NYMEX Light Sweet Crude Oil Future August 2014
| Trading Metrics calculated at close of trading on 20-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2014 |
20-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
105.70 |
106.10 |
0.40 |
0.4% |
106.18 |
| High |
106.39 |
106.93 |
0.54 |
0.5% |
106.93 |
| Low |
105.11 |
105.81 |
0.70 |
0.7% |
105.11 |
| Close |
106.05 |
106.83 |
0.78 |
0.7% |
106.83 |
| Range |
1.28 |
1.12 |
-0.16 |
-12.5% |
1.82 |
| ATR |
1.18 |
1.17 |
0.00 |
-0.4% |
0.00 |
| Volume |
311,395 |
213,130 |
-98,265 |
-31.6% |
1,104,833 |
|
| Daily Pivots for day following 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.88 |
109.48 |
107.45 |
|
| R3 |
108.76 |
108.36 |
107.14 |
|
| R2 |
107.64 |
107.64 |
107.04 |
|
| R1 |
107.24 |
107.24 |
106.93 |
107.44 |
| PP |
106.52 |
106.52 |
106.52 |
106.63 |
| S1 |
106.12 |
106.12 |
106.73 |
106.32 |
| S2 |
105.40 |
105.40 |
106.62 |
|
| S3 |
104.28 |
105.00 |
106.52 |
|
| S4 |
103.16 |
103.88 |
106.21 |
|
|
| Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.75 |
111.11 |
107.83 |
|
| R3 |
109.93 |
109.29 |
107.33 |
|
| R2 |
108.11 |
108.11 |
107.16 |
|
| R1 |
107.47 |
107.47 |
107.00 |
107.79 |
| PP |
106.29 |
106.29 |
106.29 |
106.45 |
| S1 |
105.65 |
105.65 |
106.66 |
105.97 |
| S2 |
104.47 |
104.47 |
106.50 |
|
| S3 |
102.65 |
103.83 |
106.33 |
|
| S4 |
100.83 |
102.01 |
105.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.93 |
105.11 |
1.82 |
1.7% |
1.10 |
1.0% |
95% |
True |
False |
220,966 |
| 10 |
106.93 |
101.89 |
5.04 |
4.7% |
1.28 |
1.2% |
98% |
True |
False |
175,391 |
| 20 |
106.93 |
100.93 |
6.00 |
5.6% |
1.16 |
1.1% |
98% |
True |
False |
119,334 |
| 40 |
106.93 |
97.30 |
9.63 |
9.0% |
1.13 |
1.1% |
99% |
True |
False |
81,757 |
| 60 |
106.93 |
96.40 |
10.53 |
9.9% |
1.13 |
1.1% |
99% |
True |
False |
62,180 |
| 80 |
106.93 |
95.06 |
11.87 |
11.1% |
1.15 |
1.1% |
99% |
True |
False |
51,092 |
| 100 |
106.93 |
92.02 |
14.91 |
14.0% |
1.11 |
1.0% |
99% |
True |
False |
42,527 |
| 120 |
106.93 |
89.73 |
17.20 |
16.1% |
1.09 |
1.0% |
99% |
True |
False |
36,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.69 |
|
2.618 |
109.86 |
|
1.618 |
108.74 |
|
1.000 |
108.05 |
|
0.618 |
107.62 |
|
HIGH |
106.93 |
|
0.618 |
106.50 |
|
0.500 |
106.37 |
|
0.382 |
106.24 |
|
LOW |
105.81 |
|
0.618 |
105.12 |
|
1.000 |
104.69 |
|
1.618 |
104.00 |
|
2.618 |
102.88 |
|
4.250 |
101.05 |
|
|
| Fisher Pivots for day following 20-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
106.68 |
106.56 |
| PP |
106.52 |
106.29 |
| S1 |
106.37 |
106.02 |
|