NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 10-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2014 |
10-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
98.19 |
99.45 |
1.26 |
1.3% |
98.07 |
High |
99.56 |
99.93 |
0.37 |
0.4% |
98.97 |
Low |
98.15 |
99.02 |
0.87 |
0.9% |
97.38 |
Close |
99.52 |
99.43 |
-0.09 |
-0.1% |
98.21 |
Range |
1.41 |
0.91 |
-0.50 |
-35.5% |
1.59 |
ATR |
0.95 |
0.95 |
0.00 |
-0.3% |
0.00 |
Volume |
41,158 |
69,809 |
28,651 |
69.6% |
195,418 |
|
Daily Pivots for day following 10-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
102.19 |
101.72 |
99.93 |
|
R3 |
101.28 |
100.81 |
99.68 |
|
R2 |
100.37 |
100.37 |
99.60 |
|
R1 |
99.90 |
99.90 |
99.51 |
99.68 |
PP |
99.46 |
99.46 |
99.46 |
99.35 |
S1 |
98.99 |
98.99 |
99.35 |
98.77 |
S2 |
98.55 |
98.55 |
99.26 |
|
S3 |
97.64 |
98.08 |
99.18 |
|
S4 |
96.73 |
97.17 |
98.93 |
|
|
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 |
99.93 |
97.38 |
2.55 |
2.6% |
1.01 |
1.0% |
80% |
True |
False |
49,117 |
10 |
99.93 |
97.38 |
2.55 |
2.6% |
0.96 |
1.0% |
80% |
True |
False |
42,042 |
20 |
99.93 |
95.26 |
4.67 |
4.7% |
0.89 |
0.9% |
89% |
True |
False |
42,536 |
40 |
99.93 |
93.98 |
5.95 |
6.0% |
0.94 |
0.9% |
92% |
True |
False |
41,539 |
60 |
99.93 |
92.25 |
7.68 |
7.7% |
0.97 |
1.0% |
93% |
True |
False |
39,280 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
103.80 |
2.618 |
102.31 |
1.618 |
101.40 |
1.000 |
100.84 |
0.618 |
100.49 |
HIGH |
99.93 |
0.618 |
99.58 |
0.500 |
99.48 |
0.382 |
99.37 |
LOW |
99.02 |
0.618 |
98.46 |
1.000 |
98.11 |
1.618 |
97.55 |
2.618 |
96.64 |
4.250 |
95.15 |
|
|
Fisher Pivots for day following 10-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
99.48 |
99.25 |
PP |
99.46 |
99.07 |
S1 |
99.45 |
98.89 |
|