NYMEX Light Sweet Crude Oil Future September 2014
| Trading Metrics calculated at close of trading on 17-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2014 |
17-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
105.07 |
105.09 |
0.02 |
0.0% |
101.05 |
| High |
105.65 |
105.78 |
0.13 |
0.1% |
105.86 |
| Low |
104.98 |
104.53 |
-0.45 |
-0.4% |
101.01 |
| Close |
105.33 |
105.02 |
-0.31 |
-0.3% |
105.07 |
| Range |
0.67 |
1.25 |
0.58 |
86.6% |
4.85 |
| ATR |
1.10 |
1.11 |
0.01 |
0.9% |
0.00 |
| Volume |
71,540 |
64,039 |
-7,501 |
-10.5% |
349,246 |
|
| Daily Pivots for day following 17-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.86 |
108.19 |
105.71 |
|
| R3 |
107.61 |
106.94 |
105.36 |
|
| R2 |
106.36 |
106.36 |
105.25 |
|
| R1 |
105.69 |
105.69 |
105.13 |
105.40 |
| PP |
105.11 |
105.11 |
105.11 |
104.97 |
| S1 |
104.44 |
104.44 |
104.91 |
104.15 |
| S2 |
103.86 |
103.86 |
104.79 |
|
| S3 |
102.61 |
103.19 |
104.68 |
|
| S4 |
101.36 |
101.94 |
104.33 |
|
|
| 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 |
102.40 |
3.46 |
3.3% |
1.24 |
1.2% |
76% |
False |
False |
72,158 |
| 10 |
105.86 |
100.08 |
5.78 |
5.5% |
1.20 |
1.1% |
85% |
False |
False |
60,465 |
| 20 |
105.86 |
99.85 |
6.01 |
5.7% |
1.10 |
1.0% |
86% |
False |
False |
49,538 |
| 40 |
105.86 |
96.43 |
9.43 |
9.0% |
1.05 |
1.0% |
91% |
False |
False |
39,995 |
| 60 |
105.86 |
95.51 |
10.35 |
9.9% |
1.04 |
1.0% |
92% |
False |
False |
34,313 |
| 80 |
105.86 |
94.34 |
11.52 |
11.0% |
1.07 |
1.0% |
93% |
False |
False |
30,417 |
| 100 |
105.86 |
91.15 |
14.71 |
14.0% |
1.05 |
1.0% |
94% |
False |
False |
26,881 |
| 120 |
105.86 |
89.09 |
16.77 |
16.0% |
1.04 |
1.0% |
95% |
False |
False |
23,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.09 |
|
2.618 |
109.05 |
|
1.618 |
107.80 |
|
1.000 |
107.03 |
|
0.618 |
106.55 |
|
HIGH |
105.78 |
|
0.618 |
105.30 |
|
0.500 |
105.16 |
|
0.382 |
105.01 |
|
LOW |
104.53 |
|
0.618 |
103.76 |
|
1.000 |
103.28 |
|
1.618 |
102.51 |
|
2.618 |
101.26 |
|
4.250 |
99.22 |
|
|
| Fisher Pivots for day following 17-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
105.16 |
105.20 |
| PP |
105.11 |
105.14 |
| S1 |
105.07 |
105.08 |
|