NYMEX Light Sweet Crude Oil Future November 2014
Trading Metrics calculated at close of trading on 26-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2014 |
26-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
103.85 |
103.82 |
-0.03 |
0.0% |
103.11 |
High |
104.44 |
103.82 |
-0.62 |
-0.6% |
103.87 |
Low |
102.99 |
102.55 |
-0.44 |
-0.4% |
102.39 |
Close |
103.77 |
103.24 |
-0.53 |
-0.5% |
103.85 |
Range |
1.45 |
1.27 |
-0.18 |
-12.4% |
1.48 |
ATR |
0.98 |
1.00 |
0.02 |
2.1% |
0.00 |
Volume |
14,965 |
28,788 |
13,823 |
92.4% |
128,588 |
|
Daily Pivots for day following 26-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.01 |
106.40 |
103.94 |
|
R3 |
105.74 |
105.13 |
103.59 |
|
R2 |
104.47 |
104.47 |
103.47 |
|
R1 |
103.86 |
103.86 |
103.36 |
103.53 |
PP |
103.20 |
103.20 |
103.20 |
103.04 |
S1 |
102.59 |
102.59 |
103.12 |
102.26 |
S2 |
101.93 |
101.93 |
103.01 |
|
S3 |
100.66 |
101.32 |
102.89 |
|
S4 |
99.39 |
100.05 |
102.54 |
|
|
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 |
102.55 |
1.89 |
1.8% |
1.11 |
1.1% |
37% |
False |
True |
21,240 |
10 |
104.44 |
102.28 |
2.16 |
2.1% |
1.01 |
1.0% |
44% |
False |
False |
24,534 |
20 |
104.44 |
98.25 |
6.19 |
6.0% |
1.00 |
1.0% |
81% |
False |
False |
19,420 |
40 |
104.44 |
94.76 |
9.68 |
9.4% |
0.91 |
0.9% |
88% |
False |
False |
14,434 |
60 |
104.44 |
93.88 |
10.56 |
10.2% |
0.88 |
0.8% |
89% |
False |
False |
11,827 |
80 |
104.44 |
93.00 |
11.44 |
11.1% |
0.82 |
0.8% |
90% |
False |
False |
10,105 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.22 |
2.618 |
107.14 |
1.618 |
105.87 |
1.000 |
105.09 |
0.618 |
104.60 |
HIGH |
103.82 |
0.618 |
103.33 |
0.500 |
103.19 |
0.382 |
103.04 |
LOW |
102.55 |
0.618 |
101.77 |
1.000 |
101.28 |
1.618 |
100.50 |
2.618 |
99.23 |
4.250 |
97.15 |
|
|
Fisher Pivots for day following 26-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
103.22 |
103.50 |
PP |
103.20 |
103.41 |
S1 |
103.19 |
103.33 |
|