NYMEX Light Sweet Crude Oil Future September 2014
| Trading Metrics calculated at close of trading on 19-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2014 |
19-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
105.20 |
105.00 |
-0.20 |
-0.2% |
101.05 |
| High |
105.56 |
105.60 |
0.04 |
0.0% |
105.86 |
| Low |
104.63 |
104.46 |
-0.17 |
-0.2% |
101.01 |
| Close |
104.84 |
105.30 |
0.46 |
0.4% |
105.07 |
| Range |
0.93 |
1.14 |
0.21 |
22.6% |
4.85 |
| ATR |
1.10 |
1.10 |
0.00 |
0.2% |
0.00 |
| Volume |
67,829 |
78,435 |
10,606 |
15.6% |
349,246 |
|
| Daily Pivots for day following 19-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.54 |
108.06 |
105.93 |
|
| R3 |
107.40 |
106.92 |
105.61 |
|
| R2 |
106.26 |
106.26 |
105.51 |
|
| R1 |
105.78 |
105.78 |
105.40 |
106.02 |
| PP |
105.12 |
105.12 |
105.12 |
105.24 |
| S1 |
104.64 |
104.64 |
105.20 |
104.88 |
| S2 |
103.98 |
103.98 |
105.09 |
|
| S3 |
102.84 |
103.50 |
104.99 |
|
| S4 |
101.70 |
102.36 |
104.67 |
|
|
| 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 |
104.46 |
1.40 |
1.3% |
1.04 |
1.0% |
60% |
False |
True |
74,919 |
| 10 |
105.86 |
100.69 |
5.17 |
4.9% |
1.18 |
1.1% |
89% |
False |
False |
67,139 |
| 20 |
105.86 |
100.08 |
5.78 |
5.5% |
1.07 |
1.0% |
90% |
False |
False |
53,075 |
| 40 |
105.86 |
96.43 |
9.43 |
9.0% |
1.05 |
1.0% |
94% |
False |
False |
42,313 |
| 60 |
105.86 |
95.51 |
10.35 |
9.8% |
1.04 |
1.0% |
95% |
False |
False |
36,256 |
| 80 |
105.86 |
94.34 |
11.52 |
10.9% |
1.07 |
1.0% |
95% |
False |
False |
31,885 |
| 100 |
105.86 |
91.15 |
14.71 |
14.0% |
1.05 |
1.0% |
96% |
False |
False |
28,043 |
| 120 |
105.86 |
89.09 |
16.77 |
15.9% |
1.05 |
1.0% |
97% |
False |
False |
25,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.45 |
|
2.618 |
108.58 |
|
1.618 |
107.44 |
|
1.000 |
106.74 |
|
0.618 |
106.30 |
|
HIGH |
105.60 |
|
0.618 |
105.16 |
|
0.500 |
105.03 |
|
0.382 |
104.90 |
|
LOW |
104.46 |
|
0.618 |
103.76 |
|
1.000 |
103.32 |
|
1.618 |
102.62 |
|
2.618 |
101.48 |
|
4.250 |
99.62 |
|
|
| Fisher Pivots for day following 19-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
105.21 |
105.24 |
| PP |
105.12 |
105.18 |
| S1 |
105.03 |
105.12 |
|