NYMEX Light Sweet Crude Oil Future November 2014
Trading Metrics calculated at close of trading on 09-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2014 |
09-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
99.03 |
99.08 |
0.05 |
0.1% |
99.63 |
High |
99.48 |
100.52 |
1.04 |
1.0% |
99.86 |
Low |
98.82 |
99.08 |
0.26 |
0.3% |
98.25 |
Close |
99.11 |
100.48 |
1.37 |
1.4% |
99.11 |
Range |
0.66 |
1.44 |
0.78 |
118.2% |
1.61 |
ATR |
0.86 |
0.90 |
0.04 |
4.8% |
0.00 |
Volume |
10,719 |
17,265 |
6,546 |
61.1% |
50,952 |
|
Daily Pivots for day following 09-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.35 |
103.85 |
101.27 |
|
R3 |
102.91 |
102.41 |
100.88 |
|
R2 |
101.47 |
101.47 |
100.74 |
|
R1 |
100.97 |
100.97 |
100.61 |
101.22 |
PP |
100.03 |
100.03 |
100.03 |
100.15 |
S1 |
99.53 |
99.53 |
100.35 |
99.78 |
S2 |
98.59 |
98.59 |
100.22 |
|
S3 |
97.15 |
98.09 |
100.08 |
|
S4 |
95.71 |
96.65 |
99.69 |
|
|
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 |
100.52 |
98.25 |
2.27 |
2.3% |
0.90 |
0.9% |
98% |
True |
False |
12,264 |
10 |
100.52 |
98.25 |
2.27 |
2.3% |
0.92 |
0.9% |
98% |
True |
False |
10,162 |
20 |
100.52 |
95.92 |
4.60 |
4.6% |
0.83 |
0.8% |
99% |
True |
False |
10,565 |
40 |
100.52 |
94.76 |
5.76 |
5.7% |
0.83 |
0.8% |
99% |
True |
False |
8,827 |
60 |
100.52 |
93.00 |
7.52 |
7.5% |
0.79 |
0.8% |
99% |
True |
False |
7,618 |
80 |
100.52 |
93.00 |
7.52 |
7.5% |
0.75 |
0.7% |
99% |
True |
False |
6,920 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.64 |
2.618 |
104.29 |
1.618 |
102.85 |
1.000 |
101.96 |
0.618 |
101.41 |
HIGH |
100.52 |
0.618 |
99.97 |
0.500 |
99.80 |
0.382 |
99.63 |
LOW |
99.08 |
0.618 |
98.19 |
1.000 |
97.64 |
1.618 |
96.75 |
2.618 |
95.31 |
4.250 |
92.96 |
|
|
Fisher Pivots for day following 09-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
100.25 |
100.12 |
PP |
100.03 |
99.75 |
S1 |
99.80 |
99.39 |
|