NYMEX Light Sweet Crude Oil Future December 2014
Trading Metrics calculated at close of trading on 30-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2014 |
30-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
102.26 |
102.37 |
0.11 |
0.1% |
103.50 |
High |
102.72 |
102.43 |
-0.29 |
-0.3% |
103.66 |
Low |
102.05 |
101.57 |
-0.48 |
-0.5% |
101.58 |
Close |
102.44 |
102.18 |
-0.26 |
-0.3% |
102.44 |
Range |
0.67 |
0.86 |
0.19 |
28.4% |
2.08 |
ATR |
1.04 |
1.03 |
-0.01 |
-1.2% |
0.00 |
Volume |
46,339 |
32,124 |
-14,215 |
-30.7% |
257,821 |
|
Daily Pivots for day following 30-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
104.64 |
104.27 |
102.65 |
|
R3 |
103.78 |
103.41 |
102.42 |
|
R2 |
102.92 |
102.92 |
102.34 |
|
R1 |
102.55 |
102.55 |
102.26 |
102.31 |
PP |
102.06 |
102.06 |
102.06 |
101.94 |
S1 |
101.69 |
101.69 |
102.10 |
101.45 |
S2 |
101.20 |
101.20 |
102.02 |
|
S3 |
100.34 |
100.83 |
101.94 |
|
S4 |
99.48 |
99.97 |
101.71 |
|
|
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 |
101.57 |
2.09 |
2.0% |
1.13 |
1.1% |
29% |
False |
True |
47,618 |
10 |
103.66 |
101.24 |
2.42 |
2.4% |
1.05 |
1.0% |
39% |
False |
False |
57,320 |
20 |
103.66 |
97.38 |
6.28 |
6.1% |
1.03 |
1.0% |
76% |
False |
False |
56,791 |
40 |
103.66 |
93.98 |
9.68 |
9.5% |
0.97 |
1.0% |
85% |
False |
False |
48,148 |
60 |
103.66 |
93.98 |
9.68 |
9.5% |
0.97 |
1.0% |
85% |
False |
False |
46,206 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
106.09 |
2.618 |
104.68 |
1.618 |
103.82 |
1.000 |
103.29 |
0.618 |
102.96 |
HIGH |
102.43 |
0.618 |
102.10 |
0.500 |
102.00 |
0.382 |
101.90 |
LOW |
101.57 |
0.618 |
101.04 |
1.000 |
100.71 |
1.618 |
100.18 |
2.618 |
99.32 |
4.250 |
97.92 |
|
|
Fisher Pivots for day following 30-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
102.12 |
102.32 |
PP |
102.06 |
102.27 |
S1 |
102.00 |
102.23 |
|