NYMEX Light Sweet Crude Oil Future November 2014
Trading Metrics calculated at close of trading on 25-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2014 |
25-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
103.06 |
103.85 |
0.79 |
0.8% |
103.11 |
High |
103.70 |
104.44 |
0.74 |
0.7% |
103.87 |
Low |
102.63 |
102.99 |
0.36 |
0.4% |
102.39 |
Close |
103.40 |
103.77 |
0.37 |
0.4% |
103.85 |
Range |
1.07 |
1.45 |
0.38 |
35.5% |
1.48 |
ATR |
0.95 |
0.98 |
0.04 |
3.8% |
0.00 |
Volume |
15,366 |
14,965 |
-401 |
-2.6% |
128,588 |
|
Daily Pivots for day following 25-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.08 |
107.38 |
104.57 |
|
R3 |
106.63 |
105.93 |
104.17 |
|
R2 |
105.18 |
105.18 |
104.04 |
|
R1 |
104.48 |
104.48 |
103.90 |
104.11 |
PP |
103.73 |
103.73 |
103.73 |
103.55 |
S1 |
103.03 |
103.03 |
103.64 |
102.66 |
S2 |
102.28 |
102.28 |
103.50 |
|
S3 |
100.83 |
101.58 |
103.37 |
|
S4 |
99.38 |
100.13 |
102.97 |
|
|
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 |
104.44 |
102.61 |
1.83 |
1.8% |
1.07 |
1.0% |
63% |
True |
False |
21,508 |
10 |
104.44 |
100.71 |
3.73 |
3.6% |
1.09 |
1.1% |
82% |
True |
False |
23,426 |
20 |
104.44 |
98.25 |
6.19 |
6.0% |
0.97 |
0.9% |
89% |
True |
False |
18,445 |
40 |
104.44 |
94.76 |
9.68 |
9.3% |
0.90 |
0.9% |
93% |
True |
False |
13,893 |
60 |
104.44 |
93.88 |
10.56 |
10.2% |
0.88 |
0.8% |
94% |
True |
False |
11,417 |
80 |
104.44 |
93.00 |
11.44 |
11.0% |
0.81 |
0.8% |
94% |
True |
False |
9,866 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110.60 |
2.618 |
108.24 |
1.618 |
106.79 |
1.000 |
105.89 |
0.618 |
105.34 |
HIGH |
104.44 |
0.618 |
103.89 |
0.500 |
103.72 |
0.382 |
103.54 |
LOW |
102.99 |
0.618 |
102.09 |
1.000 |
101.54 |
1.618 |
100.64 |
2.618 |
99.19 |
4.250 |
96.83 |
|
|
Fisher Pivots for day following 25-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
103.75 |
103.69 |
PP |
103.73 |
103.61 |
S1 |
103.72 |
103.54 |
|