NYMEX Light Sweet Crude Oil Future December 2014
| Trading Metrics calculated at close of trading on 24-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2014 |
24-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
103.50 |
102.29 |
-1.21 |
-1.2% |
101.50 |
| High |
103.50 |
102.77 |
-0.73 |
-0.7% |
102.88 |
| Low |
102.12 |
101.58 |
-0.54 |
-0.5% |
101.24 |
| Close |
102.42 |
102.52 |
0.10 |
0.1% |
102.86 |
| Range |
1.38 |
1.19 |
-0.19 |
-13.8% |
1.64 |
| ATR |
0.99 |
1.00 |
0.01 |
1.4% |
0.00 |
| Volume |
51,854 |
37,813 |
-14,041 |
-27.1% |
357,702 |
|
| Daily Pivots for day following 24-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
105.86 |
105.38 |
103.17 |
|
| R3 |
104.67 |
104.19 |
102.85 |
|
| R2 |
103.48 |
103.48 |
102.74 |
|
| R1 |
103.00 |
103.00 |
102.63 |
103.24 |
| PP |
102.29 |
102.29 |
102.29 |
102.41 |
| S1 |
101.81 |
101.81 |
102.41 |
102.05 |
| S2 |
101.10 |
101.10 |
102.30 |
|
| S3 |
99.91 |
100.62 |
102.19 |
|
| S4 |
98.72 |
99.43 |
101.87 |
|
|
| 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 |
103.50 |
101.58 |
1.92 |
1.9% |
0.98 |
1.0% |
49% |
False |
True |
62,347 |
| 10 |
103.50 |
99.38 |
4.12 |
4.0% |
1.06 |
1.0% |
76% |
False |
False |
65,727 |
| 20 |
103.50 |
97.38 |
6.12 |
6.0% |
1.01 |
1.0% |
84% |
False |
False |
53,885 |
| 40 |
103.50 |
93.98 |
9.52 |
9.3% |
0.96 |
0.9% |
90% |
False |
False |
47,352 |
| 60 |
103.50 |
93.05 |
10.45 |
10.2% |
0.98 |
1.0% |
91% |
False |
False |
45,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.83 |
|
2.618 |
105.89 |
|
1.618 |
104.70 |
|
1.000 |
103.96 |
|
0.618 |
103.51 |
|
HIGH |
102.77 |
|
0.618 |
102.32 |
|
0.500 |
102.18 |
|
0.382 |
102.03 |
|
LOW |
101.58 |
|
0.618 |
100.84 |
|
1.000 |
100.39 |
|
1.618 |
99.65 |
|
2.618 |
98.46 |
|
4.250 |
96.52 |
|
|
| Fisher Pivots for day following 24-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
102.41 |
102.54 |
| PP |
102.29 |
102.53 |
| S1 |
102.18 |
102.53 |
|