NYMEX Light Sweet Crude Oil Future August 2014
| Trading Metrics calculated at close of trading on 24-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2014 |
24-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
107.42 |
106.02 |
-1.40 |
-1.3% |
106.18 |
| High |
107.45 |
106.46 |
-0.99 |
-0.9% |
106.93 |
| Low |
105.91 |
105.25 |
-0.66 |
-0.6% |
105.11 |
| Close |
106.17 |
106.03 |
-0.14 |
-0.1% |
106.83 |
| Range |
1.54 |
1.21 |
-0.33 |
-21.4% |
1.82 |
| ATR |
1.20 |
1.20 |
0.00 |
0.1% |
0.00 |
| Volume |
175,473 |
175,206 |
-267 |
-0.2% |
1,104,833 |
|
| Daily Pivots for day following 24-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109.54 |
109.00 |
106.70 |
|
| R3 |
108.33 |
107.79 |
106.36 |
|
| R2 |
107.12 |
107.12 |
106.25 |
|
| R1 |
106.58 |
106.58 |
106.14 |
106.85 |
| PP |
105.91 |
105.91 |
105.91 |
106.05 |
| S1 |
105.37 |
105.37 |
105.92 |
105.64 |
| S2 |
104.70 |
104.70 |
105.81 |
|
| S3 |
103.49 |
104.16 |
105.70 |
|
| S4 |
102.28 |
102.95 |
105.36 |
|
|
| 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 |
107.45 |
105.11 |
2.34 |
2.2% |
1.25 |
1.2% |
39% |
False |
False |
222,197 |
| 10 |
107.45 |
103.41 |
4.04 |
3.8% |
1.27 |
1.2% |
65% |
False |
False |
185,357 |
| 20 |
107.45 |
100.93 |
6.52 |
6.1% |
1.22 |
1.2% |
78% |
False |
False |
131,104 |
| 40 |
107.45 |
97.30 |
10.15 |
9.6% |
1.13 |
1.1% |
86% |
False |
False |
89,293 |
| 60 |
107.45 |
96.40 |
11.05 |
10.4% |
1.13 |
1.1% |
87% |
False |
False |
67,586 |
| 80 |
107.45 |
95.06 |
12.39 |
11.7% |
1.16 |
1.1% |
89% |
False |
False |
55,272 |
| 100 |
107.45 |
92.02 |
15.43 |
14.6% |
1.12 |
1.1% |
91% |
False |
False |
45,927 |
| 120 |
107.45 |
89.73 |
17.72 |
16.7% |
1.11 |
1.0% |
92% |
False |
False |
39,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.60 |
|
2.618 |
109.63 |
|
1.618 |
108.42 |
|
1.000 |
107.67 |
|
0.618 |
107.21 |
|
HIGH |
106.46 |
|
0.618 |
106.00 |
|
0.500 |
105.86 |
|
0.382 |
105.71 |
|
LOW |
105.25 |
|
0.618 |
104.50 |
|
1.000 |
104.04 |
|
1.618 |
103.29 |
|
2.618 |
102.08 |
|
4.250 |
100.11 |
|
|
| Fisher Pivots for day following 24-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
105.97 |
106.35 |
| PP |
105.91 |
106.24 |
| S1 |
105.86 |
106.14 |
|