NYMEX Light Sweet Crude Oil Future November 2014
Trading Metrics calculated at close of trading on 24-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2014 |
24-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
104.00 |
103.06 |
-0.94 |
-0.9% |
103.11 |
High |
104.16 |
103.70 |
-0.46 |
-0.4% |
103.87 |
Low |
103.12 |
102.63 |
-0.49 |
-0.5% |
102.39 |
Close |
103.37 |
103.40 |
0.03 |
0.0% |
103.85 |
Range |
1.04 |
1.07 |
0.03 |
2.9% |
1.48 |
ATR |
0.94 |
0.95 |
0.01 |
1.0% |
0.00 |
Volume |
20,751 |
15,366 |
-5,385 |
-26.0% |
128,588 |
|
Daily Pivots for day following 24-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.45 |
106.00 |
103.99 |
|
R3 |
105.38 |
104.93 |
103.69 |
|
R2 |
104.31 |
104.31 |
103.60 |
|
R1 |
103.86 |
103.86 |
103.50 |
104.09 |
PP |
103.24 |
103.24 |
103.24 |
103.36 |
S1 |
102.79 |
102.79 |
103.30 |
103.02 |
S2 |
102.17 |
102.17 |
103.20 |
|
S3 |
101.10 |
101.72 |
103.11 |
|
S4 |
100.03 |
100.65 |
102.81 |
|
|
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 |
102.61 |
1.55 |
1.5% |
0.90 |
0.9% |
51% |
False |
False |
23,134 |
10 |
104.16 |
100.42 |
3.74 |
3.6% |
0.99 |
1.0% |
80% |
False |
False |
24,403 |
20 |
104.16 |
98.25 |
5.91 |
5.7% |
0.96 |
0.9% |
87% |
False |
False |
18,094 |
40 |
104.16 |
94.76 |
9.40 |
9.1% |
0.88 |
0.9% |
92% |
False |
False |
13,692 |
60 |
104.16 |
93.88 |
10.28 |
9.9% |
0.86 |
0.8% |
93% |
False |
False |
11,260 |
80 |
104.16 |
93.00 |
11.16 |
10.8% |
0.81 |
0.8% |
93% |
False |
False |
9,718 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.25 |
2.618 |
106.50 |
1.618 |
105.43 |
1.000 |
104.77 |
0.618 |
104.36 |
HIGH |
103.70 |
0.618 |
103.29 |
0.500 |
103.17 |
0.382 |
103.04 |
LOW |
102.63 |
0.618 |
101.97 |
1.000 |
101.56 |
1.618 |
100.90 |
2.618 |
99.83 |
4.250 |
98.08 |
|
|
Fisher Pivots for day following 24-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
103.32 |
103.40 |
PP |
103.24 |
103.40 |
S1 |
103.17 |
103.40 |
|