NYMEX Light Sweet Crude Oil Future November 2014
| Trading Metrics calculated at close of trading on 30-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2014 |
30-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
102.98 |
103.14 |
0.16 |
0.2% |
104.00 |
| High |
103.57 |
103.25 |
-0.32 |
-0.3% |
104.44 |
| Low |
102.88 |
102.38 |
-0.50 |
-0.5% |
102.55 |
| Close |
103.26 |
102.98 |
-0.28 |
-0.3% |
103.26 |
| Range |
0.69 |
0.87 |
0.18 |
26.1% |
1.89 |
| ATR |
0.98 |
0.97 |
-0.01 |
-0.7% |
0.00 |
| Volume |
15,294 |
11,465 |
-3,829 |
-25.0% |
95,164 |
|
| Daily Pivots for day following 30-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.48 |
105.10 |
103.46 |
|
| R3 |
104.61 |
104.23 |
103.22 |
|
| R2 |
103.74 |
103.74 |
103.14 |
|
| R1 |
103.36 |
103.36 |
103.06 |
103.12 |
| PP |
102.87 |
102.87 |
102.87 |
102.75 |
| S1 |
102.49 |
102.49 |
102.90 |
102.25 |
| S2 |
102.00 |
102.00 |
102.82 |
|
| S3 |
101.13 |
101.62 |
102.74 |
|
| S4 |
100.26 |
100.75 |
102.50 |
|
|
| 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 |
102.38 |
2.06 |
2.0% |
1.07 |
1.0% |
29% |
False |
True |
17,175 |
| 10 |
104.44 |
102.38 |
2.06 |
2.0% |
0.98 |
1.0% |
29% |
False |
True |
20,786 |
| 20 |
104.44 |
98.25 |
6.19 |
6.0% |
0.98 |
1.0% |
76% |
False |
False |
19,986 |
| 40 |
104.44 |
94.91 |
9.53 |
9.3% |
0.91 |
0.9% |
85% |
False |
False |
14,649 |
| 60 |
104.44 |
94.76 |
9.68 |
9.4% |
0.87 |
0.8% |
85% |
False |
False |
12,121 |
| 80 |
104.44 |
93.00 |
11.44 |
11.1% |
0.82 |
0.8% |
87% |
False |
False |
10,308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
106.95 |
|
2.618 |
105.53 |
|
1.618 |
104.66 |
|
1.000 |
104.12 |
|
0.618 |
103.79 |
|
HIGH |
103.25 |
|
0.618 |
102.92 |
|
0.500 |
102.82 |
|
0.382 |
102.71 |
|
LOW |
102.38 |
|
0.618 |
101.84 |
|
1.000 |
101.51 |
|
1.618 |
100.97 |
|
2.618 |
100.10 |
|
4.250 |
98.68 |
|
|
| Fisher Pivots for day following 30-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
102.93 |
103.10 |
| PP |
102.87 |
103.06 |
| S1 |
102.82 |
103.02 |
|