NYMEX Light Sweet Crude Oil Future July 2014
| Trading Metrics calculated at close of trading on 13-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2014 |
13-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
104.47 |
106.84 |
2.37 |
2.3% |
102.78 |
| High |
106.95 |
107.68 |
0.73 |
0.7% |
107.68 |
| Low |
104.35 |
106.37 |
2.02 |
1.9% |
102.62 |
| Close |
106.53 |
106.91 |
0.38 |
0.4% |
106.91 |
| Range |
2.60 |
1.31 |
-1.29 |
-49.6% |
5.06 |
| ATR |
1.26 |
1.26 |
0.00 |
0.3% |
0.00 |
| Volume |
321,499 |
255,394 |
-66,105 |
-20.6% |
1,266,939 |
|
| Daily Pivots for day following 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.92 |
110.22 |
107.63 |
|
| R3 |
109.61 |
108.91 |
107.27 |
|
| R2 |
108.30 |
108.30 |
107.15 |
|
| R1 |
107.60 |
107.60 |
107.03 |
107.95 |
| PP |
106.99 |
106.99 |
106.99 |
107.16 |
| S1 |
106.29 |
106.29 |
106.79 |
106.64 |
| S2 |
105.68 |
105.68 |
106.67 |
|
| S3 |
104.37 |
104.98 |
106.55 |
|
| S4 |
103.06 |
103.67 |
106.19 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120.92 |
118.97 |
109.69 |
|
| R3 |
115.86 |
113.91 |
108.30 |
|
| R2 |
110.80 |
110.80 |
107.84 |
|
| R1 |
108.85 |
108.85 |
107.37 |
109.83 |
| PP |
105.74 |
105.74 |
105.74 |
106.22 |
| S1 |
103.79 |
103.79 |
106.45 |
104.77 |
| S2 |
100.68 |
100.68 |
105.98 |
|
| S3 |
95.62 |
98.73 |
105.52 |
|
| S4 |
90.56 |
93.67 |
104.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.68 |
102.62 |
5.06 |
4.7% |
1.52 |
1.4% |
85% |
True |
False |
253,387 |
| 10 |
107.68 |
101.60 |
6.08 |
5.7% |
1.27 |
1.2% |
87% |
True |
False |
219,288 |
| 20 |
107.68 |
100.97 |
6.71 |
6.3% |
1.20 |
1.1% |
89% |
True |
False |
209,307 |
| 40 |
107.68 |
98.10 |
9.58 |
9.0% |
1.18 |
1.1% |
92% |
True |
False |
149,106 |
| 60 |
107.68 |
96.37 |
11.31 |
10.6% |
1.21 |
1.1% |
93% |
True |
False |
112,937 |
| 80 |
107.68 |
95.73 |
11.95 |
11.2% |
1.24 |
1.2% |
94% |
True |
False |
91,888 |
| 100 |
107.68 |
92.85 |
14.83 |
13.9% |
1.21 |
1.1% |
95% |
True |
False |
76,632 |
| 120 |
107.68 |
90.40 |
17.28 |
16.2% |
1.18 |
1.1% |
96% |
True |
False |
65,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.25 |
|
2.618 |
111.11 |
|
1.618 |
109.80 |
|
1.000 |
108.99 |
|
0.618 |
108.49 |
|
HIGH |
107.68 |
|
0.618 |
107.18 |
|
0.500 |
107.03 |
|
0.382 |
106.87 |
|
LOW |
106.37 |
|
0.618 |
105.56 |
|
1.000 |
105.06 |
|
1.618 |
104.25 |
|
2.618 |
102.94 |
|
4.250 |
100.80 |
|
|
| Fisher Pivots for day following 13-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
107.03 |
106.58 |
| PP |
106.99 |
106.25 |
| S1 |
106.95 |
105.93 |
|