NYMEX Light Sweet Crude Oil Future September 2014
| Trading Metrics calculated at close of trading on 16-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2014 |
16-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
105.05 |
105.07 |
0.02 |
0.0% |
101.05 |
| High |
105.86 |
105.65 |
-0.21 |
-0.2% |
105.86 |
| Low |
104.66 |
104.98 |
0.32 |
0.3% |
101.01 |
| Close |
105.07 |
105.33 |
0.26 |
0.2% |
105.07 |
| Range |
1.20 |
0.67 |
-0.53 |
-44.2% |
4.85 |
| ATR |
1.14 |
1.10 |
-0.03 |
-2.9% |
0.00 |
| Volume |
92,753 |
71,540 |
-21,213 |
-22.9% |
349,246 |
|
| Daily Pivots for day following 16-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.33 |
107.00 |
105.70 |
|
| R3 |
106.66 |
106.33 |
105.51 |
|
| R2 |
105.99 |
105.99 |
105.45 |
|
| R1 |
105.66 |
105.66 |
105.39 |
105.83 |
| PP |
105.32 |
105.32 |
105.32 |
105.40 |
| S1 |
104.99 |
104.99 |
105.27 |
105.16 |
| S2 |
104.65 |
104.65 |
105.21 |
|
| S3 |
103.98 |
104.32 |
105.15 |
|
| S4 |
103.31 |
103.65 |
104.96 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.53 |
116.65 |
107.74 |
|
| R3 |
113.68 |
111.80 |
106.40 |
|
| R2 |
108.83 |
108.83 |
105.96 |
|
| R1 |
106.95 |
106.95 |
105.51 |
107.89 |
| PP |
103.98 |
103.98 |
103.98 |
104.45 |
| S1 |
102.10 |
102.10 |
104.63 |
103.04 |
| S2 |
99.13 |
99.13 |
104.18 |
|
| S3 |
94.28 |
97.25 |
103.74 |
|
| S4 |
89.43 |
92.40 |
102.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
105.86 |
102.11 |
3.75 |
3.6% |
1.20 |
1.1% |
86% |
False |
False |
74,941 |
| 10 |
105.86 |
100.08 |
5.78 |
5.5% |
1.13 |
1.1% |
91% |
False |
False |
57,866 |
| 20 |
105.86 |
99.81 |
6.05 |
5.7% |
1.07 |
1.0% |
91% |
False |
False |
47,795 |
| 40 |
105.86 |
96.43 |
9.43 |
9.0% |
1.04 |
1.0% |
94% |
False |
False |
38,907 |
| 60 |
105.86 |
94.83 |
11.03 |
10.5% |
1.05 |
1.0% |
95% |
False |
False |
33,584 |
| 80 |
105.86 |
94.34 |
11.52 |
10.9% |
1.07 |
1.0% |
95% |
False |
False |
29,784 |
| 100 |
105.86 |
91.15 |
14.71 |
14.0% |
1.04 |
1.0% |
96% |
False |
False |
26,357 |
| 120 |
105.86 |
89.09 |
16.77 |
15.9% |
1.03 |
1.0% |
97% |
False |
False |
23,497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
108.50 |
|
2.618 |
107.40 |
|
1.618 |
106.73 |
|
1.000 |
106.32 |
|
0.618 |
106.06 |
|
HIGH |
105.65 |
|
0.618 |
105.39 |
|
0.500 |
105.32 |
|
0.382 |
105.24 |
|
LOW |
104.98 |
|
0.618 |
104.57 |
|
1.000 |
104.31 |
|
1.618 |
103.90 |
|
2.618 |
103.23 |
|
4.250 |
102.13 |
|
|
| Fisher Pivots for day following 16-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
105.33 |
104.97 |
| PP |
105.32 |
104.62 |
| S1 |
105.32 |
104.26 |
|