NYMEX Light Sweet Crude Oil Future September 2014
| Trading Metrics calculated at close of trading on 09-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2014 |
09-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
100.90 |
101.05 |
0.15 |
0.1% |
101.11 |
| High |
101.46 |
102.67 |
1.21 |
1.2% |
101.98 |
| Low |
100.69 |
101.01 |
0.32 |
0.3% |
100.08 |
| Close |
101.05 |
102.60 |
1.55 |
1.5% |
101.05 |
| Range |
0.77 |
1.66 |
0.89 |
115.6% |
1.90 |
| ATR |
1.02 |
1.06 |
0.05 |
4.5% |
0.00 |
| Volume |
40,309 |
46,077 |
5,768 |
14.3% |
188,445 |
|
| Daily Pivots for day following 09-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.07 |
106.50 |
103.51 |
|
| R3 |
105.41 |
104.84 |
103.06 |
|
| R2 |
103.75 |
103.75 |
102.90 |
|
| R1 |
103.18 |
103.18 |
102.75 |
103.47 |
| PP |
102.09 |
102.09 |
102.09 |
102.24 |
| S1 |
101.52 |
101.52 |
102.45 |
101.81 |
| S2 |
100.43 |
100.43 |
102.30 |
|
| S3 |
98.77 |
99.86 |
102.14 |
|
| S4 |
97.11 |
98.20 |
101.69 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
106.74 |
105.79 |
102.10 |
|
| R3 |
104.84 |
103.89 |
101.57 |
|
| R2 |
102.94 |
102.94 |
101.40 |
|
| R1 |
101.99 |
101.99 |
101.22 |
101.52 |
| PP |
101.04 |
101.04 |
101.04 |
100.80 |
| S1 |
100.09 |
100.09 |
100.88 |
99.62 |
| S2 |
99.14 |
99.14 |
100.70 |
|
| S3 |
97.24 |
98.19 |
100.53 |
|
| S4 |
95.34 |
96.29 |
100.01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
102.67 |
100.08 |
2.59 |
2.5% |
1.06 |
1.0% |
97% |
True |
False |
40,791 |
| 10 |
102.67 |
100.08 |
2.59 |
2.5% |
1.08 |
1.1% |
97% |
True |
False |
38,220 |
| 20 |
102.67 |
97.46 |
5.21 |
5.1% |
0.99 |
1.0% |
99% |
True |
False |
37,926 |
| 40 |
102.67 |
96.43 |
6.24 |
6.1% |
1.01 |
1.0% |
99% |
True |
False |
33,125 |
| 60 |
102.67 |
94.34 |
8.33 |
8.1% |
1.04 |
1.0% |
99% |
True |
False |
28,996 |
| 80 |
102.67 |
94.34 |
8.33 |
8.1% |
1.05 |
1.0% |
99% |
True |
False |
26,032 |
| 100 |
102.67 |
89.58 |
13.09 |
12.8% |
1.03 |
1.0% |
99% |
True |
False |
23,072 |
| 120 |
102.67 |
89.09 |
13.58 |
13.2% |
1.01 |
1.0% |
99% |
True |
False |
20,692 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.73 |
|
2.618 |
107.02 |
|
1.618 |
105.36 |
|
1.000 |
104.33 |
|
0.618 |
103.70 |
|
HIGH |
102.67 |
|
0.618 |
102.04 |
|
0.500 |
101.84 |
|
0.382 |
101.64 |
|
LOW |
101.01 |
|
0.618 |
99.98 |
|
1.000 |
99.35 |
|
1.618 |
98.32 |
|
2.618 |
96.66 |
|
4.250 |
93.96 |
|
|
| Fisher Pivots for day following 09-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
102.35 |
102.19 |
| PP |
102.09 |
101.78 |
| S1 |
101.84 |
101.38 |
|