NYMEX Light Sweet Crude Oil Future November 2014
| Trading Metrics calculated at close of trading on 18-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2014 |
18-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
102.91 |
103.00 |
0.09 |
0.1% |
99.08 |
| High |
103.44 |
103.21 |
-0.23 |
-0.2% |
103.59 |
| Low |
102.39 |
102.64 |
0.25 |
0.2% |
99.08 |
| Close |
102.80 |
102.82 |
0.02 |
0.0% |
102.60 |
| Range |
1.05 |
0.57 |
-0.48 |
-45.7% |
4.51 |
| ATR |
0.96 |
0.93 |
-0.03 |
-2.9% |
0.00 |
| Volume |
21,677 |
23,095 |
1,418 |
6.5% |
120,453 |
|
| Daily Pivots for day following 18-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.60 |
104.28 |
103.13 |
|
| R3 |
104.03 |
103.71 |
102.98 |
|
| R2 |
103.46 |
103.46 |
102.92 |
|
| R1 |
103.14 |
103.14 |
102.87 |
103.02 |
| PP |
102.89 |
102.89 |
102.89 |
102.83 |
| S1 |
102.57 |
102.57 |
102.77 |
102.45 |
| S2 |
102.32 |
102.32 |
102.72 |
|
| S3 |
101.75 |
102.00 |
102.66 |
|
| S4 |
101.18 |
101.43 |
102.51 |
|
|
| 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 |
100.71 |
2.88 |
2.8% |
1.11 |
1.1% |
73% |
False |
False |
25,343 |
| 10 |
103.59 |
98.25 |
5.34 |
5.2% |
0.99 |
1.0% |
86% |
False |
False |
21,565 |
| 20 |
103.59 |
98.25 |
5.34 |
5.2% |
0.92 |
0.9% |
86% |
False |
False |
15,968 |
| 40 |
103.59 |
94.76 |
8.83 |
8.6% |
0.86 |
0.8% |
91% |
False |
False |
12,226 |
| 60 |
103.59 |
93.88 |
9.71 |
9.4% |
0.83 |
0.8% |
92% |
False |
False |
9,990 |
| 80 |
103.59 |
93.00 |
10.59 |
10.3% |
0.78 |
0.8% |
93% |
False |
False |
8,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.63 |
|
2.618 |
104.70 |
|
1.618 |
104.13 |
|
1.000 |
103.78 |
|
0.618 |
103.56 |
|
HIGH |
103.21 |
|
0.618 |
102.99 |
|
0.500 |
102.93 |
|
0.382 |
102.86 |
|
LOW |
102.64 |
|
0.618 |
102.29 |
|
1.000 |
102.07 |
|
1.618 |
101.72 |
|
2.618 |
101.15 |
|
4.250 |
100.22 |
|
|
| Fisher Pivots for day following 18-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
102.93 |
102.92 |
| PP |
102.89 |
102.88 |
| S1 |
102.86 |
102.85 |
|