NYMEX Light Sweet Crude Oil Future December 2014
| Trading Metrics calculated at close of trading on 16-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2014 |
16-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
101.62 |
101.50 |
-0.12 |
-0.1% |
98.19 |
| High |
102.48 |
102.00 |
-0.48 |
-0.5% |
102.48 |
| Low |
101.08 |
101.45 |
0.37 |
0.4% |
98.15 |
| Close |
101.44 |
101.84 |
0.40 |
0.4% |
101.44 |
| Range |
1.40 |
0.55 |
-0.85 |
-60.7% |
4.33 |
| ATR |
1.03 |
1.00 |
-0.03 |
-3.3% |
0.00 |
| Volume |
102,149 |
74,440 |
-27,709 |
-27.1% |
320,877 |
|
| Daily Pivots for day following 16-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.41 |
103.18 |
102.14 |
|
| R3 |
102.86 |
102.63 |
101.99 |
|
| R2 |
102.31 |
102.31 |
101.94 |
|
| R1 |
102.08 |
102.08 |
101.89 |
102.20 |
| PP |
101.76 |
101.76 |
101.76 |
101.82 |
| S1 |
101.53 |
101.53 |
101.79 |
101.65 |
| S2 |
101.21 |
101.21 |
101.74 |
|
| S3 |
100.66 |
100.98 |
101.69 |
|
| S4 |
100.11 |
100.43 |
101.54 |
|
|
| 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 |
99.02 |
3.46 |
3.4% |
1.09 |
1.1% |
82% |
False |
False |
70,831 |
| 10 |
102.48 |
97.38 |
5.10 |
5.0% |
1.02 |
1.0% |
87% |
False |
False |
56,261 |
| 20 |
102.48 |
96.98 |
5.50 |
5.4% |
0.94 |
0.9% |
88% |
False |
False |
48,092 |
| 40 |
102.48 |
93.98 |
8.50 |
8.3% |
0.96 |
0.9% |
92% |
False |
False |
44,071 |
| 60 |
102.48 |
92.49 |
9.99 |
9.8% |
0.98 |
1.0% |
94% |
False |
False |
41,820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
104.34 |
|
2.618 |
103.44 |
|
1.618 |
102.89 |
|
1.000 |
102.55 |
|
0.618 |
102.34 |
|
HIGH |
102.00 |
|
0.618 |
101.79 |
|
0.500 |
101.73 |
|
0.382 |
101.66 |
|
LOW |
101.45 |
|
0.618 |
101.11 |
|
1.000 |
100.90 |
|
1.618 |
100.56 |
|
2.618 |
100.01 |
|
4.250 |
99.11 |
|
|
| Fisher Pivots for day following 16-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
101.80 |
101.59 |
| PP |
101.76 |
101.33 |
| S1 |
101.73 |
101.08 |
|