NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 17-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2014 |
17-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
101.50 |
101.73 |
0.23 |
0.2% |
98.19 |
High |
102.00 |
102.37 |
0.37 |
0.4% |
102.48 |
Low |
101.45 |
101.24 |
-0.21 |
-0.2% |
98.15 |
Close |
101.84 |
101.74 |
-0.10 |
-0.1% |
101.44 |
Range |
0.55 |
1.13 |
0.58 |
105.5% |
4.33 |
ATR |
1.00 |
1.01 |
0.01 |
1.0% |
0.00 |
Volume |
74,440 |
61,194 |
-13,246 |
-17.8% |
320,877 |
|
Daily Pivots for day following 17-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
105.17 |
104.59 |
102.36 |
|
R3 |
104.04 |
103.46 |
102.05 |
|
R2 |
102.91 |
102.91 |
101.95 |
|
R1 |
102.33 |
102.33 |
101.84 |
102.62 |
PP |
101.78 |
101.78 |
101.78 |
101.93 |
S1 |
101.20 |
101.20 |
101.64 |
101.49 |
S2 |
100.65 |
100.65 |
101.53 |
|
S3 |
99.52 |
100.07 |
101.43 |
|
S4 |
98.39 |
98.94 |
101.12 |
|
|
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 |
99.38 |
3.10 |
3.0% |
1.14 |
1.1% |
76% |
False |
False |
69,108 |
10 |
102.48 |
97.38 |
5.10 |
5.0% |
1.07 |
1.1% |
85% |
False |
False |
59,113 |
20 |
102.48 |
97.04 |
5.44 |
5.3% |
0.97 |
1.0% |
86% |
False |
False |
49,704 |
40 |
102.48 |
93.98 |
8.50 |
8.4% |
0.97 |
1.0% |
91% |
False |
False |
44,708 |
60 |
102.48 |
93.05 |
9.43 |
9.3% |
0.97 |
1.0% |
92% |
False |
False |
42,268 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
107.17 |
2.618 |
105.33 |
1.618 |
104.20 |
1.000 |
103.50 |
0.618 |
103.07 |
HIGH |
102.37 |
0.618 |
101.94 |
0.500 |
101.81 |
0.382 |
101.67 |
LOW |
101.24 |
0.618 |
100.54 |
1.000 |
100.11 |
1.618 |
99.41 |
2.618 |
98.28 |
4.250 |
96.44 |
|
|
Fisher Pivots for day following 17-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
101.81 |
101.78 |
PP |
101.78 |
101.77 |
S1 |
101.76 |
101.75 |
|