NYMEX Light Sweet Crude Oil Future August 2014
| Trading Metrics calculated at close of trading on 09-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2014 |
09-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
101.75 |
102.05 |
0.30 |
0.3% |
102.10 |
| High |
102.39 |
103.71 |
1.32 |
1.3% |
102.94 |
| Low |
101.60 |
101.89 |
0.29 |
0.3% |
100.93 |
| Close |
101.94 |
103.59 |
1.65 |
1.6% |
101.94 |
| Range |
0.79 |
1.82 |
1.03 |
130.4% |
2.01 |
| ATR |
1.08 |
1.13 |
0.05 |
4.9% |
0.00 |
| Volume |
63,650 |
120,090 |
56,440 |
88.7% |
309,516 |
|
| Daily Pivots for day following 09-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.52 |
107.88 |
104.59 |
|
| R3 |
106.70 |
106.06 |
104.09 |
|
| R2 |
104.88 |
104.88 |
103.92 |
|
| R1 |
104.24 |
104.24 |
103.76 |
104.56 |
| PP |
103.06 |
103.06 |
103.06 |
103.23 |
| S1 |
102.42 |
102.42 |
103.42 |
102.74 |
| S2 |
101.24 |
101.24 |
103.26 |
|
| S3 |
99.42 |
100.60 |
103.09 |
|
| S4 |
97.60 |
98.78 |
102.59 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.97 |
106.96 |
103.05 |
|
| R3 |
105.96 |
104.95 |
102.49 |
|
| R2 |
103.95 |
103.95 |
102.31 |
|
| R1 |
102.94 |
102.94 |
102.12 |
102.44 |
| PP |
101.94 |
101.94 |
101.94 |
101.69 |
| S1 |
100.93 |
100.93 |
101.76 |
100.43 |
| S2 |
99.93 |
99.93 |
101.57 |
|
| S3 |
97.92 |
98.92 |
101.39 |
|
| S4 |
95.91 |
96.91 |
100.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
103.71 |
100.93 |
2.78 |
2.7% |
1.12 |
1.1% |
96% |
True |
False |
74,598 |
| 10 |
103.71 |
100.93 |
2.78 |
2.7% |
1.15 |
1.1% |
96% |
True |
False |
69,350 |
| 20 |
103.71 |
98.41 |
5.30 |
5.1% |
1.06 |
1.0% |
98% |
True |
False |
60,992 |
| 40 |
103.71 |
97.30 |
6.41 |
6.2% |
1.09 |
1.1% |
98% |
True |
False |
47,052 |
| 60 |
103.71 |
95.06 |
8.65 |
8.4% |
1.12 |
1.1% |
99% |
True |
False |
37,368 |
| 80 |
103.71 |
95.06 |
8.65 |
8.4% |
1.12 |
1.1% |
99% |
True |
False |
31,782 |
| 100 |
103.71 |
90.47 |
13.24 |
12.8% |
1.09 |
1.1% |
99% |
True |
False |
26,868 |
| 120 |
103.71 |
89.73 |
13.98 |
13.5% |
1.04 |
1.0% |
99% |
True |
False |
23,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.45 |
|
2.618 |
108.47 |
|
1.618 |
106.65 |
|
1.000 |
105.53 |
|
0.618 |
104.83 |
|
HIGH |
103.71 |
|
0.618 |
103.01 |
|
0.500 |
102.80 |
|
0.382 |
102.59 |
|
LOW |
101.89 |
|
0.618 |
100.77 |
|
1.000 |
100.07 |
|
1.618 |
98.95 |
|
2.618 |
97.13 |
|
4.250 |
94.16 |
|
|
| Fisher Pivots for day following 09-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
103.33 |
103.17 |
| PP |
103.06 |
102.74 |
| S1 |
102.80 |
102.32 |
|