NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 25-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2014 |
25-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
102.29 |
102.61 |
0.32 |
0.3% |
101.50 |
High |
102.77 |
103.66 |
0.89 |
0.9% |
102.88 |
Low |
101.58 |
102.15 |
0.57 |
0.6% |
101.24 |
Close |
102.52 |
102.90 |
0.38 |
0.4% |
102.86 |
Range |
1.19 |
1.51 |
0.32 |
26.9% |
1.64 |
ATR |
1.00 |
1.04 |
0.04 |
3.6% |
0.00 |
Volume |
37,813 |
41,655 |
3,842 |
10.2% |
357,702 |
|
Daily Pivots for day following 25-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
107.43 |
106.68 |
103.73 |
|
R3 |
105.92 |
105.17 |
103.32 |
|
R2 |
104.41 |
104.41 |
103.18 |
|
R1 |
103.66 |
103.66 |
103.04 |
104.04 |
PP |
102.90 |
102.90 |
102.90 |
103.09 |
S1 |
102.15 |
102.15 |
102.76 |
102.53 |
S2 |
101.39 |
101.39 |
102.62 |
|
S3 |
99.88 |
100.64 |
102.48 |
|
S4 |
98.37 |
99.13 |
102.07 |
|
|
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 |
103.66 |
101.58 |
2.08 |
2.0% |
1.16 |
1.1% |
63% |
True |
False |
58,841 |
10 |
103.66 |
99.68 |
3.98 |
3.9% |
1.16 |
1.1% |
81% |
True |
False |
63,726 |
20 |
103.66 |
97.38 |
6.28 |
6.1% |
1.03 |
1.0% |
88% |
True |
False |
54,309 |
40 |
103.66 |
93.98 |
9.68 |
9.4% |
0.97 |
0.9% |
92% |
True |
False |
47,492 |
60 |
103.66 |
93.05 |
10.61 |
10.3% |
0.99 |
1.0% |
93% |
True |
False |
45,260 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
110.08 |
2.618 |
107.61 |
1.618 |
106.10 |
1.000 |
105.17 |
0.618 |
104.59 |
HIGH |
103.66 |
0.618 |
103.08 |
0.500 |
102.91 |
0.382 |
102.73 |
LOW |
102.15 |
0.618 |
101.22 |
1.000 |
100.64 |
1.618 |
99.71 |
2.618 |
98.20 |
4.250 |
95.73 |
|
|
Fisher Pivots for day following 25-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
102.91 |
102.81 |
PP |
102.90 |
102.71 |
S1 |
102.90 |
102.62 |
|