NYMEX Light Sweet Crude Oil Future September 2014
| Trading Metrics calculated at close of trading on 11-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2014 |
11-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
102.65 |
102.59 |
-0.06 |
-0.1% |
101.11 |
| High |
103.18 |
102.99 |
-0.19 |
-0.2% |
101.98 |
| Low |
102.11 |
102.40 |
0.29 |
0.3% |
100.08 |
| Close |
102.49 |
102.69 |
0.20 |
0.2% |
101.05 |
| Range |
1.07 |
0.59 |
-0.48 |
-44.9% |
1.90 |
| ATR |
1.06 |
1.03 |
-0.03 |
-3.2% |
0.00 |
| Volume |
77,955 |
77,279 |
-676 |
-0.9% |
188,445 |
|
| Daily Pivots for day following 11-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.46 |
104.17 |
103.01 |
|
| R3 |
103.87 |
103.58 |
102.85 |
|
| R2 |
103.28 |
103.28 |
102.80 |
|
| R1 |
102.99 |
102.99 |
102.74 |
103.14 |
| PP |
102.69 |
102.69 |
102.69 |
102.77 |
| S1 |
102.40 |
102.40 |
102.64 |
102.55 |
| S2 |
102.10 |
102.10 |
102.58 |
|
| S3 |
101.51 |
101.81 |
102.53 |
|
| S4 |
100.92 |
101.22 |
102.37 |
|
|
| 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 |
103.18 |
100.08 |
3.10 |
3.0% |
1.02 |
1.0% |
84% |
False |
False |
57,265 |
| 10 |
103.18 |
100.08 |
3.10 |
3.0% |
1.02 |
1.0% |
84% |
False |
False |
47,311 |
| 20 |
103.18 |
99.12 |
4.06 |
4.0% |
0.96 |
0.9% |
88% |
False |
False |
42,909 |
| 40 |
103.18 |
96.43 |
6.75 |
6.6% |
1.01 |
1.0% |
93% |
False |
False |
35,448 |
| 60 |
103.18 |
94.43 |
8.75 |
8.5% |
1.03 |
1.0% |
94% |
False |
False |
30,966 |
| 80 |
103.18 |
94.34 |
8.84 |
8.6% |
1.05 |
1.0% |
94% |
False |
False |
27,662 |
| 100 |
103.18 |
90.40 |
12.78 |
12.4% |
1.03 |
1.0% |
96% |
False |
False |
24,386 |
| 120 |
103.18 |
89.09 |
14.09 |
13.7% |
1.01 |
1.0% |
97% |
False |
False |
21,900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
105.50 |
|
2.618 |
104.53 |
|
1.618 |
103.94 |
|
1.000 |
103.58 |
|
0.618 |
103.35 |
|
HIGH |
102.99 |
|
0.618 |
102.76 |
|
0.500 |
102.70 |
|
0.382 |
102.63 |
|
LOW |
102.40 |
|
0.618 |
102.04 |
|
1.000 |
101.81 |
|
1.618 |
101.45 |
|
2.618 |
100.86 |
|
4.250 |
99.89 |
|
|
| Fisher Pivots for day following 11-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
102.70 |
102.49 |
| PP |
102.69 |
102.29 |
| S1 |
102.69 |
102.10 |
|