NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 26-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2014 |
26-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
102.61 |
103.00 |
0.39 |
0.4% |
101.50 |
High |
103.66 |
103.07 |
-0.59 |
-0.6% |
102.88 |
Low |
102.15 |
101.65 |
-0.50 |
-0.5% |
101.24 |
Close |
102.90 |
102.40 |
-0.50 |
-0.5% |
102.86 |
Range |
1.51 |
1.42 |
-0.09 |
-6.0% |
1.64 |
ATR |
1.04 |
1.07 |
0.03 |
2.6% |
0.00 |
Volume |
41,655 |
80,160 |
38,505 |
92.4% |
357,702 |
|
Daily Pivots for day following 26-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
106.63 |
105.94 |
103.18 |
|
R3 |
105.21 |
104.52 |
102.79 |
|
R2 |
103.79 |
103.79 |
102.66 |
|
R1 |
103.10 |
103.10 |
102.53 |
102.74 |
PP |
102.37 |
102.37 |
102.37 |
102.19 |
S1 |
101.68 |
101.68 |
102.27 |
101.32 |
S2 |
100.95 |
100.95 |
102.14 |
|
S3 |
99.53 |
100.26 |
102.01 |
|
S4 |
98.11 |
98.84 |
101.62 |
|
|
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% |
1.24 |
1.2% |
39% |
False |
False |
59,089 |
10 |
103.66 |
101.08 |
2.58 |
2.5% |
1.09 |
1.1% |
51% |
False |
False |
67,133 |
20 |
103.66 |
97.38 |
6.28 |
6.1% |
1.05 |
1.0% |
80% |
False |
False |
56,225 |
40 |
103.66 |
93.98 |
9.68 |
9.5% |
0.98 |
1.0% |
87% |
False |
False |
48,454 |
60 |
103.66 |
93.05 |
10.61 |
10.4% |
0.98 |
1.0% |
88% |
False |
False |
46,154 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
109.11 |
2.618 |
106.79 |
1.618 |
105.37 |
1.000 |
104.49 |
0.618 |
103.95 |
HIGH |
103.07 |
0.618 |
102.53 |
0.500 |
102.36 |
0.382 |
102.19 |
LOW |
101.65 |
0.618 |
100.77 |
1.000 |
100.23 |
1.618 |
99.35 |
2.618 |
97.93 |
4.250 |
95.62 |
|
|
Fisher Pivots for day following 26-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
102.39 |
102.62 |
PP |
102.37 |
102.55 |
S1 |
102.36 |
102.47 |
|