NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 06-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2014 |
06-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
97.86 |
98.15 |
0.29 |
0.3% |
98.07 |
High |
98.31 |
98.57 |
0.26 |
0.3% |
98.97 |
Low |
97.38 |
97.85 |
0.47 |
0.5% |
97.38 |
Close |
98.21 |
98.21 |
0.00 |
0.0% |
98.21 |
Range |
0.93 |
0.72 |
-0.21 |
-22.6% |
1.59 |
ATR |
0.93 |
0.92 |
-0.02 |
-1.6% |
0.00 |
Volume |
51,661 |
45,260 |
-6,401 |
-12.4% |
195,418 |
|
Daily Pivots for day following 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.37 |
100.01 |
98.61 |
|
R3 |
99.65 |
99.29 |
98.41 |
|
R2 |
98.93 |
98.93 |
98.34 |
|
R1 |
98.57 |
98.57 |
98.28 |
98.75 |
PP |
98.21 |
98.21 |
98.21 |
98.30 |
S1 |
97.85 |
97.85 |
98.14 |
98.03 |
S2 |
97.49 |
97.49 |
98.08 |
|
S3 |
96.77 |
97.13 |
98.01 |
|
S4 |
96.05 |
96.41 |
97.81 |
|
|
Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.96 |
102.17 |
99.08 |
|
R3 |
101.37 |
100.58 |
98.65 |
|
R2 |
99.78 |
99.78 |
98.50 |
|
R1 |
98.99 |
98.99 |
98.36 |
99.39 |
PP |
98.19 |
98.19 |
98.19 |
98.38 |
S1 |
97.40 |
97.40 |
98.06 |
97.80 |
S2 |
96.60 |
96.60 |
97.92 |
|
S3 |
95.01 |
95.81 |
97.77 |
|
S4 |
93.42 |
94.22 |
97.34 |
|
|
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% |
0.86 |
0.9% |
52% |
False |
False |
39,083 |
10 |
99.31 |
97.38 |
1.93 |
2.0% |
0.87 |
0.9% |
43% |
False |
False |
37,429 |
20 |
99.31 |
94.56 |
4.75 |
4.8% |
0.88 |
0.9% |
77% |
False |
False |
40,561 |
40 |
99.31 |
93.98 |
5.33 |
5.4% |
0.92 |
0.9% |
79% |
False |
False |
40,937 |
60 |
99.31 |
92.25 |
7.06 |
7.2% |
0.96 |
1.0% |
84% |
False |
False |
39,026 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.63 |
2.618 |
100.45 |
1.618 |
99.73 |
1.000 |
99.29 |
0.618 |
99.01 |
HIGH |
98.57 |
0.618 |
98.29 |
0.500 |
98.21 |
0.382 |
98.13 |
LOW |
97.85 |
0.618 |
97.41 |
1.000 |
97.13 |
1.618 |
96.69 |
2.618 |
95.97 |
4.250 |
94.79 |
|
|
Fisher Pivots for day following 06-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
98.21 |
98.20 |
PP |
98.21 |
98.19 |
S1 |
98.21 |
98.18 |
|