NYMEX Light Sweet Crude Oil Future August 2014
| Trading Metrics calculated at close of trading on 30-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2014 |
30-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
105.64 |
105.69 |
0.05 |
0.0% |
107.42 |
| High |
106.19 |
105.76 |
-0.43 |
-0.4% |
107.50 |
| Low |
105.33 |
104.66 |
-0.67 |
-0.6% |
105.03 |
| Close |
105.74 |
105.37 |
-0.37 |
-0.3% |
105.74 |
| Range |
0.86 |
1.10 |
0.24 |
27.9% |
2.47 |
| ATR |
1.27 |
1.25 |
-0.01 |
-0.9% |
0.00 |
| Volume |
128,975 |
215,334 |
86,359 |
67.0% |
924,441 |
|
| Daily Pivots for day following 30-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.56 |
108.07 |
105.98 |
|
| R3 |
107.46 |
106.97 |
105.67 |
|
| R2 |
106.36 |
106.36 |
105.57 |
|
| R1 |
105.87 |
105.87 |
105.47 |
105.57 |
| PP |
105.26 |
105.26 |
105.26 |
105.11 |
| S1 |
104.77 |
104.77 |
105.27 |
104.47 |
| S2 |
104.16 |
104.16 |
105.17 |
|
| S3 |
103.06 |
103.67 |
105.07 |
|
| S4 |
101.96 |
102.57 |
104.77 |
|
|
| Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113.50 |
112.09 |
107.10 |
|
| R3 |
111.03 |
109.62 |
106.42 |
|
| R2 |
108.56 |
108.56 |
106.19 |
|
| R1 |
107.15 |
107.15 |
105.97 |
106.62 |
| PP |
106.09 |
106.09 |
106.09 |
105.83 |
| S1 |
104.68 |
104.68 |
105.51 |
104.15 |
| S2 |
103.62 |
103.62 |
105.29 |
|
| S3 |
101.15 |
102.21 |
105.06 |
|
| S4 |
98.68 |
99.74 |
104.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
107.50 |
104.66 |
2.84 |
2.7% |
1.40 |
1.3% |
25% |
False |
True |
192,860 |
| 10 |
107.50 |
104.66 |
2.84 |
2.7% |
1.33 |
1.3% |
25% |
False |
True |
210,379 |
| 20 |
107.50 |
100.93 |
6.57 |
6.2% |
1.26 |
1.2% |
68% |
False |
False |
157,329 |
| 40 |
107.50 |
97.30 |
10.20 |
9.7% |
1.16 |
1.1% |
79% |
False |
False |
105,140 |
| 60 |
107.50 |
97.30 |
10.20 |
9.7% |
1.15 |
1.1% |
79% |
False |
False |
79,874 |
| 80 |
107.50 |
95.06 |
12.44 |
11.8% |
1.16 |
1.1% |
83% |
False |
False |
64,275 |
| 100 |
107.50 |
93.68 |
13.82 |
13.1% |
1.14 |
1.1% |
85% |
False |
False |
53,562 |
| 120 |
107.50 |
89.73 |
17.77 |
16.9% |
1.11 |
1.1% |
88% |
False |
False |
45,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.44 |
|
2.618 |
108.64 |
|
1.618 |
107.54 |
|
1.000 |
106.86 |
|
0.618 |
106.44 |
|
HIGH |
105.76 |
|
0.618 |
105.34 |
|
0.500 |
105.21 |
|
0.382 |
105.08 |
|
LOW |
104.66 |
|
0.618 |
103.98 |
|
1.000 |
103.56 |
|
1.618 |
102.88 |
|
2.618 |
101.78 |
|
4.250 |
99.99 |
|
|
| Fisher Pivots for day following 30-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
105.32 |
105.74 |
| PP |
105.26 |
105.61 |
| S1 |
105.21 |
105.49 |
|