NYMEX Light Sweet Crude Oil Future August 2014
| Trading Metrics calculated at close of trading on 17-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2014 |
17-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
106.18 |
106.02 |
-0.16 |
-0.2% |
102.05 |
| High |
106.79 |
106.68 |
-0.11 |
-0.1% |
106.84 |
| Low |
106.02 |
105.45 |
-0.57 |
-0.5% |
101.89 |
| Close |
106.30 |
105.87 |
-0.43 |
-0.4% |
106.17 |
| Range |
0.77 |
1.23 |
0.46 |
59.7% |
4.95 |
| ATR |
1.17 |
1.17 |
0.00 |
0.4% |
0.00 |
| Volume |
140,812 |
203,712 |
62,900 |
44.7% |
649,083 |
|
| Daily Pivots for day following 17-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.69 |
109.01 |
106.55 |
|
| R3 |
108.46 |
107.78 |
106.21 |
|
| R2 |
107.23 |
107.23 |
106.10 |
|
| R1 |
106.55 |
106.55 |
105.98 |
106.28 |
| PP |
106.00 |
106.00 |
106.00 |
105.86 |
| S1 |
105.32 |
105.32 |
105.76 |
105.05 |
| S2 |
104.77 |
104.77 |
105.64 |
|
| S3 |
103.54 |
104.09 |
105.53 |
|
| S4 |
102.31 |
102.86 |
105.19 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.82 |
117.94 |
108.89 |
|
| R3 |
114.87 |
112.99 |
107.53 |
|
| R2 |
109.92 |
109.92 |
107.08 |
|
| R1 |
108.04 |
108.04 |
106.62 |
108.98 |
| PP |
104.97 |
104.97 |
104.97 |
105.44 |
| S1 |
103.09 |
103.09 |
105.72 |
104.03 |
| S2 |
100.02 |
100.02 |
105.26 |
|
| S3 |
95.07 |
98.14 |
104.81 |
|
| S4 |
90.12 |
93.19 |
103.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.84 |
103.41 |
3.43 |
3.2% |
1.28 |
1.2% |
72% |
False |
False |
148,517 |
| 10 |
106.84 |
100.93 |
5.91 |
5.6% |
1.25 |
1.2% |
84% |
False |
False |
118,557 |
| 20 |
106.84 |
100.83 |
6.01 |
5.7% |
1.16 |
1.1% |
84% |
False |
False |
91,622 |
| 40 |
106.84 |
97.30 |
9.54 |
9.0% |
1.12 |
1.1% |
90% |
False |
False |
65,062 |
| 60 |
106.84 |
96.40 |
10.44 |
9.9% |
1.12 |
1.1% |
91% |
False |
False |
50,000 |
| 80 |
106.84 |
95.06 |
11.78 |
11.1% |
1.14 |
1.1% |
92% |
False |
False |
41,953 |
| 100 |
106.84 |
92.02 |
14.82 |
14.0% |
1.11 |
1.0% |
93% |
False |
False |
35,151 |
| 120 |
106.84 |
89.73 |
17.11 |
16.2% |
1.07 |
1.0% |
94% |
False |
False |
30,287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.91 |
|
2.618 |
109.90 |
|
1.618 |
108.67 |
|
1.000 |
107.91 |
|
0.618 |
107.44 |
|
HIGH |
106.68 |
|
0.618 |
106.21 |
|
0.500 |
106.07 |
|
0.382 |
105.92 |
|
LOW |
105.45 |
|
0.618 |
104.69 |
|
1.000 |
104.22 |
|
1.618 |
103.46 |
|
2.618 |
102.23 |
|
4.250 |
100.22 |
|
|
| Fisher Pivots for day following 17-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
106.07 |
106.15 |
| PP |
106.00 |
106.05 |
| S1 |
105.94 |
105.96 |
|