NYMEX Light Sweet Crude Oil Future November 2014
| Trading Metrics calculated at close of trading on 27-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2014 |
27-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
103.82 |
102.98 |
-0.84 |
-0.8% |
104.00 |
| High |
103.82 |
103.57 |
-0.25 |
-0.2% |
104.44 |
| Low |
102.55 |
102.88 |
0.33 |
0.3% |
102.55 |
| Close |
103.24 |
103.26 |
0.02 |
0.0% |
103.26 |
| Range |
1.27 |
0.69 |
-0.58 |
-45.7% |
1.89 |
| ATR |
1.00 |
0.98 |
-0.02 |
-2.2% |
0.00 |
| Volume |
28,788 |
15,294 |
-13,494 |
-46.9% |
95,164 |
|
| Daily Pivots for day following 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.31 |
104.97 |
103.64 |
|
| R3 |
104.62 |
104.28 |
103.45 |
|
| R2 |
103.93 |
103.93 |
103.39 |
|
| R1 |
103.59 |
103.59 |
103.32 |
103.76 |
| PP |
103.24 |
103.24 |
103.24 |
103.32 |
| S1 |
102.90 |
102.90 |
103.20 |
103.07 |
| S2 |
102.55 |
102.55 |
103.13 |
|
| S3 |
101.86 |
102.21 |
103.07 |
|
| S4 |
101.17 |
101.52 |
102.88 |
|
|
| Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.09 |
108.06 |
104.30 |
|
| R3 |
107.20 |
106.17 |
103.78 |
|
| R2 |
105.31 |
105.31 |
103.61 |
|
| R1 |
104.28 |
104.28 |
103.43 |
103.85 |
| PP |
103.42 |
103.42 |
103.42 |
103.20 |
| S1 |
102.39 |
102.39 |
103.09 |
101.96 |
| S2 |
101.53 |
101.53 |
102.91 |
|
| S3 |
99.64 |
100.50 |
102.74 |
|
| S4 |
97.75 |
98.61 |
102.22 |
|
|
| 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% |
1.10 |
1.1% |
38% |
False |
False |
19,032 |
| 10 |
104.44 |
102.39 |
2.05 |
2.0% |
0.95 |
0.9% |
42% |
False |
False |
22,375 |
| 20 |
104.44 |
98.25 |
6.19 |
6.0% |
0.99 |
1.0% |
81% |
False |
False |
19,757 |
| 40 |
104.44 |
94.91 |
9.53 |
9.2% |
0.90 |
0.9% |
88% |
False |
False |
14,593 |
| 60 |
104.44 |
94.12 |
10.32 |
10.0% |
0.88 |
0.8% |
89% |
False |
False |
11,991 |
| 80 |
104.44 |
93.00 |
11.44 |
11.1% |
0.82 |
0.8% |
90% |
False |
False |
10,242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.50 |
|
2.618 |
105.38 |
|
1.618 |
104.69 |
|
1.000 |
104.26 |
|
0.618 |
104.00 |
|
HIGH |
103.57 |
|
0.618 |
103.31 |
|
0.500 |
103.23 |
|
0.382 |
103.14 |
|
LOW |
102.88 |
|
0.618 |
102.45 |
|
1.000 |
102.19 |
|
1.618 |
101.76 |
|
2.618 |
101.07 |
|
4.250 |
99.95 |
|
|
| Fisher Pivots for day following 27-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
103.25 |
103.50 |
| PP |
103.24 |
103.42 |
| S1 |
103.23 |
103.34 |
|