NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 11-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2014 |
11-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
99.45 |
99.46 |
0.01 |
0.0% |
98.07 |
High |
99.93 |
99.89 |
-0.04 |
0.0% |
98.97 |
Low |
99.02 |
99.38 |
0.36 |
0.4% |
97.38 |
Close |
99.43 |
99.71 |
0.28 |
0.3% |
98.21 |
Range |
0.91 |
0.51 |
-0.40 |
-44.0% |
1.59 |
ATR |
0.95 |
0.92 |
-0.03 |
-3.3% |
0.00 |
Volume |
69,809 |
61,669 |
-8,140 |
-11.7% |
195,418 |
|
Daily Pivots for day following 11-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.19 |
100.96 |
99.99 |
|
R3 |
100.68 |
100.45 |
99.85 |
|
R2 |
100.17 |
100.17 |
99.80 |
|
R1 |
99.94 |
99.94 |
99.76 |
100.06 |
PP |
99.66 |
99.66 |
99.66 |
99.72 |
S1 |
99.43 |
99.43 |
99.66 |
99.55 |
S2 |
99.15 |
99.15 |
99.62 |
|
S3 |
98.64 |
98.92 |
99.57 |
|
S4 |
98.13 |
98.41 |
99.43 |
|
|
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% |
0.90 |
0.9% |
91% |
False |
False |
53,911 |
10 |
99.93 |
97.38 |
2.55 |
2.6% |
0.89 |
0.9% |
91% |
False |
False |
44,893 |
20 |
99.93 |
96.41 |
3.52 |
3.5% |
0.84 |
0.8% |
94% |
False |
False |
44,196 |
40 |
99.93 |
93.98 |
5.95 |
6.0% |
0.93 |
0.9% |
96% |
False |
False |
41,947 |
60 |
99.93 |
92.25 |
7.68 |
7.7% |
0.96 |
1.0% |
97% |
False |
False |
39,872 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
102.06 |
2.618 |
101.23 |
1.618 |
100.72 |
1.000 |
100.40 |
0.618 |
100.21 |
HIGH |
99.89 |
0.618 |
99.70 |
0.500 |
99.64 |
0.382 |
99.57 |
LOW |
99.38 |
0.618 |
99.06 |
1.000 |
98.87 |
1.618 |
98.55 |
2.618 |
98.04 |
4.250 |
97.21 |
|
|
Fisher Pivots for day following 11-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
99.69 |
99.49 |
PP |
99.66 |
99.26 |
S1 |
99.64 |
99.04 |
|