NYMEX Light Sweet Crude Oil Future September 2014
| Trading Metrics calculated at close of trading on 03-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2014 |
03-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
101.11 |
100.88 |
-0.23 |
-0.2% |
102.28 |
| High |
101.68 |
101.22 |
-0.46 |
-0.5% |
102.50 |
| Low |
100.54 |
100.62 |
0.08 |
0.1% |
100.67 |
| Close |
100.89 |
101.07 |
0.18 |
0.2% |
101.03 |
| Range |
1.14 |
0.60 |
-0.54 |
-47.4% |
1.83 |
| ATR |
1.05 |
1.02 |
-0.03 |
-3.1% |
0.00 |
| Volume |
30,564 |
38,052 |
7,488 |
24.5% |
147,681 |
|
| Daily Pivots for day following 03-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
102.77 |
102.52 |
101.40 |
|
| R3 |
102.17 |
101.92 |
101.24 |
|
| R2 |
101.57 |
101.57 |
101.18 |
|
| R1 |
101.32 |
101.32 |
101.13 |
101.45 |
| PP |
100.97 |
100.97 |
100.97 |
101.03 |
| S1 |
100.72 |
100.72 |
101.02 |
100.85 |
| S2 |
100.37 |
100.37 |
100.96 |
|
| S3 |
99.77 |
100.12 |
100.91 |
|
| S4 |
99.17 |
99.52 |
100.74 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.89 |
105.79 |
102.04 |
|
| R3 |
105.06 |
103.96 |
101.53 |
|
| R2 |
103.23 |
103.23 |
101.37 |
|
| R1 |
102.13 |
102.13 |
101.20 |
101.77 |
| PP |
101.40 |
101.40 |
101.40 |
101.22 |
| S1 |
100.30 |
100.30 |
100.86 |
99.94 |
| S2 |
99.57 |
99.57 |
100.69 |
|
| S3 |
97.74 |
98.47 |
100.53 |
|
| S4 |
95.91 |
96.64 |
100.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.38 |
100.54 |
1.84 |
1.8% |
1.06 |
1.0% |
29% |
False |
False |
36,086 |
| 10 |
102.50 |
99.85 |
2.65 |
2.6% |
1.00 |
1.0% |
46% |
False |
False |
38,612 |
| 20 |
102.50 |
96.73 |
5.77 |
5.7% |
0.96 |
0.9% |
75% |
False |
False |
35,083 |
| 40 |
102.50 |
96.43 |
6.07 |
6.0% |
1.00 |
1.0% |
76% |
False |
False |
31,993 |
| 60 |
102.50 |
94.34 |
8.16 |
8.1% |
1.04 |
1.0% |
82% |
False |
False |
27,629 |
| 80 |
102.50 |
93.20 |
9.30 |
9.2% |
1.04 |
1.0% |
85% |
False |
False |
24,551 |
| 100 |
102.50 |
89.09 |
13.41 |
13.3% |
1.02 |
1.0% |
89% |
False |
False |
21,955 |
| 120 |
102.50 |
89.09 |
13.41 |
13.3% |
1.00 |
1.0% |
89% |
False |
False |
19,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
103.77 |
|
2.618 |
102.79 |
|
1.618 |
102.19 |
|
1.000 |
101.82 |
|
0.618 |
101.59 |
|
HIGH |
101.22 |
|
0.618 |
100.99 |
|
0.500 |
100.92 |
|
0.382 |
100.85 |
|
LOW |
100.62 |
|
0.618 |
100.25 |
|
1.000 |
100.02 |
|
1.618 |
99.65 |
|
2.618 |
99.05 |
|
4.250 |
98.07 |
|
|
| Fisher Pivots for day following 03-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
101.02 |
101.11 |
| PP |
100.97 |
101.10 |
| S1 |
100.92 |
101.08 |
|