NYMEX Light Sweet Crude Oil Future August 2014
| Trading Metrics calculated at close of trading on 18-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2014 |
18-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
106.02 |
106.06 |
0.04 |
0.0% |
102.05 |
| High |
106.68 |
106.47 |
-0.21 |
-0.2% |
106.84 |
| Low |
105.45 |
105.36 |
-0.09 |
-0.1% |
101.89 |
| Close |
105.87 |
105.59 |
-0.28 |
-0.3% |
106.17 |
| Range |
1.23 |
1.11 |
-0.12 |
-9.8% |
4.95 |
| ATR |
1.17 |
1.17 |
0.00 |
-0.4% |
0.00 |
| Volume |
203,712 |
235,784 |
32,072 |
15.7% |
649,083 |
|
| Daily Pivots for day following 18-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.14 |
108.47 |
106.20 |
|
| R3 |
108.03 |
107.36 |
105.90 |
|
| R2 |
106.92 |
106.92 |
105.79 |
|
| R1 |
106.25 |
106.25 |
105.69 |
106.03 |
| PP |
105.81 |
105.81 |
105.81 |
105.70 |
| S1 |
105.14 |
105.14 |
105.49 |
104.92 |
| S2 |
104.70 |
104.70 |
105.39 |
|
| S3 |
103.59 |
104.03 |
105.28 |
|
| S4 |
102.48 |
102.92 |
104.98 |
|
|
| 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 |
103.59 |
3.25 |
3.1% |
1.38 |
1.3% |
62% |
False |
False |
177,029 |
| 10 |
106.84 |
100.93 |
5.91 |
5.6% |
1.23 |
1.2% |
79% |
False |
False |
136,415 |
| 20 |
106.84 |
100.93 |
5.91 |
5.6% |
1.15 |
1.1% |
79% |
False |
False |
100,983 |
| 40 |
106.84 |
97.30 |
9.54 |
9.0% |
1.10 |
1.0% |
87% |
False |
False |
70,533 |
| 60 |
106.84 |
96.40 |
10.44 |
9.9% |
1.12 |
1.1% |
88% |
False |
False |
53,756 |
| 80 |
106.84 |
95.06 |
11.78 |
11.2% |
1.14 |
1.1% |
89% |
False |
False |
44,792 |
| 100 |
106.84 |
92.02 |
14.82 |
14.0% |
1.11 |
1.1% |
92% |
False |
False |
37,388 |
| 120 |
106.84 |
89.73 |
17.11 |
16.2% |
1.08 |
1.0% |
93% |
False |
False |
32,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.19 |
|
2.618 |
109.38 |
|
1.618 |
108.27 |
|
1.000 |
107.58 |
|
0.618 |
107.16 |
|
HIGH |
106.47 |
|
0.618 |
106.05 |
|
0.500 |
105.92 |
|
0.382 |
105.78 |
|
LOW |
105.36 |
|
0.618 |
104.67 |
|
1.000 |
104.25 |
|
1.618 |
103.56 |
|
2.618 |
102.45 |
|
4.250 |
100.64 |
|
|
| Fisher Pivots for day following 18-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
105.92 |
106.08 |
| PP |
105.81 |
105.91 |
| S1 |
105.70 |
105.75 |
|