NYMEX Light Sweet Crude Oil Future December 2014
| Trading Metrics calculated at close of trading on 19-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2014 |
19-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
101.94 |
102.08 |
0.14 |
0.1% |
98.19 |
| High |
102.24 |
102.75 |
0.51 |
0.5% |
102.48 |
| Low |
101.65 |
101.69 |
0.04 |
0.0% |
98.15 |
| Close |
101.82 |
102.41 |
0.59 |
0.6% |
101.44 |
| Range |
0.59 |
1.06 |
0.47 |
79.7% |
4.33 |
| ATR |
0.98 |
0.98 |
0.01 |
0.6% |
0.00 |
| Volume |
59,184 |
78,917 |
19,733 |
33.3% |
320,877 |
|
| Daily Pivots for day following 19-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.46 |
105.00 |
102.99 |
|
| R3 |
104.40 |
103.94 |
102.70 |
|
| R2 |
103.34 |
103.34 |
102.60 |
|
| R1 |
102.88 |
102.88 |
102.51 |
103.11 |
| PP |
102.28 |
102.28 |
102.28 |
102.40 |
| S1 |
101.82 |
101.82 |
102.31 |
102.05 |
| S2 |
101.22 |
101.22 |
102.22 |
|
| S3 |
100.16 |
100.76 |
102.12 |
|
| S4 |
99.10 |
99.70 |
101.83 |
|
|
| 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 |
102.75 |
101.08 |
1.67 |
1.6% |
0.95 |
0.9% |
80% |
True |
False |
75,176 |
| 10 |
102.75 |
97.85 |
4.90 |
4.8% |
1.04 |
1.0% |
93% |
True |
False |
63,987 |
| 20 |
102.75 |
97.38 |
5.37 |
5.2% |
0.94 |
0.9% |
94% |
True |
False |
52,147 |
| 40 |
102.75 |
93.98 |
8.77 |
8.6% |
0.96 |
0.9% |
96% |
True |
False |
46,429 |
| 60 |
102.75 |
93.05 |
9.70 |
9.5% |
0.97 |
0.9% |
96% |
True |
False |
43,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.26 |
|
2.618 |
105.53 |
|
1.618 |
104.47 |
|
1.000 |
103.81 |
|
0.618 |
103.41 |
|
HIGH |
102.75 |
|
0.618 |
102.35 |
|
0.500 |
102.22 |
|
0.382 |
102.09 |
|
LOW |
101.69 |
|
0.618 |
101.03 |
|
1.000 |
100.63 |
|
1.618 |
99.97 |
|
2.618 |
98.91 |
|
4.250 |
97.19 |
|
|
| Fisher Pivots for day following 19-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
102.35 |
102.27 |
| PP |
102.28 |
102.13 |
| S1 |
102.22 |
102.00 |
|