NYMEX Light Sweet Crude Oil Future September 2014
| Trading Metrics calculated at close of trading on 20-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2014 |
20-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
105.00 |
105.27 |
0.27 |
0.3% |
105.07 |
| High |
105.60 |
106.01 |
0.41 |
0.4% |
106.01 |
| Low |
104.46 |
105.05 |
0.59 |
0.6% |
104.46 |
| Close |
105.30 |
105.97 |
0.67 |
0.6% |
105.97 |
| Range |
1.14 |
0.96 |
-0.18 |
-15.8% |
1.55 |
| ATR |
1.10 |
1.09 |
-0.01 |
-0.9% |
0.00 |
| Volume |
78,435 |
92,835 |
14,400 |
18.4% |
374,678 |
|
| Daily Pivots for day following 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
108.56 |
108.22 |
106.50 |
|
| R3 |
107.60 |
107.26 |
106.23 |
|
| R2 |
106.64 |
106.64 |
106.15 |
|
| R1 |
106.30 |
106.30 |
106.06 |
106.47 |
| PP |
105.68 |
105.68 |
105.68 |
105.76 |
| S1 |
105.34 |
105.34 |
105.88 |
105.51 |
| S2 |
104.72 |
104.72 |
105.79 |
|
| S3 |
103.76 |
104.38 |
105.71 |
|
| S4 |
102.80 |
103.42 |
105.44 |
|
|
| Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.13 |
109.60 |
106.82 |
|
| R3 |
108.58 |
108.05 |
106.40 |
|
| R2 |
107.03 |
107.03 |
106.25 |
|
| R1 |
106.50 |
106.50 |
106.11 |
106.77 |
| PP |
105.48 |
105.48 |
105.48 |
105.61 |
| S1 |
104.95 |
104.95 |
105.83 |
105.22 |
| S2 |
103.93 |
103.93 |
105.69 |
|
| S3 |
102.38 |
103.40 |
105.54 |
|
| S4 |
100.83 |
101.85 |
105.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
106.01 |
104.46 |
1.55 |
1.5% |
0.99 |
0.9% |
97% |
True |
False |
74,935 |
| 10 |
106.01 |
101.01 |
5.00 |
4.7% |
1.20 |
1.1% |
99% |
True |
False |
72,392 |
| 20 |
106.01 |
100.08 |
5.93 |
5.6% |
1.09 |
1.0% |
99% |
True |
False |
55,145 |
| 40 |
106.01 |
96.43 |
9.58 |
9.0% |
1.05 |
1.0% |
100% |
True |
False |
43,751 |
| 60 |
106.01 |
95.51 |
10.50 |
9.9% |
1.05 |
1.0% |
100% |
True |
False |
37,469 |
| 80 |
106.01 |
94.34 |
11.67 |
11.0% |
1.07 |
1.0% |
100% |
True |
False |
32,919 |
| 100 |
106.01 |
91.15 |
14.86 |
14.0% |
1.05 |
1.0% |
100% |
True |
False |
28,869 |
| 120 |
106.01 |
89.09 |
16.92 |
16.0% |
1.05 |
1.0% |
100% |
True |
False |
25,883 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110.09 |
|
2.618 |
108.52 |
|
1.618 |
107.56 |
|
1.000 |
106.97 |
|
0.618 |
106.60 |
|
HIGH |
106.01 |
|
0.618 |
105.64 |
|
0.500 |
105.53 |
|
0.382 |
105.42 |
|
LOW |
105.05 |
|
0.618 |
104.46 |
|
1.000 |
104.09 |
|
1.618 |
103.50 |
|
2.618 |
102.54 |
|
4.250 |
100.97 |
|
|
| Fisher Pivots for day following 20-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
105.82 |
105.73 |
| PP |
105.68 |
105.48 |
| S1 |
105.53 |
105.24 |
|