NYMEX Light Sweet Crude Oil Future September 2014
| Trading Metrics calculated at close of trading on 05-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2014 |
05-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
101.31 |
100.64 |
-0.67 |
-0.7% |
102.28 |
| High |
101.98 |
101.10 |
-0.88 |
-0.9% |
102.50 |
| Low |
100.74 |
100.08 |
-0.66 |
-0.7% |
100.67 |
| Close |
101.01 |
100.95 |
-0.06 |
-0.1% |
101.03 |
| Range |
1.24 |
1.02 |
-0.22 |
-17.7% |
1.83 |
| ATR |
1.04 |
1.03 |
0.00 |
-0.1% |
0.00 |
| Volume |
34,814 |
44,706 |
9,892 |
28.4% |
147,681 |
|
| Daily Pivots for day following 05-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.77 |
103.38 |
101.51 |
|
| R3 |
102.75 |
102.36 |
101.23 |
|
| R2 |
101.73 |
101.73 |
101.14 |
|
| R1 |
101.34 |
101.34 |
101.04 |
101.54 |
| PP |
100.71 |
100.71 |
100.71 |
100.81 |
| S1 |
100.32 |
100.32 |
100.86 |
100.52 |
| S2 |
99.69 |
99.69 |
100.76 |
|
| S3 |
98.67 |
99.30 |
100.67 |
|
| S4 |
97.65 |
98.28 |
100.39 |
|
|
| 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 |
101.98 |
100.08 |
1.90 |
1.9% |
1.00 |
1.0% |
46% |
False |
True |
36,978 |
| 10 |
102.50 |
100.08 |
2.42 |
2.4% |
0.96 |
1.0% |
36% |
False |
True |
39,010 |
| 20 |
102.50 |
97.26 |
5.24 |
5.2% |
0.97 |
1.0% |
70% |
False |
False |
36,963 |
| 40 |
102.50 |
96.43 |
6.07 |
6.0% |
0.99 |
1.0% |
74% |
False |
False |
32,825 |
| 60 |
102.50 |
94.34 |
8.16 |
8.1% |
1.03 |
1.0% |
81% |
False |
False |
28,474 |
| 80 |
102.50 |
94.34 |
8.16 |
8.1% |
1.03 |
1.0% |
81% |
False |
False |
25,257 |
| 100 |
102.50 |
89.09 |
13.41 |
13.3% |
1.03 |
1.0% |
88% |
False |
False |
22,492 |
| 120 |
102.50 |
89.09 |
13.41 |
13.3% |
1.01 |
1.0% |
88% |
False |
False |
20,195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.44 |
|
2.618 |
103.77 |
|
1.618 |
102.75 |
|
1.000 |
102.12 |
|
0.618 |
101.73 |
|
HIGH |
101.10 |
|
0.618 |
100.71 |
|
0.500 |
100.59 |
|
0.382 |
100.47 |
|
LOW |
100.08 |
|
0.618 |
99.45 |
|
1.000 |
99.06 |
|
1.618 |
98.43 |
|
2.618 |
97.41 |
|
4.250 |
95.75 |
|
|
| Fisher Pivots for day following 05-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
100.83 |
101.03 |
| PP |
100.71 |
101.00 |
| S1 |
100.59 |
100.98 |
|