NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 13-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2014 |
13-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
99.81 |
101.62 |
1.81 |
1.8% |
98.19 |
High |
101.77 |
102.48 |
0.71 |
0.7% |
102.48 |
Low |
99.68 |
101.08 |
1.40 |
1.4% |
98.15 |
Close |
101.52 |
101.44 |
-0.08 |
-0.1% |
101.44 |
Range |
2.09 |
1.40 |
-0.69 |
-33.0% |
4.33 |
ATR |
1.00 |
1.03 |
0.03 |
2.9% |
0.00 |
Volume |
46,092 |
102,149 |
56,057 |
121.6% |
320,877 |
|
Daily Pivots for day following 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.87 |
105.05 |
102.21 |
|
R3 |
104.47 |
103.65 |
101.83 |
|
R2 |
103.07 |
103.07 |
101.70 |
|
R1 |
102.25 |
102.25 |
101.57 |
101.96 |
PP |
101.67 |
101.67 |
101.67 |
101.52 |
S1 |
100.85 |
100.85 |
101.31 |
100.56 |
S2 |
100.27 |
100.27 |
101.18 |
|
S3 |
98.87 |
99.45 |
101.06 |
|
S4 |
97.47 |
98.05 |
100.67 |
|
|
Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113.68 |
111.89 |
103.82 |
|
R3 |
109.35 |
107.56 |
102.63 |
|
R2 |
105.02 |
105.02 |
102.23 |
|
R1 |
103.23 |
103.23 |
101.84 |
104.13 |
PP |
100.69 |
100.69 |
100.69 |
101.14 |
S1 |
98.90 |
98.90 |
101.04 |
99.80 |
S2 |
96.36 |
96.36 |
100.65 |
|
S3 |
92.03 |
94.57 |
100.25 |
|
S4 |
87.70 |
90.24 |
99.06 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
102.48 |
98.15 |
4.33 |
4.3% |
1.26 |
1.2% |
76% |
True |
False |
64,175 |
10 |
102.48 |
97.38 |
5.10 |
5.0% |
1.06 |
1.0% |
80% |
True |
False |
51,629 |
20 |
102.48 |
96.62 |
5.86 |
5.8% |
0.94 |
0.9% |
82% |
True |
False |
46,806 |
40 |
102.48 |
93.98 |
8.50 |
8.4% |
0.97 |
1.0% |
88% |
True |
False |
43,714 |
60 |
102.48 |
92.30 |
10.18 |
10.0% |
0.99 |
1.0% |
90% |
True |
False |
41,125 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
108.43 |
2.618 |
106.15 |
1.618 |
104.75 |
1.000 |
103.88 |
0.618 |
103.35 |
HIGH |
102.48 |
0.618 |
101.95 |
0.500 |
101.78 |
0.382 |
101.61 |
LOW |
101.08 |
0.618 |
100.21 |
1.000 |
99.68 |
1.618 |
98.81 |
2.618 |
97.41 |
4.250 |
95.13 |
|
|
Fisher Pivots for day following 13-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
101.78 |
101.27 |
PP |
101.67 |
101.10 |
S1 |
101.55 |
100.93 |
|