NYMEX Light Sweet Crude Oil Future August 2014
| Trading Metrics calculated at close of trading on 26-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2014 |
26-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
106.14 |
106.71 |
0.57 |
0.5% |
106.18 |
| High |
107.50 |
106.81 |
-0.69 |
-0.6% |
106.93 |
| Low |
105.47 |
105.03 |
-0.44 |
-0.4% |
105.11 |
| Close |
106.50 |
105.84 |
-0.66 |
-0.6% |
106.83 |
| Range |
2.03 |
1.78 |
-0.25 |
-12.3% |
1.82 |
| ATR |
1.26 |
1.30 |
0.04 |
2.9% |
0.00 |
| Volume |
249,064 |
195,723 |
-53,341 |
-21.4% |
1,104,833 |
|
| Daily Pivots for day following 26-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.23 |
110.32 |
106.82 |
|
| R3 |
109.45 |
108.54 |
106.33 |
|
| R2 |
107.67 |
107.67 |
106.17 |
|
| R1 |
106.76 |
106.76 |
106.00 |
106.33 |
| PP |
105.89 |
105.89 |
105.89 |
105.68 |
| S1 |
104.98 |
104.98 |
105.68 |
104.55 |
| S2 |
104.11 |
104.11 |
105.51 |
|
| S3 |
102.33 |
103.20 |
105.35 |
|
| S4 |
100.55 |
101.42 |
104.86 |
|
|
| 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 |
105.03 |
2.47 |
2.3% |
1.54 |
1.5% |
33% |
False |
True |
201,719 |
| 10 |
107.50 |
105.03 |
2.47 |
2.3% |
1.33 |
1.3% |
33% |
False |
True |
204,455 |
| 20 |
107.50 |
100.93 |
6.57 |
6.2% |
1.27 |
1.2% |
75% |
False |
False |
146,175 |
| 40 |
107.50 |
97.30 |
10.20 |
9.6% |
1.16 |
1.1% |
84% |
False |
False |
98,739 |
| 60 |
107.50 |
96.40 |
11.10 |
10.5% |
1.15 |
1.1% |
85% |
False |
False |
74,592 |
| 80 |
107.50 |
95.06 |
12.44 |
11.8% |
1.18 |
1.1% |
87% |
False |
False |
60,390 |
| 100 |
107.50 |
92.15 |
15.35 |
14.5% |
1.14 |
1.1% |
89% |
False |
False |
50,254 |
| 120 |
107.50 |
89.73 |
17.77 |
16.8% |
1.11 |
1.0% |
91% |
False |
False |
43,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.38 |
|
2.618 |
111.47 |
|
1.618 |
109.69 |
|
1.000 |
108.59 |
|
0.618 |
107.91 |
|
HIGH |
106.81 |
|
0.618 |
106.13 |
|
0.500 |
105.92 |
|
0.382 |
105.71 |
|
LOW |
105.03 |
|
0.618 |
103.93 |
|
1.000 |
103.25 |
|
1.618 |
102.15 |
|
2.618 |
100.37 |
|
4.250 |
97.47 |
|
|
| Fisher Pivots for day following 26-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
105.92 |
106.27 |
| PP |
105.89 |
106.12 |
| S1 |
105.87 |
105.98 |
|