NYMEX Light Sweet Crude Oil Future November 2014
Trading Metrics calculated at close of trading on 11-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2014 |
11-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
100.67 |
100.42 |
-0.25 |
-0.2% |
99.63 |
High |
100.91 |
100.87 |
-0.04 |
0.0% |
99.86 |
Low |
100.02 |
100.42 |
0.40 |
0.4% |
98.25 |
Close |
100.40 |
100.67 |
0.27 |
0.3% |
99.11 |
Range |
0.89 |
0.45 |
-0.44 |
-49.4% |
1.61 |
ATR |
0.90 |
0.87 |
-0.03 |
-3.4% |
0.00 |
Volume |
23,860 |
24,735 |
875 |
3.7% |
50,952 |
|
Daily Pivots for day following 11-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.00 |
101.79 |
100.92 |
|
R3 |
101.55 |
101.34 |
100.79 |
|
R2 |
101.10 |
101.10 |
100.75 |
|
R1 |
100.89 |
100.89 |
100.71 |
101.00 |
PP |
100.65 |
100.65 |
100.65 |
100.71 |
S1 |
100.44 |
100.44 |
100.63 |
100.55 |
S2 |
100.20 |
100.20 |
100.59 |
|
S3 |
99.75 |
99.99 |
100.55 |
|
S4 |
99.30 |
99.54 |
100.42 |
|
|
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% |
0.87 |
0.9% |
91% |
False |
False |
17,786 |
10 |
100.91 |
98.25 |
2.66 |
2.6% |
0.86 |
0.9% |
91% |
False |
False |
13,465 |
20 |
100.91 |
97.30 |
3.61 |
3.6% |
0.81 |
0.8% |
93% |
False |
False |
12,136 |
40 |
100.91 |
94.76 |
6.15 |
6.1% |
0.83 |
0.8% |
96% |
False |
False |
9,763 |
60 |
100.91 |
93.00 |
7.91 |
7.9% |
0.79 |
0.8% |
97% |
False |
False |
8,297 |
80 |
100.91 |
93.00 |
7.91 |
7.9% |
0.75 |
0.7% |
97% |
False |
False |
7,442 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.78 |
2.618 |
102.05 |
1.618 |
101.60 |
1.000 |
101.32 |
0.618 |
101.15 |
HIGH |
100.87 |
0.618 |
100.70 |
0.500 |
100.65 |
0.382 |
100.59 |
LOW |
100.42 |
0.618 |
100.14 |
1.000 |
99.97 |
1.618 |
99.69 |
2.618 |
99.24 |
4.250 |
98.51 |
|
|
Fisher Pivots for day following 11-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
100.66 |
100.45 |
PP |
100.65 |
100.22 |
S1 |
100.65 |
100.00 |
|