NYMEX Light Sweet Crude Oil Future November 2014
| Trading Metrics calculated at close of trading on 13-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2014 |
13-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
100.71 |
102.74 |
2.03 |
2.0% |
99.08 |
| High |
102.84 |
103.59 |
0.75 |
0.7% |
103.59 |
| Low |
100.71 |
102.28 |
1.57 |
1.6% |
99.08 |
| Close |
102.60 |
102.60 |
0.00 |
0.0% |
102.60 |
| Range |
2.13 |
1.31 |
-0.82 |
-38.5% |
4.51 |
| ATR |
0.97 |
0.99 |
0.02 |
2.6% |
0.00 |
| Volume |
17,703 |
36,890 |
19,187 |
108.4% |
120,453 |
|
| Daily Pivots for day following 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.75 |
105.99 |
103.32 |
|
| R3 |
105.44 |
104.68 |
102.96 |
|
| R2 |
104.13 |
104.13 |
102.84 |
|
| R1 |
103.37 |
103.37 |
102.72 |
103.10 |
| PP |
102.82 |
102.82 |
102.82 |
102.69 |
| S1 |
102.06 |
102.06 |
102.48 |
101.79 |
| S2 |
101.51 |
101.51 |
102.36 |
|
| S3 |
100.20 |
100.75 |
102.24 |
|
| S4 |
98.89 |
99.44 |
101.88 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115.29 |
113.45 |
105.08 |
|
| R3 |
110.78 |
108.94 |
103.84 |
|
| R2 |
106.27 |
106.27 |
103.43 |
|
| R1 |
104.43 |
104.43 |
103.01 |
105.35 |
| PP |
101.76 |
101.76 |
101.76 |
102.22 |
| S1 |
99.92 |
99.92 |
102.19 |
100.84 |
| S2 |
97.25 |
97.25 |
101.77 |
|
| S3 |
92.74 |
95.41 |
101.36 |
|
| S4 |
88.23 |
90.90 |
100.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.59 |
99.08 |
4.51 |
4.4% |
1.24 |
1.2% |
78% |
True |
False |
24,090 |
| 10 |
103.59 |
98.25 |
5.34 |
5.2% |
1.03 |
1.0% |
81% |
True |
False |
17,140 |
| 20 |
103.59 |
97.52 |
6.07 |
5.9% |
0.91 |
0.9% |
84% |
True |
False |
13,854 |
| 40 |
103.59 |
94.76 |
8.83 |
8.6% |
0.87 |
0.9% |
89% |
True |
False |
10,816 |
| 60 |
103.59 |
93.03 |
10.56 |
10.3% |
0.84 |
0.8% |
91% |
True |
False |
9,060 |
| 80 |
103.59 |
93.00 |
10.59 |
10.3% |
0.78 |
0.8% |
91% |
True |
False |
8,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.16 |
|
2.618 |
107.02 |
|
1.618 |
105.71 |
|
1.000 |
104.90 |
|
0.618 |
104.40 |
|
HIGH |
103.59 |
|
0.618 |
103.09 |
|
0.500 |
102.94 |
|
0.382 |
102.78 |
|
LOW |
102.28 |
|
0.618 |
101.47 |
|
1.000 |
100.97 |
|
1.618 |
100.16 |
|
2.618 |
98.85 |
|
4.250 |
96.71 |
|
|
| Fisher Pivots for day following 13-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
102.94 |
102.40 |
| PP |
102.82 |
102.20 |
| S1 |
102.71 |
102.01 |
|