NYMEX Light Sweet Crude Oil Future September 2014
| Trading Metrics calculated at close of trading on 04-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2014 |
04-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
100.88 |
101.31 |
0.43 |
0.4% |
102.28 |
| High |
101.22 |
101.98 |
0.76 |
0.8% |
102.50 |
| Low |
100.62 |
100.74 |
0.12 |
0.1% |
100.67 |
| Close |
101.07 |
101.01 |
-0.06 |
-0.1% |
101.03 |
| Range |
0.60 |
1.24 |
0.64 |
106.7% |
1.83 |
| ATR |
1.02 |
1.04 |
0.02 |
1.5% |
0.00 |
| Volume |
38,052 |
34,814 |
-3,238 |
-8.5% |
147,681 |
|
| Daily Pivots for day following 04-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.96 |
104.23 |
101.69 |
|
| R3 |
103.72 |
102.99 |
101.35 |
|
| R2 |
102.48 |
102.48 |
101.24 |
|
| R1 |
101.75 |
101.75 |
101.12 |
101.50 |
| PP |
101.24 |
101.24 |
101.24 |
101.12 |
| S1 |
100.51 |
100.51 |
100.90 |
100.26 |
| S2 |
100.00 |
100.00 |
100.78 |
|
| S3 |
98.76 |
99.27 |
100.67 |
|
| S4 |
97.52 |
98.03 |
100.33 |
|
|
| 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 |
102.05 |
100.54 |
1.51 |
1.5% |
1.03 |
1.0% |
31% |
False |
False |
37,358 |
| 10 |
102.50 |
100.54 |
1.96 |
1.9% |
1.00 |
1.0% |
24% |
False |
False |
38,539 |
| 20 |
102.50 |
96.98 |
5.52 |
5.5% |
0.98 |
1.0% |
73% |
False |
False |
35,952 |
| 40 |
102.50 |
96.43 |
6.07 |
6.0% |
1.01 |
1.0% |
75% |
False |
False |
32,353 |
| 60 |
102.50 |
94.34 |
8.16 |
8.1% |
1.04 |
1.0% |
82% |
False |
False |
27,965 |
| 80 |
102.50 |
94.34 |
8.16 |
8.1% |
1.03 |
1.0% |
82% |
False |
False |
24,854 |
| 100 |
102.50 |
89.09 |
13.41 |
13.3% |
1.02 |
1.0% |
89% |
False |
False |
22,141 |
| 120 |
102.50 |
89.09 |
13.41 |
13.3% |
1.00 |
1.0% |
89% |
False |
False |
19,934 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
107.25 |
|
2.618 |
105.23 |
|
1.618 |
103.99 |
|
1.000 |
103.22 |
|
0.618 |
102.75 |
|
HIGH |
101.98 |
|
0.618 |
101.51 |
|
0.500 |
101.36 |
|
0.382 |
101.21 |
|
LOW |
100.74 |
|
0.618 |
99.97 |
|
1.000 |
99.50 |
|
1.618 |
98.73 |
|
2.618 |
97.49 |
|
4.250 |
95.47 |
|
|
| Fisher Pivots for day following 04-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
101.36 |
101.26 |
| PP |
101.24 |
101.18 |
| S1 |
101.13 |
101.09 |
|