NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 18-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2014 |
18-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
101.73 |
101.94 |
0.21 |
0.2% |
98.19 |
High |
102.37 |
102.24 |
-0.13 |
-0.1% |
102.48 |
Low |
101.24 |
101.65 |
0.41 |
0.4% |
98.15 |
Close |
101.74 |
101.82 |
0.08 |
0.1% |
101.44 |
Range |
1.13 |
0.59 |
-0.54 |
-47.8% |
4.33 |
ATR |
1.01 |
0.98 |
-0.03 |
-2.9% |
0.00 |
Volume |
61,194 |
59,184 |
-2,010 |
-3.3% |
320,877 |
|
Daily Pivots for day following 18-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
103.67 |
103.34 |
102.14 |
|
R3 |
103.08 |
102.75 |
101.98 |
|
R2 |
102.49 |
102.49 |
101.93 |
|
R1 |
102.16 |
102.16 |
101.87 |
102.03 |
PP |
101.90 |
101.90 |
101.90 |
101.84 |
S1 |
101.57 |
101.57 |
101.77 |
101.44 |
S2 |
101.31 |
101.31 |
101.71 |
|
S3 |
100.72 |
100.98 |
101.66 |
|
S4 |
100.13 |
100.39 |
101.50 |
|
|
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 |
99.68 |
2.80 |
2.7% |
1.15 |
1.1% |
76% |
False |
False |
68,611 |
10 |
102.48 |
97.38 |
5.10 |
5.0% |
1.02 |
1.0% |
87% |
False |
False |
61,261 |
20 |
102.48 |
97.38 |
5.10 |
5.0% |
0.95 |
0.9% |
87% |
False |
False |
50,624 |
40 |
102.48 |
93.98 |
8.50 |
8.3% |
0.95 |
0.9% |
92% |
False |
False |
45,656 |
60 |
102.48 |
93.05 |
9.43 |
9.3% |
0.97 |
1.0% |
93% |
False |
False |
42,748 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
104.75 |
2.618 |
103.78 |
1.618 |
103.19 |
1.000 |
102.83 |
0.618 |
102.60 |
HIGH |
102.24 |
0.618 |
102.01 |
0.500 |
101.95 |
0.382 |
101.88 |
LOW |
101.65 |
0.618 |
101.29 |
1.000 |
101.06 |
1.618 |
100.70 |
2.618 |
100.11 |
4.250 |
99.14 |
|
|
Fisher Pivots for day following 18-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
101.95 |
101.82 |
PP |
101.90 |
101.81 |
S1 |
101.86 |
101.81 |
|