NYMEX Light Sweet Crude Oil Future November 2014
Trading Metrics calculated at close of trading on 10-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2014 |
10-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
99.08 |
100.67 |
1.59 |
1.6% |
99.63 |
High |
100.52 |
100.91 |
0.39 |
0.4% |
99.86 |
Low |
99.08 |
100.02 |
0.94 |
0.9% |
98.25 |
Close |
100.48 |
100.40 |
-0.08 |
-0.1% |
99.11 |
Range |
1.44 |
0.89 |
-0.55 |
-38.2% |
1.61 |
ATR |
0.90 |
0.90 |
0.00 |
-0.1% |
0.00 |
Volume |
17,265 |
23,860 |
6,595 |
38.2% |
50,952 |
|
Daily Pivots for day following 10-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.11 |
102.65 |
100.89 |
|
R3 |
102.22 |
101.76 |
100.64 |
|
R2 |
101.33 |
101.33 |
100.56 |
|
R1 |
100.87 |
100.87 |
100.48 |
100.66 |
PP |
100.44 |
100.44 |
100.44 |
100.34 |
S1 |
99.98 |
99.98 |
100.32 |
99.77 |
S2 |
99.55 |
99.55 |
100.24 |
|
S3 |
98.66 |
99.09 |
100.16 |
|
S4 |
97.77 |
98.20 |
99.91 |
|
|
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 |
100.91 |
98.25 |
2.66 |
2.6% |
0.98 |
1.0% |
81% |
True |
False |
14,794 |
10 |
100.91 |
98.25 |
2.66 |
2.6% |
0.93 |
0.9% |
81% |
True |
False |
11,785 |
20 |
100.91 |
96.20 |
4.71 |
4.7% |
0.85 |
0.8% |
89% |
True |
False |
11,360 |
40 |
100.91 |
94.76 |
6.15 |
6.1% |
0.83 |
0.8% |
92% |
True |
False |
9,315 |
60 |
100.91 |
93.00 |
7.91 |
7.9% |
0.80 |
0.8% |
94% |
True |
False |
7,939 |
80 |
100.91 |
93.00 |
7.91 |
7.9% |
0.75 |
0.8% |
94% |
True |
False |
7,180 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.69 |
2.618 |
103.24 |
1.618 |
102.35 |
1.000 |
101.80 |
0.618 |
101.46 |
HIGH |
100.91 |
0.618 |
100.57 |
0.500 |
100.47 |
0.382 |
100.36 |
LOW |
100.02 |
0.618 |
99.47 |
1.000 |
99.13 |
1.618 |
98.58 |
2.618 |
97.69 |
4.250 |
96.24 |
|
|
Fisher Pivots for day following 10-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
100.47 |
100.22 |
PP |
100.44 |
100.04 |
S1 |
100.42 |
99.87 |
|