NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 12-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2014 |
12-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
99.46 |
99.81 |
0.35 |
0.4% |
98.07 |
High |
99.89 |
101.77 |
1.88 |
1.9% |
98.97 |
Low |
99.38 |
99.68 |
0.30 |
0.3% |
97.38 |
Close |
99.71 |
101.52 |
1.81 |
1.8% |
98.21 |
Range |
0.51 |
2.09 |
1.58 |
309.8% |
1.59 |
ATR |
0.92 |
1.00 |
0.08 |
9.1% |
0.00 |
Volume |
61,669 |
46,092 |
-15,577 |
-25.3% |
195,418 |
|
Daily Pivots for day following 12-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.26 |
106.48 |
102.67 |
|
R3 |
105.17 |
104.39 |
102.09 |
|
R2 |
103.08 |
103.08 |
101.90 |
|
R1 |
102.30 |
102.30 |
101.71 |
102.69 |
PP |
100.99 |
100.99 |
100.99 |
101.19 |
S1 |
100.21 |
100.21 |
101.33 |
100.60 |
S2 |
98.90 |
98.90 |
101.14 |
|
S3 |
96.81 |
98.12 |
100.95 |
|
S4 |
94.72 |
96.03 |
100.37 |
|
|
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 |
101.77 |
97.85 |
3.92 |
3.9% |
1.13 |
1.1% |
94% |
True |
False |
52,797 |
10 |
101.77 |
97.38 |
4.39 |
4.3% |
1.01 |
1.0% |
94% |
True |
False |
45,317 |
20 |
101.77 |
96.41 |
5.36 |
5.3% |
0.91 |
0.9% |
95% |
True |
False |
44,525 |
40 |
101.77 |
93.98 |
7.79 |
7.7% |
0.96 |
0.9% |
97% |
True |
False |
42,034 |
60 |
101.77 |
92.25 |
9.52 |
9.4% |
0.98 |
1.0% |
97% |
True |
False |
40,137 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110.65 |
2.618 |
107.24 |
1.618 |
105.15 |
1.000 |
103.86 |
0.618 |
103.06 |
HIGH |
101.77 |
0.618 |
100.97 |
0.500 |
100.73 |
0.382 |
100.48 |
LOW |
99.68 |
0.618 |
98.39 |
1.000 |
97.59 |
1.618 |
96.30 |
2.618 |
94.21 |
4.250 |
90.80 |
|
|
Fisher Pivots for day following 12-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
101.26 |
101.15 |
PP |
100.99 |
100.77 |
S1 |
100.73 |
100.40 |
|