NYMEX Light Sweet Crude Oil Future November 2014
| Trading Metrics calculated at close of trading on 12-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2014 |
12-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
100.42 |
100.71 |
0.29 |
0.3% |
99.63 |
| High |
100.87 |
102.84 |
1.97 |
2.0% |
99.86 |
| Low |
100.42 |
100.71 |
0.29 |
0.3% |
98.25 |
| Close |
100.67 |
102.60 |
1.93 |
1.9% |
99.11 |
| Range |
0.45 |
2.13 |
1.68 |
373.3% |
1.61 |
| ATR |
0.87 |
0.97 |
0.09 |
10.6% |
0.00 |
| Volume |
24,735 |
17,703 |
-7,032 |
-28.4% |
50,952 |
|
| Daily Pivots for day following 12-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.44 |
107.65 |
103.77 |
|
| R3 |
106.31 |
105.52 |
103.19 |
|
| R2 |
104.18 |
104.18 |
102.99 |
|
| R1 |
103.39 |
103.39 |
102.80 |
103.79 |
| PP |
102.05 |
102.05 |
102.05 |
102.25 |
| S1 |
101.26 |
101.26 |
102.40 |
101.66 |
| S2 |
99.92 |
99.92 |
102.21 |
|
| S3 |
97.79 |
99.13 |
102.01 |
|
| S4 |
95.66 |
97.00 |
101.43 |
|
|
| 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 |
102.84 |
98.82 |
4.02 |
3.9% |
1.11 |
1.1% |
94% |
True |
False |
18,856 |
| 10 |
102.84 |
98.25 |
4.59 |
4.5% |
0.99 |
1.0% |
95% |
True |
False |
14,306 |
| 20 |
102.84 |
97.30 |
5.54 |
5.4% |
0.88 |
0.9% |
96% |
True |
False |
12,527 |
| 40 |
102.84 |
94.76 |
8.08 |
7.9% |
0.87 |
0.8% |
97% |
True |
False |
10,034 |
| 60 |
102.84 |
93.00 |
9.84 |
9.6% |
0.82 |
0.8% |
98% |
True |
False |
8,531 |
| 80 |
102.84 |
93.00 |
9.84 |
9.6% |
0.76 |
0.7% |
98% |
True |
False |
7,626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.89 |
|
2.618 |
108.42 |
|
1.618 |
106.29 |
|
1.000 |
104.97 |
|
0.618 |
104.16 |
|
HIGH |
102.84 |
|
0.618 |
102.03 |
|
0.500 |
101.78 |
|
0.382 |
101.52 |
|
LOW |
100.71 |
|
0.618 |
99.39 |
|
1.000 |
98.58 |
|
1.618 |
97.26 |
|
2.618 |
95.13 |
|
4.250 |
91.66 |
|
|
| Fisher Pivots for day following 12-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
102.33 |
102.21 |
| PP |
102.05 |
101.82 |
| S1 |
101.78 |
101.43 |
|