NYMEX Light Sweet Crude Oil Future November 2014
Trading Metrics calculated at close of trading on 23-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2014 |
23-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
103.26 |
104.00 |
0.74 |
0.7% |
103.11 |
High |
103.87 |
104.16 |
0.29 |
0.3% |
103.87 |
Low |
103.16 |
103.12 |
-0.04 |
0.0% |
102.39 |
Close |
103.85 |
103.37 |
-0.48 |
-0.5% |
103.85 |
Range |
0.71 |
1.04 |
0.33 |
46.5% |
1.48 |
ATR |
0.93 |
0.94 |
0.01 |
0.9% |
0.00 |
Volume |
26,330 |
20,751 |
-5,579 |
-21.2% |
128,588 |
|
Daily Pivots for day following 23-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.67 |
106.06 |
103.94 |
|
R3 |
105.63 |
105.02 |
103.66 |
|
R2 |
104.59 |
104.59 |
103.56 |
|
R1 |
103.98 |
103.98 |
103.47 |
103.77 |
PP |
103.55 |
103.55 |
103.55 |
103.44 |
S1 |
102.94 |
102.94 |
103.27 |
102.73 |
S2 |
102.51 |
102.51 |
103.18 |
|
S3 |
101.47 |
101.90 |
103.08 |
|
S4 |
100.43 |
100.86 |
102.80 |
|
|
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 |
104.16 |
102.39 |
1.77 |
1.7% |
0.89 |
0.9% |
55% |
True |
False |
24,397 |
10 |
104.16 |
100.02 |
4.14 |
4.0% |
0.98 |
0.9% |
81% |
True |
False |
25,252 |
20 |
104.16 |
98.25 |
5.91 |
5.7% |
0.95 |
0.9% |
87% |
True |
False |
17,707 |
40 |
104.16 |
94.76 |
9.40 |
9.1% |
0.88 |
0.9% |
92% |
True |
False |
13,430 |
60 |
104.16 |
93.88 |
10.28 |
9.9% |
0.85 |
0.8% |
92% |
True |
False |
11,098 |
80 |
104.16 |
93.00 |
11.16 |
10.8% |
0.80 |
0.8% |
93% |
True |
False |
9,558 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.58 |
2.618 |
106.88 |
1.618 |
105.84 |
1.000 |
105.20 |
0.618 |
104.80 |
HIGH |
104.16 |
0.618 |
103.76 |
0.500 |
103.64 |
0.382 |
103.52 |
LOW |
103.12 |
0.618 |
102.48 |
1.000 |
102.08 |
1.618 |
101.44 |
2.618 |
100.40 |
4.250 |
98.70 |
|
|
Fisher Pivots for day following 23-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
103.64 |
103.39 |
PP |
103.55 |
103.38 |
S1 |
103.46 |
103.38 |
|