NYMEX Light Sweet Crude Oil Future November 2014
Trading Metrics calculated at close of trading on 19-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2014 |
19-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
103.00 |
103.09 |
0.09 |
0.1% |
99.08 |
High |
103.21 |
103.70 |
0.49 |
0.5% |
103.59 |
Low |
102.64 |
102.61 |
-0.03 |
0.0% |
99.08 |
Close |
102.82 |
103.37 |
0.55 |
0.5% |
102.60 |
Range |
0.57 |
1.09 |
0.52 |
91.2% |
4.51 |
ATR |
0.93 |
0.95 |
0.01 |
1.2% |
0.00 |
Volume |
23,095 |
30,132 |
7,037 |
30.5% |
120,453 |
|
Daily Pivots for day following 19-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.50 |
106.02 |
103.97 |
|
R3 |
105.41 |
104.93 |
103.67 |
|
R2 |
104.32 |
104.32 |
103.57 |
|
R1 |
103.84 |
103.84 |
103.47 |
104.08 |
PP |
103.23 |
103.23 |
103.23 |
103.35 |
S1 |
102.75 |
102.75 |
103.27 |
102.99 |
S2 |
102.14 |
102.14 |
103.17 |
|
S3 |
101.05 |
101.66 |
103.07 |
|
S4 |
99.96 |
100.57 |
102.77 |
|
|
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 |
103.70 |
102.28 |
1.42 |
1.4% |
0.91 |
0.9% |
77% |
True |
False |
27,829 |
10 |
103.70 |
98.82 |
4.88 |
4.7% |
1.01 |
1.0% |
93% |
True |
False |
23,343 |
20 |
103.70 |
98.25 |
5.45 |
5.3% |
0.91 |
0.9% |
94% |
True |
False |
16,787 |
40 |
103.70 |
94.76 |
8.94 |
8.6% |
0.87 |
0.8% |
96% |
True |
False |
12,740 |
60 |
103.70 |
93.88 |
9.82 |
9.5% |
0.84 |
0.8% |
97% |
True |
False |
10,423 |
80 |
103.70 |
93.00 |
10.70 |
10.4% |
0.79 |
0.8% |
97% |
True |
False |
9,069 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.33 |
2.618 |
106.55 |
1.618 |
105.46 |
1.000 |
104.79 |
0.618 |
104.37 |
HIGH |
103.70 |
0.618 |
103.28 |
0.500 |
103.16 |
0.382 |
103.03 |
LOW |
102.61 |
0.618 |
101.94 |
1.000 |
101.52 |
1.618 |
100.85 |
2.618 |
99.76 |
4.250 |
97.98 |
|
|
Fisher Pivots for day following 19-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
103.30 |
103.26 |
PP |
103.23 |
103.15 |
S1 |
103.16 |
103.05 |
|