NYMEX Light Sweet Crude Oil Future September 2014
| Trading Metrics calculated at close of trading on 12-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2014 |
12-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
102.59 |
102.78 |
0.19 |
0.2% |
101.11 |
| High |
102.99 |
105.15 |
2.16 |
2.1% |
101.98 |
| Low |
102.40 |
102.66 |
0.26 |
0.3% |
100.08 |
| Close |
102.69 |
104.82 |
2.13 |
2.1% |
101.05 |
| Range |
0.59 |
2.49 |
1.90 |
322.0% |
1.90 |
| ATR |
1.03 |
1.13 |
0.10 |
10.2% |
0.00 |
| Volume |
77,279 |
55,182 |
-22,097 |
-28.6% |
188,445 |
|
| Daily Pivots for day following 12-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.68 |
110.74 |
106.19 |
|
| R3 |
109.19 |
108.25 |
105.50 |
|
| R2 |
106.70 |
106.70 |
105.28 |
|
| R1 |
105.76 |
105.76 |
105.05 |
106.23 |
| PP |
104.21 |
104.21 |
104.21 |
104.45 |
| S1 |
103.27 |
103.27 |
104.59 |
103.74 |
| S2 |
101.72 |
101.72 |
104.36 |
|
| S3 |
99.23 |
100.78 |
104.14 |
|
| S4 |
96.74 |
98.29 |
103.45 |
|
|
| 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 |
105.15 |
100.69 |
4.46 |
4.3% |
1.32 |
1.3% |
93% |
True |
False |
59,360 |
| 10 |
105.15 |
100.08 |
5.07 |
4.8% |
1.16 |
1.1% |
93% |
True |
False |
48,169 |
| 20 |
105.15 |
99.12 |
6.03 |
5.8% |
1.05 |
1.0% |
95% |
True |
False |
44,110 |
| 40 |
105.15 |
96.43 |
8.72 |
8.3% |
1.05 |
1.0% |
96% |
True |
False |
36,170 |
| 60 |
105.15 |
94.60 |
10.55 |
10.1% |
1.05 |
1.0% |
97% |
True |
False |
31,637 |
| 80 |
105.15 |
94.34 |
10.81 |
10.3% |
1.06 |
1.0% |
97% |
True |
False |
28,223 |
| 100 |
105.15 |
90.40 |
14.75 |
14.1% |
1.05 |
1.0% |
98% |
True |
False |
24,871 |
| 120 |
105.15 |
89.09 |
16.06 |
15.3% |
1.03 |
1.0% |
98% |
True |
False |
22,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115.73 |
|
2.618 |
111.67 |
|
1.618 |
109.18 |
|
1.000 |
107.64 |
|
0.618 |
106.69 |
|
HIGH |
105.15 |
|
0.618 |
104.20 |
|
0.500 |
103.91 |
|
0.382 |
103.61 |
|
LOW |
102.66 |
|
0.618 |
101.12 |
|
1.000 |
100.17 |
|
1.618 |
98.63 |
|
2.618 |
96.14 |
|
4.250 |
92.08 |
|
|
| Fisher Pivots for day following 12-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
104.52 |
104.42 |
| PP |
104.21 |
104.03 |
| S1 |
103.91 |
103.63 |
|