618 |
100.55 |
1.000 |
100.14 |
0.618 |
99.89 |
HIGH |
99.48 |
0.618 |
99.23 |
0.500 |
99.15 |
0.382 |
99.07 |
LOW |
98.82 |
0.618 |
98.41 |
1.000 |
98.16 |
1.618 |
97.75 |
2.618 |
97.09 |
4.250 |
96.02 |
|
|
Fisher Pivots for day following 06-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
99.15 |
99.09 |
PP |
99.14 |
99.07 |
S1 |
99.12 |
99.06 |
|