NYMEX Light Sweet Crude Oil Future September 2014
| Trading Metrics calculated at close of trading on 18-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2014 |
18-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
105.09 |
105.20 |
0.11 |
0.1% |
101.05 |
| High |
105.78 |
105.56 |
-0.22 |
-0.2% |
105.86 |
| Low |
104.53 |
104.63 |
0.10 |
0.1% |
101.01 |
| Close |
105.02 |
104.84 |
-0.18 |
-0.2% |
105.07 |
| Range |
1.25 |
0.93 |
-0.32 |
-25.6% |
4.85 |
| ATR |
1.11 |
1.10 |
-0.01 |
-1.2% |
0.00 |
| Volume |
64,039 |
67,829 |
3,790 |
5.9% |
349,246 |
|
| Daily Pivots for day following 18-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
107.80 |
107.25 |
105.35 |
|
| R3 |
106.87 |
106.32 |
105.10 |
|
| R2 |
105.94 |
105.94 |
105.01 |
|
| R1 |
105.39 |
105.39 |
104.93 |
105.20 |
| PP |
105.01 |
105.01 |
105.01 |
104.92 |
| S1 |
104.46 |
104.46 |
104.75 |
104.27 |
| S2 |
104.08 |
104.08 |
104.67 |
|
| S3 |
103.15 |
103.53 |
104.58 |
|
| S4 |
102.22 |
102.60 |
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 |
102.66 |
3.20 |
3.1% |
1.31 |
1.2% |
68% |
False |
False |
70,268 |
| 10 |
105.86 |
100.08 |
5.78 |
5.5% |
1.17 |
1.1% |
82% |
False |
False |
63,766 |
| 20 |
105.86 |
100.08 |
5.78 |
5.5% |
1.08 |
1.0% |
82% |
False |
False |
51,153 |
| 40 |
105.86 |
96.43 |
9.43 |
9.0% |
1.03 |
1.0% |
89% |
False |
False |
41,370 |
| 60 |
105.86 |
95.51 |
10.35 |
9.9% |
1.04 |
1.0% |
90% |
False |
False |
35,135 |
| 80 |
105.86 |
94.34 |
11.52 |
11.0% |
1.07 |
1.0% |
91% |
False |
False |
31,065 |
| 100 |
105.86 |
91.15 |
14.71 |
14.0% |
1.05 |
1.0% |
93% |
False |
False |
27,373 |
| 120 |
105.86 |
89.09 |
16.77 |
16.0% |
1.04 |
1.0% |
94% |
False |
False |
24,505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
109.51 |
|
2.618 |
107.99 |
|
1.618 |
107.06 |
|
1.000 |
106.49 |
|
0.618 |
106.13 |
|
HIGH |
105.56 |
|
0.618 |
105.20 |
|
0.500 |
105.10 |
|
0.382 |
104.99 |
|
LOW |
104.63 |
|
0.618 |
104.06 |
|
1.000 |
103.70 |
|
1.618 |
103.13 |
|
2.618 |
102.20 |
|
4.250 |
100.68 |
|
|
| Fisher Pivots for day following 18-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
105.10 |
105.16 |
| PP |
105.01 |
105.05 |
| S1 |
104.93 |
104.95 |
|