NYMEX Light Sweet Crude Oil Future August 2014
| Trading Metrics calculated at close of trading on 25-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2014 |
25-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
106.02 |
106.14 |
0.12 |
0.1% |
106.18 |
| High |
106.46 |
107.50 |
1.04 |
1.0% |
106.93 |
| Low |
105.25 |
105.47 |
0.22 |
0.2% |
105.11 |
| Close |
106.03 |
106.50 |
0.47 |
0.4% |
106.83 |
| Range |
1.21 |
2.03 |
0.82 |
67.8% |
1.82 |
| ATR |
1.20 |
1.26 |
0.06 |
4.9% |
0.00 |
| Volume |
175,206 |
249,064 |
73,858 |
42.2% |
1,104,833 |
|
| Daily Pivots for day following 25-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.58 |
111.57 |
107.62 |
|
| R3 |
110.55 |
109.54 |
107.06 |
|
| R2 |
108.52 |
108.52 |
106.87 |
|
| R1 |
107.51 |
107.51 |
106.69 |
108.02 |
| PP |
106.49 |
106.49 |
106.49 |
106.74 |
| S1 |
105.48 |
105.48 |
106.31 |
105.99 |
| S2 |
104.46 |
104.46 |
106.13 |
|
| S3 |
102.43 |
103.45 |
105.94 |
|
| S4 |
100.40 |
101.42 |
105.38 |
|
|
| 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 |
107.50 |
105.11 |
2.39 |
2.2% |
1.44 |
1.3% |
58% |
True |
False |
224,853 |
| 10 |
107.50 |
103.59 |
3.91 |
3.7% |
1.41 |
1.3% |
74% |
True |
False |
200,941 |
| 20 |
107.50 |
100.93 |
6.57 |
6.2% |
1.24 |
1.2% |
85% |
True |
False |
141,300 |
| 40 |
107.50 |
97.30 |
10.20 |
9.6% |
1.15 |
1.1% |
90% |
True |
False |
94,708 |
| 60 |
107.50 |
96.40 |
11.10 |
10.4% |
1.15 |
1.1% |
91% |
True |
False |
71,516 |
| 80 |
107.50 |
95.06 |
12.44 |
11.7% |
1.17 |
1.1% |
92% |
True |
False |
58,296 |
| 100 |
107.50 |
92.02 |
15.48 |
14.5% |
1.13 |
1.1% |
94% |
True |
False |
48,370 |
| 120 |
107.50 |
89.73 |
17.77 |
16.7% |
1.10 |
1.0% |
94% |
True |
False |
41,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116.13 |
|
2.618 |
112.81 |
|
1.618 |
110.78 |
|
1.000 |
109.53 |
|
0.618 |
108.75 |
|
HIGH |
107.50 |
|
0.618 |
106.72 |
|
0.500 |
106.49 |
|
0.382 |
106.25 |
|
LOW |
105.47 |
|
0.618 |
104.22 |
|
1.000 |
103.44 |
|
1.618 |
102.19 |
|
2.618 |
100.16 |
|
4.250 |
96.84 |
|
|
| Fisher Pivots for day following 25-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
106.50 |
106.46 |
| PP |
106.49 |
106.42 |
| S1 |
106.49 |
106.38 |
|