NYMEX Light Sweet Crude Oil Future November 2014
Trading Metrics calculated at close of trading on 20-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2014 |
20-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
103.09 |
103.26 |
0.17 |
0.2% |
103.11 |
High |
103.70 |
103.87 |
0.17 |
0.2% |
103.87 |
Low |
102.61 |
103.16 |
0.55 |
0.5% |
102.39 |
Close |
103.37 |
103.85 |
0.48 |
0.5% |
103.85 |
Range |
1.09 |
0.71 |
-0.38 |
-34.9% |
1.48 |
ATR |
0.95 |
0.93 |
-0.02 |
-1.8% |
0.00 |
Volume |
30,132 |
26,330 |
-3,802 |
-12.6% |
128,588 |
|
Daily Pivots for day following 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.76 |
105.51 |
104.24 |
|
R3 |
105.05 |
104.80 |
104.05 |
|
R2 |
104.34 |
104.34 |
103.98 |
|
R1 |
104.09 |
104.09 |
103.92 |
104.22 |
PP |
103.63 |
103.63 |
103.63 |
103.69 |
S1 |
103.38 |
103.38 |
103.78 |
103.51 |
S2 |
102.92 |
102.92 |
103.72 |
|
S3 |
102.21 |
102.67 |
103.65 |
|
S4 |
101.50 |
101.96 |
103.46 |
|
|
Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.81 |
107.31 |
104.66 |
|
R3 |
106.33 |
105.83 |
104.26 |
|
R2 |
104.85 |
104.85 |
104.12 |
|
R1 |
104.35 |
104.35 |
103.99 |
104.60 |
PP |
103.37 |
103.37 |
103.37 |
103.50 |
S1 |
102.87 |
102.87 |
103.71 |
103.12 |
S2 |
101.89 |
101.89 |
103.58 |
|
S3 |
100.41 |
101.39 |
103.44 |
|
S4 |
98.93 |
99.91 |
103.04 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
103.87 |
102.39 |
1.48 |
1.4% |
0.79 |
0.8% |
99% |
True |
False |
25,717 |
10 |
103.87 |
99.08 |
4.79 |
4.6% |
1.02 |
1.0% |
100% |
True |
False |
24,904 |
20 |
103.87 |
98.25 |
5.62 |
5.4% |
0.93 |
0.9% |
100% |
True |
False |
17,199 |
40 |
103.87 |
94.76 |
9.11 |
8.8% |
0.88 |
0.8% |
100% |
True |
False |
13,129 |
60 |
103.87 |
93.88 |
9.99 |
9.6% |
0.84 |
0.8% |
100% |
True |
False |
10,825 |
80 |
103.87 |
93.00 |
10.87 |
10.5% |
0.79 |
0.8% |
100% |
True |
False |
9,355 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.89 |
2.618 |
105.73 |
1.618 |
105.02 |
1.000 |
104.58 |
0.618 |
104.31 |
HIGH |
103.87 |
0.618 |
103.60 |
0.500 |
103.52 |
0.382 |
103.43 |
LOW |
103.16 |
0.618 |
102.72 |
1.000 |
102.45 |
1.618 |
102.01 |
2.618 |
101.30 |
4.250 |
100.14 |
|
|
Fisher Pivots for day following 20-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
103.74 |
103.65 |
PP |
103.63 |
103.44 |
S1 |
103.52 |
103.24 |
|