NYMEX Light Sweet Crude Oil Future December 2014
| Trading Metrics calculated at close of trading on 20-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2014 |
20-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
102.08 |
102.33 |
0.25 |
0.2% |
101.50 |
| High |
102.75 |
102.88 |
0.13 |
0.1% |
102.88 |
| Low |
101.69 |
102.20 |
0.51 |
0.5% |
101.24 |
| Close |
102.41 |
102.86 |
0.45 |
0.4% |
102.86 |
| Range |
1.06 |
0.68 |
-0.38 |
-35.8% |
1.64 |
| ATR |
0.98 |
0.96 |
-0.02 |
-2.2% |
0.00 |
| Volume |
78,917 |
83,967 |
5,050 |
6.4% |
357,702 |
|
| Daily Pivots for day following 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.69 |
104.45 |
103.23 |
|
| R3 |
104.01 |
103.77 |
103.05 |
|
| R2 |
103.33 |
103.33 |
102.98 |
|
| R1 |
103.09 |
103.09 |
102.92 |
103.21 |
| PP |
102.65 |
102.65 |
102.65 |
102.71 |
| S1 |
102.41 |
102.41 |
102.80 |
102.53 |
| S2 |
101.97 |
101.97 |
102.74 |
|
| S3 |
101.29 |
101.73 |
102.67 |
|
| S4 |
100.61 |
101.05 |
102.49 |
|
|
| Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.25 |
106.69 |
103.76 |
|
| R3 |
105.61 |
105.05 |
103.31 |
|
| R2 |
103.97 |
103.97 |
103.16 |
|
| R1 |
103.41 |
103.41 |
103.01 |
103.69 |
| PP |
102.33 |
102.33 |
102.33 |
102.47 |
| S1 |
101.77 |
101.77 |
102.71 |
102.05 |
| S2 |
100.69 |
100.69 |
102.56 |
|
| S3 |
99.05 |
100.13 |
102.41 |
|
| S4 |
97.41 |
98.49 |
101.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.88 |
101.24 |
1.64 |
1.6% |
0.80 |
0.8% |
99% |
True |
False |
71,540 |
| 10 |
102.88 |
98.15 |
4.73 |
4.6% |
1.03 |
1.0% |
100% |
True |
False |
67,857 |
| 20 |
102.88 |
97.38 |
5.50 |
5.3% |
0.95 |
0.9% |
100% |
True |
False |
52,643 |
| 40 |
102.88 |
93.98 |
8.90 |
8.7% |
0.96 |
0.9% |
100% |
True |
False |
47,305 |
| 60 |
102.88 |
93.05 |
9.83 |
9.6% |
0.97 |
0.9% |
100% |
True |
False |
44,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.77 |
|
2.618 |
104.66 |
|
1.618 |
103.98 |
|
1.000 |
103.56 |
|
0.618 |
103.30 |
|
HIGH |
102.88 |
|
0.618 |
102.62 |
|
0.500 |
102.54 |
|
0.382 |
102.46 |
|
LOW |
102.20 |
|
0.618 |
101.78 |
|
1.000 |
101.52 |
|
1.618 |
101.10 |
|
2.618 |
100.42 |
|
4.250 |
99.31 |
|
|
| Fisher Pivots for day following 20-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
102.75 |
102.66 |
| PP |
102.65 |
102.46 |
| S1 |
102.54 |
102.27 |
|