NYMEX Light Sweet Crude Oil Future November 2014
Trading Metrics calculated at close of trading on 16-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2014 |
16-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
102.74 |
103.11 |
0.37 |
0.4% |
99.08 |
High |
103.59 |
103.11 |
-0.48 |
-0.5% |
103.59 |
Low |
102.28 |
102.60 |
0.32 |
0.3% |
99.08 |
Close |
102.60 |
102.98 |
0.38 |
0.4% |
102.60 |
Range |
1.31 |
0.51 |
-0.80 |
-61.1% |
4.51 |
ATR |
0.99 |
0.96 |
-0.03 |
-3.5% |
0.00 |
Volume |
36,890 |
27,354 |
-9,536 |
-25.8% |
120,453 |
|
Daily Pivots for day following 16-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.43 |
104.21 |
103.26 |
|
R3 |
103.92 |
103.70 |
103.12 |
|
R2 |
103.41 |
103.41 |
103.07 |
|
R1 |
103.19 |
103.19 |
103.03 |
103.05 |
PP |
102.90 |
102.90 |
102.90 |
102.82 |
S1 |
102.68 |
102.68 |
102.93 |
102.54 |
S2 |
102.39 |
102.39 |
102.89 |
|
S3 |
101.88 |
102.17 |
102.84 |
|
S4 |
101.37 |
101.66 |
102.70 |
|
|
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 |
100.02 |
3.57 |
3.5% |
1.06 |
1.0% |
83% |
False |
False |
26,108 |
10 |
103.59 |
98.25 |
5.34 |
5.2% |
0.98 |
1.0% |
89% |
False |
False |
19,186 |
20 |
103.59 |
97.98 |
5.61 |
5.4% |
0.91 |
0.9% |
89% |
False |
False |
14,499 |
40 |
103.59 |
94.76 |
8.83 |
8.6% |
0.86 |
0.8% |
93% |
False |
False |
11,296 |
60 |
103.59 |
93.88 |
9.71 |
9.4% |
0.83 |
0.8% |
94% |
False |
False |
9,392 |
80 |
103.59 |
93.00 |
10.59 |
10.3% |
0.78 |
0.8% |
94% |
False |
False |
8,280 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.28 |
2.618 |
104.45 |
1.618 |
103.94 |
1.000 |
103.62 |
0.618 |
103.43 |
HIGH |
103.11 |
0.618 |
102.92 |
0.500 |
102.86 |
0.382 |
102.79 |
LOW |
102.60 |
0.618 |
102.28 |
1.000 |
102.09 |
1.618 |
101.77 |
2.618 |
101.26 |
4.250 |
100.43 |
|
|
Fisher Pivots for day following 16-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
102.94 |
102.70 |
PP |
102.90 |
102.43 |
S1 |
102.86 |
102.15 |
|