NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 05-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2014 |
05-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
98.36 |
97.86 |
-0.50 |
-0.5% |
98.99 |
High |
98.97 |
98.31 |
-0.66 |
-0.7% |
99.31 |
Low |
97.90 |
97.38 |
-0.52 |
-0.5% |
97.67 |
Close |
98.15 |
98.21 |
0.06 |
0.1% |
98.05 |
Range |
1.07 |
0.93 |
-0.14 |
-13.1% |
1.64 |
ATR |
0.93 |
0.93 |
0.00 |
0.0% |
0.00 |
Volume |
37,700 |
51,661 |
13,961 |
37.0% |
144,076 |
|
Daily Pivots for day following 05-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.76 |
100.41 |
98.72 |
|
R3 |
99.83 |
99.48 |
98.47 |
|
R2 |
98.90 |
98.90 |
98.38 |
|
R1 |
98.55 |
98.55 |
98.30 |
98.73 |
PP |
97.97 |
97.97 |
97.97 |
98.05 |
S1 |
97.62 |
97.62 |
98.12 |
97.80 |
S2 |
97.04 |
97.04 |
98.04 |
|
S3 |
96.11 |
96.69 |
97.95 |
|
S4 |
95.18 |
95.76 |
97.70 |
|
|
Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.26 |
102.30 |
98.95 |
|
R3 |
101.62 |
100.66 |
98.50 |
|
R2 |
99.98 |
99.98 |
98.35 |
|
R1 |
99.02 |
99.02 |
98.20 |
98.68 |
PP |
98.34 |
98.34 |
98.34 |
98.18 |
S1 |
97.38 |
97.38 |
97.90 |
97.04 |
S2 |
96.70 |
96.70 |
97.75 |
|
S3 |
95.06 |
95.74 |
97.60 |
|
S4 |
93.42 |
94.10 |
97.15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.97 |
97.38 |
1.59 |
1.6% |
0.89 |
0.9% |
52% |
False |
True |
37,838 |
10 |
99.31 |
97.38 |
1.93 |
2.0% |
0.84 |
0.9% |
43% |
False |
True |
40,307 |
20 |
99.31 |
94.56 |
4.75 |
4.8% |
0.88 |
0.9% |
77% |
False |
False |
40,573 |
40 |
99.31 |
93.98 |
5.33 |
5.4% |
0.92 |
0.9% |
79% |
False |
False |
41,332 |
60 |
99.31 |
92.25 |
7.06 |
7.2% |
0.97 |
1.0% |
84% |
False |
False |
38,926 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.26 |
2.618 |
100.74 |
1.618 |
99.81 |
1.000 |
99.24 |
0.618 |
98.88 |
HIGH |
98.31 |
0.618 |
97.95 |
0.500 |
97.85 |
0.382 |
97.74 |
LOW |
97.38 |
0.618 |
96.81 |
1.000 |
96.45 |
1.618 |
95.88 |
2.618 |
94.95 |
4.250 |
93.43 |
|
|
Fisher Pivots for day following 05-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
98.09 |
98.20 |
PP |
97.97 |
98.19 |
S1 |
97.85 |
98.18 |
|