NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 27-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2014 |
27-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
103.00 |
102.26 |
-0.74 |
-0.7% |
103.50 |
High |
103.07 |
102.72 |
-0.35 |
-0.3% |
103.66 |
Low |
101.65 |
102.05 |
0.40 |
0.4% |
101.58 |
Close |
102.40 |
102.44 |
0.04 |
0.0% |
102.44 |
Range |
1.42 |
0.67 |
-0.75 |
-52.8% |
2.08 |
ATR |
1.07 |
1.04 |
-0.03 |
-2.7% |
0.00 |
Volume |
80,160 |
46,339 |
-33,821 |
-42.2% |
257,821 |
|
Daily Pivots for day following 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.41 |
104.10 |
102.81 |
|
R3 |
103.74 |
103.43 |
102.62 |
|
R2 |
103.07 |
103.07 |
102.56 |
|
R1 |
102.76 |
102.76 |
102.50 |
102.92 |
PP |
102.40 |
102.40 |
102.40 |
102.48 |
S1 |
102.09 |
102.09 |
102.38 |
102.25 |
S2 |
101.73 |
101.73 |
102.32 |
|
S3 |
101.06 |
101.42 |
102.26 |
|
S4 |
100.39 |
100.75 |
102.07 |
|
|
Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.80 |
107.70 |
103.58 |
|
R3 |
106.72 |
105.62 |
103.01 |
|
R2 |
104.64 |
104.64 |
102.82 |
|
R1 |
103.54 |
103.54 |
102.63 |
103.05 |
PP |
102.56 |
102.56 |
102.56 |
102.32 |
S1 |
101.46 |
101.46 |
102.25 |
100.97 |
S2 |
100.48 |
100.48 |
102.06 |
|
S3 |
98.40 |
99.38 |
101.87 |
|
S4 |
96.32 |
97.30 |
101.30 |
|
|
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% |
1.23 |
1.2% |
41% |
False |
False |
51,564 |
10 |
103.66 |
101.24 |
2.42 |
2.4% |
1.02 |
1.0% |
50% |
False |
False |
61,552 |
20 |
103.66 |
97.38 |
6.28 |
6.1% |
1.04 |
1.0% |
81% |
False |
False |
56,590 |
40 |
103.66 |
93.98 |
9.68 |
9.4% |
0.97 |
0.9% |
87% |
False |
False |
48,341 |
60 |
103.66 |
93.26 |
10.40 |
10.2% |
0.98 |
1.0% |
88% |
False |
False |
46,311 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
105.57 |
2.618 |
104.47 |
1.618 |
103.80 |
1.000 |
103.39 |
0.618 |
103.13 |
HIGH |
102.72 |
0.618 |
102.46 |
0.500 |
102.39 |
0.382 |
102.31 |
LOW |
102.05 |
0.618 |
101.64 |
1.000 |
101.38 |
1.618 |
100.97 |
2.618 |
100.30 |
4.250 |
99.20 |
|
|
Fisher Pivots for day following 27-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
102.42 |
102.66 |
PP |
102.40 |
102.58 |
S1 |
102.39 |
102.51 |
|