NYMEX Light Sweet Crude Oil Future August 2014
| Trading Metrics calculated at close of trading on 12-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2014 |
12-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
103.48 |
103.74 |
0.26 |
0.3% |
102.10 |
| High |
103.99 |
106.20 |
2.21 |
2.1% |
102.94 |
| Low |
103.41 |
103.59 |
0.18 |
0.2% |
100.93 |
| Close |
103.62 |
105.78 |
2.16 |
2.1% |
101.94 |
| Range |
0.58 |
2.61 |
2.03 |
350.0% |
2.01 |
| ATR |
1.09 |
1.20 |
0.11 |
9.9% |
0.00 |
| Volume |
93,222 |
160,583 |
67,361 |
72.3% |
309,516 |
|
| Daily Pivots for day following 12-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.02 |
112.01 |
107.22 |
|
| R3 |
110.41 |
109.40 |
106.50 |
|
| R2 |
107.80 |
107.80 |
106.26 |
|
| R1 |
106.79 |
106.79 |
106.02 |
107.30 |
| PP |
105.19 |
105.19 |
105.19 |
105.44 |
| S1 |
104.18 |
104.18 |
105.54 |
104.69 |
| S2 |
102.58 |
102.58 |
105.30 |
|
| S3 |
99.97 |
101.57 |
105.06 |
|
| S4 |
97.36 |
98.96 |
104.34 |
|
|
| 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 |
106.20 |
101.60 |
4.60 |
4.3% |
1.38 |
1.3% |
91% |
True |
False |
113,695 |
| 10 |
106.20 |
100.93 |
5.27 |
5.0% |
1.22 |
1.1% |
92% |
True |
False |
87,895 |
| 20 |
106.20 |
100.04 |
6.16 |
5.8% |
1.11 |
1.1% |
93% |
True |
False |
74,587 |
| 40 |
106.20 |
97.30 |
8.90 |
8.4% |
1.12 |
1.1% |
95% |
True |
False |
54,674 |
| 60 |
106.20 |
95.50 |
10.70 |
10.1% |
1.13 |
1.1% |
96% |
True |
False |
42,980 |
| 80 |
106.20 |
95.06 |
11.14 |
10.5% |
1.13 |
1.1% |
96% |
True |
False |
36,282 |
| 100 |
106.20 |
91.27 |
14.93 |
14.1% |
1.10 |
1.0% |
97% |
True |
False |
30,439 |
| 120 |
106.20 |
89.73 |
16.47 |
15.6% |
1.06 |
1.0% |
97% |
True |
False |
26,358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117.29 |
|
2.618 |
113.03 |
|
1.618 |
110.42 |
|
1.000 |
108.81 |
|
0.618 |
107.81 |
|
HIGH |
106.20 |
|
0.618 |
105.20 |
|
0.500 |
104.90 |
|
0.382 |
104.59 |
|
LOW |
103.59 |
|
0.618 |
101.98 |
|
1.000 |
100.98 |
|
1.618 |
99.37 |
|
2.618 |
96.76 |
|
4.250 |
92.50 |
|
|
| Fisher Pivots for day following 12-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
105.49 |
105.41 |
| PP |
105.19 |
105.03 |
| S1 |
104.90 |
104.66 |
|