NYMEX Light Sweet Crude Oil Future August 2014
| Trading Metrics calculated at close of trading on 10-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2014 |
10-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
102.05 |
103.68 |
1.63 |
1.6% |
102.10 |
| High |
103.71 |
104.23 |
0.52 |
0.5% |
102.94 |
| Low |
101.89 |
103.12 |
1.23 |
1.2% |
100.93 |
| Close |
103.59 |
103.49 |
-0.10 |
-0.1% |
101.94 |
| Range |
1.82 |
1.11 |
-0.71 |
-39.0% |
2.01 |
| ATR |
1.13 |
1.13 |
0.00 |
-0.2% |
0.00 |
| Volume |
120,090 |
130,931 |
10,841 |
9.0% |
309,516 |
|
| Daily Pivots for day following 10-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.94 |
106.33 |
104.10 |
|
| R3 |
105.83 |
105.22 |
103.80 |
|
| R2 |
104.72 |
104.72 |
103.69 |
|
| R1 |
104.11 |
104.11 |
103.59 |
103.86 |
| PP |
103.61 |
103.61 |
103.61 |
103.49 |
| S1 |
103.00 |
103.00 |
103.39 |
102.75 |
| S2 |
102.50 |
102.50 |
103.29 |
|
| S3 |
101.39 |
101.89 |
103.18 |
|
| S4 |
100.28 |
100.78 |
102.88 |
|
|
| 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 |
104.23 |
100.93 |
3.30 |
3.2% |
1.22 |
1.2% |
78% |
True |
False |
88,598 |
| 10 |
104.23 |
100.93 |
3.30 |
3.2% |
1.18 |
1.1% |
78% |
True |
False |
76,852 |
| 20 |
104.23 |
98.86 |
5.37 |
5.2% |
1.07 |
1.0% |
86% |
True |
False |
65,591 |
| 40 |
104.23 |
97.30 |
6.93 |
6.7% |
1.09 |
1.1% |
89% |
True |
False |
49,657 |
| 60 |
104.23 |
95.06 |
9.17 |
8.9% |
1.12 |
1.1% |
92% |
True |
False |
39,163 |
| 80 |
104.23 |
95.06 |
9.17 |
8.9% |
1.12 |
1.1% |
92% |
True |
False |
33,295 |
| 100 |
104.23 |
91.06 |
13.17 |
12.7% |
1.09 |
1.0% |
94% |
True |
False |
28,063 |
| 120 |
104.23 |
89.73 |
14.50 |
14.0% |
1.05 |
1.0% |
95% |
True |
False |
24,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.95 |
|
2.618 |
107.14 |
|
1.618 |
106.03 |
|
1.000 |
105.34 |
|
0.618 |
104.92 |
|
HIGH |
104.23 |
|
0.618 |
103.81 |
|
0.500 |
103.68 |
|
0.382 |
103.54 |
|
LOW |
103.12 |
|
0.618 |
102.43 |
|
1.000 |
102.01 |
|
1.618 |
101.32 |
|
2.618 |
100.21 |
|
4.250 |
98.40 |
|
|
| Fisher Pivots for day following 10-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
103.68 |
103.30 |
| PP |
103.61 |
103.11 |
| S1 |
103.55 |
102.92 |
|