NYMEX Light Sweet Crude Oil Future January 2015
| Trading Metrics calculated at close of trading on 05-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2014 |
05-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
97.56 |
97.08 |
-0.48 |
-0.5% |
97.86 |
| High |
97.99 |
97.43 |
-0.56 |
-0.6% |
98.11 |
| Low |
97.00 |
96.55 |
-0.45 |
-0.5% |
96.80 |
| Close |
97.25 |
97.35 |
0.10 |
0.1% |
97.11 |
| Range |
0.99 |
0.88 |
-0.11 |
-11.1% |
1.31 |
| ATR |
0.70 |
0.72 |
0.01 |
1.8% |
0.00 |
| Volume |
11,055 |
17,168 |
6,113 |
55.3% |
10,012 |
|
| Daily Pivots for day following 05-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.75 |
99.43 |
97.83 |
|
| R3 |
98.87 |
98.55 |
97.59 |
|
| R2 |
97.99 |
97.99 |
97.51 |
|
| R1 |
97.67 |
97.67 |
97.43 |
97.83 |
| PP |
97.11 |
97.11 |
97.11 |
97.19 |
| S1 |
96.79 |
96.79 |
97.27 |
96.95 |
| S2 |
96.23 |
96.23 |
97.19 |
|
| S3 |
95.35 |
95.91 |
97.11 |
|
| S4 |
94.47 |
95.03 |
96.87 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.27 |
100.50 |
97.83 |
|
| R3 |
99.96 |
99.19 |
97.47 |
|
| R2 |
98.65 |
98.65 |
97.35 |
|
| R1 |
97.88 |
97.88 |
97.23 |
97.61 |
| PP |
97.34 |
97.34 |
97.34 |
97.21 |
| S1 |
96.57 |
96.57 |
96.99 |
96.30 |
| S2 |
96.03 |
96.03 |
96.87 |
|
| S3 |
94.72 |
95.26 |
96.75 |
|
| S4 |
93.41 |
93.95 |
96.39 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.17 |
|
2.618 |
99.73 |
|
1.618 |
98.85 |
|
1.000 |
98.31 |
|
0.618 |
97.97 |
|
HIGH |
97.43 |
|
0.618 |
97.09 |
|
0.500 |
96.99 |
|
0.382 |
96.89 |
|
LOW |
96.55 |
|
0.618 |
96.01 |
|
1.000 |
95.67 |
|
1.618 |
95.13 |
|
2.618 |
94.25 |
|
4.250 |
92.81 |
|
|
| Fisher Pivots for day following 05-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
97.23 |
97.32 |
| PP |
97.11 |
97.30 |
| S1 |
96.99 |
97.27 |
|