NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 09-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2014 |
09-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
98.15 |
98.19 |
0.04 |
0.0% |
98.07 |
High |
98.57 |
99.56 |
0.99 |
1.0% |
98.97 |
Low |
97.85 |
98.15 |
0.30 |
0.3% |
97.38 |
Close |
98.21 |
99.52 |
1.31 |
1.3% |
98.21 |
Range |
0.72 |
1.41 |
0.69 |
95.8% |
1.59 |
ATR |
0.92 |
0.95 |
0.04 |
3.9% |
0.00 |
Volume |
45,260 |
41,158 |
-4,102 |
-9.1% |
195,418 |
|
Daily Pivots for day following 09-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.31 |
102.82 |
100.30 |
|
R3 |
101.90 |
101.41 |
99.91 |
|
R2 |
100.49 |
100.49 |
99.78 |
|
R1 |
100.00 |
100.00 |
99.65 |
100.25 |
PP |
99.08 |
99.08 |
99.08 |
99.20 |
S1 |
98.59 |
98.59 |
99.39 |
98.84 |
S2 |
97.67 |
97.67 |
99.26 |
|
S3 |
96.26 |
97.18 |
99.13 |
|
S4 |
94.85 |
95.77 |
98.74 |
|
|
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 |
99.56 |
97.38 |
2.18 |
2.2% |
0.94 |
0.9% |
98% |
True |
False |
41,691 |
10 |
99.56 |
97.38 |
2.18 |
2.2% |
0.94 |
0.9% |
98% |
True |
False |
38,065 |
20 |
99.56 |
94.79 |
4.77 |
4.8% |
0.89 |
0.9% |
99% |
True |
False |
40,978 |
40 |
99.56 |
93.98 |
5.58 |
5.6% |
0.94 |
0.9% |
99% |
True |
False |
40,565 |
60 |
99.56 |
92.25 |
7.31 |
7.3% |
0.97 |
1.0% |
99% |
True |
False |
38,656 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.55 |
2.618 |
103.25 |
1.618 |
101.84 |
1.000 |
100.97 |
0.618 |
100.43 |
HIGH |
99.56 |
0.618 |
99.02 |
0.500 |
98.86 |
0.382 |
98.69 |
LOW |
98.15 |
0.618 |
97.28 |
1.000 |
96.74 |
1.618 |
95.87 |
2.618 |
94.46 |
4.250 |
92.16 |
|
|
Fisher Pivots for day following 09-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
99.30 |
99.17 |
PP |
99.08 |
98.82 |
S1 |
98.86 |
98.47 |
|